EX-99.1 2 d560179_ex99-1a.htm SALE AND SERVICING AGREEMENT Unassociated Document
BEAR STEARNS ASSET BACKED SECURITIES I LLC,
as Depositor
 
SACO I TRUST 2006-8,
as Issuing Entity
 
CITIBANK, N.A.,
as Indenture Trustee
 
LASALLE BANK NATIONAL ASSOCIATION,
as Master Servicer and Securities Administrator
 
and
 
EMC MORTGAGE CORPORATION,
as Sponsor and Company
 
___________________________
 
SALE AND SERVICING AGREEMENT
 
Dated as of September 15, 2006
___________________________

 
Bear Stearns Asset Backed Securities I LLC
SACO I Trust 2006-8,
Mortgage-Backed Notes, Series 2006-8






ARTICLE I.
DEFINITIONS
 
Section 1.01.
Definitions
Section 1.02.
Other Definitional Provisions.
 
ARTICLE II.
CONVEYANCE OF HELOCS
 
Section 2.01.
Conveyance of HELOCs; Obligation to Fund Advances Under Credit Line Agreements.
Section 2.02.
Acceptance of HELOCs by the Issuing Entity.
Section 2.03.
Assignment of Interest in the Mortgage Loan Purchase Agreement
Section 2.04.
Substitution of HELOCs
Section 2.05.
Delivery of Opinion of Counsel in Connection with Substitutions and Repurchases.
Section 2.06.
Representations and Warranties Concerning the Depositor
Section 2.07.
Representations and Warranties Regarding the Master Servicer
Section 2.08.
Assignment of Agreement
 
ARTICLE III.
ADMINISTRATION AND SERVICING OF EMC HELOCS BY THE COMPANY
 
Section 3.01.
The Company.
Section 3.02.
Due-on-Sale Clauses; Assumption Agreements.
Section 3.03.
Subservicers.
Section 3.04.
Optional Purchase of Certain HELOCs.
Section 3.05.
Documents, Records and Funds in Possession of the Company to Be Held for Trustee.
Section 3.06.
Maintenance of Hazard Insurance.
Section 3.07.
Presentment of Claims and Collection of Proceeds.
Section 3.08.
Maintenance of the Primary Mortgage Insurance Policies.
Section 3.09.
Fidelity Bond, Errors and Omissions Insurance.
Section 3.10.
Realization Upon Defaulted HELOCs; Determination of Excess Liquidation Proceeds and Realized Losses; Repurchases of Certain HELOCs.
Section 3.11.
Servicing Compensation.
Section 3.12.
REO Property.
Section 3.13.
Liquidation Reports.
Section 3.14.
Annual Statement as to Compliance.
Section 3.15.
Assessments of Compliance and Attestation Reports.
Section 3.16.
Books and Records.
 
ARTICLE IV.
ADMINISTRATION AND MASTER SERVICING OF HELOCS
 
Section 4.01.
Master Servicer
Section 4.02.
Monitoring of Servicers
Section 4.03.
Fidelity Bond
Section 4.04.
Power to Act; Procedures
Section 4.05.
Due-on-Sale Clauses; Assumption Agreements
Section 4.06.
Release of Mortgage Files
Section 4.07.
Documents, Records and Funds in Possession of Master Servicer To Be Held for Issuing Entity and Indenture Trustee.
Section 4.08.
Standard Hazard Insurance and Flood Insurance Policies.
Section 4.09.
Presentment of Claims and Collection of Proceeds
Section 4.10.
Maintenance of the Insurance Policies.
Section 4.11.
Indenture Trustee to Retain Possession of Certain Insurance Policies and Documents.
Section 4.12.
Realization Upon Defaulted HELOCs
Section 4.13.
Compensation for the Master Servicer and the Indenture Trustee.
Section 4.14.
REO Property.
Section 4.15.
[Reserved].
Section 4.16.
Reports Filed with Securities and Exchange Commission.
Section 4.17.
UCC
Section 4.18.
Optional Purchase of Certain HELOCs.
Section 4.19.
Information Required by the Internal Revenue Service and Reports Regarding Mortgaged Property
 
ARTICLE V.
ACCOUNTS
 
Section 5.01.
Collection of HELOC Payments; Protected Account of the Company.
Section 5.02.
Permitted Withdrawals From the Protected Account.
Section 5.03.
Reports to Master Servicer.
Section 5.04.
Protected Accounts
Section 5.05.
Master Servicer Collection Account
Section 5.06.
Permitted Withdrawals and Transfers from the Master Servicer Collection Account
Section 5.07.
Payment Account
Section 5.08.
Permitted Withdrawals and Transfers from the Payment Account
Section 5.09.
Net WAC Cap Rate Carryover Reserve Account.
Section 5.10.
The Certificate Distribution Account.
 
ARTICLE VI.
THE MASTER SERVICER
 
Section 6.01.
Liabilities of the Master Servicer
Section 6.02.
Merger or Consolidation of the Master Servicer.
Section 6.03.
Indemnification of the Indenture Trustee, Owner Trustee, the Company, the Note Insurer, the Master Servicer and the Securities Administrator
Section 6.04.
Limitations on Liability of the Master Servicer and Others
Section 6.05.
Master Servicer Not to Resign
Section 6.06.
Successor Master Servicer
Section 6.07.
Sale and Assignment of Master Servicing
 
ARTICLE VII.
DEFAULT
 
Section 7.01.
Master Servicer Events of Default
Section 7.02.
Indenture Trustee to Act; Appointment of Successor
Section 7.03.
Notification to Noteholders and the Note Insurer
Section 7.04.
Waiver of Defaults
Section 7.05.
Company Default
Section 7.06.
Waiver of Company Defaults
 
ARTICLE VIII.
MISCELLANEOUS PROVISIONS
 
Section 8.01.
Amendment
Section 8.02.
Recordation of Agreement
Section 8.03.
Governing Law
Section 8.04.
Notices
Section 8.05.
Severability of Provisions
Section 8.06.
Successors and Assigns
Section 8.07.
Article and Section Headings
Section 8.08.
Counterparts
Section 8.09.
Notice to Rating Agencies and the Note Insurer
Section 8.10.
Termination
Section 8.11.
No Petition
Section 8.12.
No Recourse
Section 8.13.
Additional Terms Regarding Indenture
Section 8.14.
Third Party Beneficiary
Section 8.15.
Limitation of Liability
Section 8.16.
Benefit of Agreement
 



EXHIBITS

Exhibit A
-
Mortgage Loan Schedule
Exhibit B
-
Request for Release of Documents
Exhibit C-1
-
GMACM Servicing Agreement
Exhibit C-2
-
Form of Mortgage Loan Purchase Agreement
Exhibit D
-
Form of Company Certification
Exhibit E
-
Form of Policy
Exhibit F
-
Servicing Criteria to Be Addressed in Assessment of Compliance
Exhibit G
-
Form 10-D, Form 8-K and Form 10-K Reporting Responsibility
Exhibit H
-
Additional Disclosure Notification





SALE AND SERVICING AGREEMENT
 
Sale and Servicing Agreement dated as of September 15, 2006 (the “Agreement”), among Bear Stearns Asset Backed Securities I LLC, a Delaware limited liability company, as depositor (the “Depositor”), SACO I Trust 2006-8, a Delaware statutory trust, as the issuing entity (the “Issuing Entity”), Citibank, N.A., a national banking association, not in its individual capacity but solely as indenture trustee (the “Indenture Trustee”), LaSalle Bank National Association (“LaSalle Bank”), as master servicer (in that capacity, the “Master Servicer”) and as securities administrator (in that capacity, the “Securities Administrator”), and EMC Mortgage Corporation, as seller and sponsor (in that capacity, the “Sponsor”) and as company (in that capacity, the “Company”).
 
PRELIMINARY STATEMENT
 
WHEREAS, the Sponsor has acquired the HELOCs from the Originators and at the Closing Date is the owner of the HELOCs and the other property being conveyed by it to the Issuing Entity hereunder for inclusion in the Trust Estate;
 
WHEREAS, such HELOCs consist of certain home equity lines of credit (“HELOCs”);
 
WHEREAS, on the Closing Date, the Depositor will acquire the HELOCs from the Sponsor in consideration for its transfer to the Sponsor of the Certificates and the proceeds from the sale of the Notes;
 
WHEREAS, on the Closing Date, the Depositor will acquire the Notes and the Certificates from the Issuing Entity, as consideration for its transfer to the Issuing Entity of the HELOCs and the other property constituting the Trust Estate;
 
WHEREAS, the Depositor has duly authorized the execution and delivery of this Agreement to provide for the conveyance to the Issuing Entity of the HELOCs and the other property constituting the Trust Estate;
 
WHEREAS, pursuant to the Indenture, the Issuing Entity will pledge the HELOCs and the other property constituting the Trust Estate to the Indenture Trustee as security for the Notes;
 
WHEREAS, the HELOCs will have an Outstanding Principal Balance as of the Cut-off Date, after deducting all Scheduled Principal due on or before the Cut-off Date, of $361,200,413.29.
 
NOW, THEREFORE, in consideration of the mutual agreements herein contained, each of the Depositor, the Issuing Entity, the Master Servicer, the Securities Administrator, the Sponsor, the Company and the Indenture Trustee undertakes and agrees to perform their respective duties hereunder as follows:
 
 

ARTICLE I.
 
Definitions
 
Section 1.01.  Definitions. For all purposes of this Agreement, except as otherwise expressly provided herein or unless the context otherwise requires, capitalized terms used in this Agreement and not defined herein shall have the meanings assigned in Appendix A to the Indenture, which is incorporated by reference herein. All other capitalized terms used herein shall have the meanings specified herein.
 
Section 1.02.  Other Definitional Provisions. 
 
(a)  All terms defined in this Agreement shall have the defined meanings when used in any certificate or other document made or delivered pursuant hereto unless otherwise defined therein.
 
(b)  As used in this Agreement and in any certificate or other document made or delivered pursuant hereto or thereto, accounting terms not defined in this Agreement or in any such certificate or other document, and accounting terms partly defined in this Agreement or in any such certificate or other document, to the extent not defined, shall have the respective meanings given to them under generally accepted accounting principles. To the extent that the definitions of accounting terms in this Agreement or in any such certificate or other document are inconsistent with the meanings of such terms under generally accepted accounting principles, the definitions contained in this Agreement or in any such certificate or other document shall control.
 
(c)  The words “hereof,” “herein,” “hereunder” and words of similar import when used in this Agreement shall refer to this Agreement as a whole and not to any particular provision of this Agreement; Section and Exhibit references contained in this Agreement are references to Sections and Exhibits in or to this Agreement unless otherwise specified; and the term “including” shall mean “including without limitation”.
 
(d)  The definitions contained in this Agreement are applicable to the singular as well as the plural forms of such terms and to the masculine as well as the feminine and neuter genders of such terms.
 
(e)  Any agreement, instrument or statute defined or referred to herein or in any instrument or certificate delivered in connection herewith means such agreement, instrument or statute as from time to time amended, modified or supplemented and includes (in the case of agreements or instruments) references to all attachments thereto and instruments incorporated therein; references to a Person are also to its permitted successors and assigns.
 
 
 
ARTICLE II.
 
Conveyance of HELOCs
 
Section 2.01.  Conveyance of HELOCs; Obligation to Fund Advances Under Credit Line Agreements. 
 
(a)  As of the Closing Date, in consideration of the Issuing Entity’s delivery of the proceeds from the sale of the Notes and the Certificates to the Sponsor, and concurrently with the execution and delivery of this Agreement, the Sponsor does hereby sell, transfer, assign, set over, deposit with and otherwise convey to the Depositor, without recourse, and the Depositor does hereby sell, transfer, assign, set over, deposit with and otherwise convey to the Issuing Entity, without recourse, and the Issuing Entity, pursuant to the Indenture, is granting to the Indenture Trustee, all of its right, title and interest in and to the HELOCs. Such conveyances include, without limitation, (i) each HELOC, including its principal balance (including the right to make Draws related thereto) and all collections in respect thereof received after the Cut-Off Date (excluding interest collections due on or prior to the Cut-Off Date); (ii) property that secured a HELOC that is acquired by foreclosure or deed in lieu of foreclosure; (iii) the related Originator’s rights under the Insurance Policies; (iv) the Master Servicer Collection Account and the Payment Account; and (v) any proceeds of the foregoing and any other property owned by the Trust and all other assets included or to be included in the Issuing Entity for the benefit of the Noteholders and the Certificateholders; provided, however, none of the Indenture Trustee, the Securities Administrator, the Master Servicer nor the Issuing Entity assumes or shall assume the obligation under any Credit Line Agreement that provides for the funding of Draws to the Mortgagor thereunder, and none of the Securities Administrator, the Master Servicer nor the Indenture Trustee shall be obligated or permitted to fund any such Draws. With respect to the HELOCs, Draws shall be part of the related principal balance and are hereby transferred to the Issuing Entity on the Closing Date pursuant to this Section 2.01(a), and are therefore part of the Trust Estate. The Indenture Trustee declares that, subject to the Custodian’s review provided for in Section 2.02, it, or the Custodian on its behalf, has received and shall hold the Trust Estate, as Indenture Trustee, in trust, for the benefit and use of the Noteholders and the Note Insurer and for the purposes and subject to the terms and conditions set forth in this Agreement and the Indenture, and, concurrently with such receipt, the Issuing Entity has issued and delivered the Notes to or upon the order of the Depositor, in exchange for the Trust Estate. The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Issuing Entity without recourse all the right, title and interest of the Depositor in and to the REMIC I Regular Interests and the other assets of REMIC II for the benefit of the holders of the REMIC II Regular Interests and the Class R-1 Certificates. The Issuing Entity acknowledges receipt of the REMIC I Regular Interests (which are uncertificated) and the other assets of REMIC II 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 and the Class R-1 Certificates. The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Issuing Entity without recourse all the right, title and interest of the Depositor in and to the REMIC II Regular Interests and the other assets of REMIC III for the benefit of the Holders of the Notes, the Class E Interest and the Class R-2 Certificates. The Issuing Entity acknowledges receipt of the REMIC II Regular Interests (which are uncertificated) and the other assets of REMIC III and declares that it holds and will hold the same in trust for the exclusive use and benefit of the holders of the Holders of the Notes, the Class E Interest and the Class R-2 Certificates. The Depositor, concurrently with the execution and delivery hereof, does hereby transfer, assign, set over and otherwise convey in trust to the Issuing Entity without recourse all the right, title and interest of the Depositor in and to the Class E Interest and the other assets of REMIC IV for the benefit of the holders of the Class E Certificates and the Class RX Certificates. The Issuing Entity acknowledges receipt of the Class E Interest (which is uncertificated) and the other assets of REMIC IV and declares that it holds and will hold the same in trust for the exclusive use and benefit of the holders of the Class E Certificates and the Class RX Certificates.
 
(b)  The Securities Administrator does hereby agree to direct funds from the holder of the Class S Certificates to reimburse Servicer advances made to fund additional Draws on the HELOCs. Each additional balance during the Managed Amortization Period shall first be funded from collections of principal deposited in an account managed by the related Servicer. On a designated remittance date, as described in this Agreement and the Servicing Agreement, the related Servicer shall, to the extent set forth in this Agreement and the Servicing Agreement, then deliver to the holder of the Class S Certificate, with a copy to the Master Servicer, its monthly remittance report, which shall indicate the aggregate additional balance funded by the related Servicer. To the extent that the purchase price for any additional balance exceeds such principal amount on deposit in such collection account on such day, during the Managed Amortization Period, the difference shall be funded by the Class S Certificateholder. During the Rapid Amortization Period, the entire balance of additional Draws shall be funded by the Class S Certificateholder. The Holder of the Class S Certificate, by accepting such Certificate, hereby agrees to reimburse the Servicers for such aggregate advances, which is the amount by which the principal balance of the Class S Certificate shall accumulate each month. The Master Servicer and the Securities Administrator have no liability or obligation to reimburse any Servicer for any additional Draws to the extent that the holder of the Class S Certificate fails to do so.
 
(c)  It is agreed and understood by the Sponsor, the Depositor and the Issuing Entity (and the Depositor so represents and recognizes) that it is not intended that any HELOC to be included in the Trust Estate be (i) a “High-Cost Home Loan” as defined in the New Jersey Home Ownership Act effective November 27, 2003, (ii) a “High-Cost Home Loan” as defined in the New Mexico Home Loan Protection Act effective January 1, 2004, (iii) a “High-Cost Home Mortgage Loan” as defined in the Massachusetts Predatory Home Loan Practices Act effective November 7, 2004; (iv) a “High Cost Home Loan” as defined in the Indiana Home Loan Practices Act effective January 1, 2005; or (v) a High Cost Loan or Covered Loan, as applicable (as such terms are defined in the then current Standard & Poor’s LEVELS® Glossary which is now Version 5.7 Revised, Appendix E attached as Exhibit 6 to the Mortgage Loan Purchase Agreement).
 
(d)  In connection with such transfers and assignments of the HELOCs, the Sponsor shall deliver to, and deposit with, or cause to be delivered to and deposited with, the Indenture Trustee, and/or the Custodian acting on the Indenture Trustee’s behalf, the following documents or instruments with respect to each HELOC so transferred and assigned on or before the Closing Date:
 
(i)  the original Credit Line Agreement;
 
(ii)  if such HELOC is not a MERS Mortgage Loan, an original Assignment of Mortgage in blank signed by the Sponsor;
 
(iii)  (A) if such HELOC is not a MERS Mortgage Loan, the original recorded Mortgage or, if in connection with such HELOC, the original recorded Mortgage with evidence of recording thereon cannot be delivered on or prior to the Closing Date because of a delay caused by the public recording office where such original Mortgage has been delivered for recordation or because such original Mortgage has been lost, the Sponsor shall deliver or cause to be delivered to the Custodian, a true and correct copy of such Mortgage, together with (i) in the case of a delay caused by the public recording office, a certification of the Originator, title company, escrow agent or closing attorney stating that such original Mortgage has been dispatched to the appropriate public recording official or (ii) in the case of an original Mortgage that has been lost, a certificate by the appropriate county recording office where such Mortgage is recorded, and (B) if such HELOC is a MERS Mortgage Loan, the original Mortgage, noting the presence of the “Mortgage Identification Number” of such MERS Mortgage Loan;
 
(iv)  if such HELOC is not a MERS Mortgage Loan, if applicable, the original Intervening Assignments, if any, with evidence of recording thereon, showing a complete chain of title to the related Mortgage from the Mortgagor to the related Originator (and endorsed in blank in accordance with clause (ii) above) or, if any such original Intervening Assignment has not been returned from the applicable recording office or has been lost, a true and correct copy thereof, together with (i) in the case of a delay caused by the public recording office, a certification of the Originator, title company, escrow agent or closing attorney stating that such original Intervening Assignment has been dispatched to the appropriate public recording official for recordation or (ii) in the case of an original Intervening Assignment that has been lost, a certificate by the appropriate county recording office where such Mortgage is recorded;
 
(v)  either a title insurance policy or guaranty title with respect to the related Mortgaged Property;
 
(vi)  the original of any guaranty executed in connection with such HELOC;
 
(vii)  the original of each assumption, modification, consolidation or substitution agreement, if any, relating to such HELOC; and
 
(viii)  any security agreement, chattel mortgage or equivalent instrument executed in connection with the related Mortgage.
 
(e)  (i) Upon the occurrence of a Recordation Event, the Sponsor shall submit to the appropriate recording offices Assignments of Mortgage to the Indenture Trustee on behalf of the Trust, which may be blanket assignments if permitted by applicable law, for the HELOCs. In lieu of recording any such Assignments of Mortgage, the Sponsor may provide to the Indenture Trustee an Opinion of Counsel in a form reasonably acceptable to the Indenture Trustee, to the effect that recordation of an Assignment of Mortgage in the state where the related Mortgaged Property is located is not necessary to protect the interests of the Owner Trustee, the Indenture Trustee or the Securityholders in the related Mortgage. In the event that any such Assignment of Mortgage is lost or returned unrecorded because of a defect therein, the Sponsor shall promptly prepare a substitute Assignment of Mortgage or cure such defect, as the case may be, and thereafter the Sponsor shall submit each such Assignment of Mortgage for recording.
 
(ii)  In instances where a title insurance policy is required to be delivered to the Indenture Trustee or the Custodian on behalf of the Indenture Trustee under clause (d)(v) above and is not so delivered, the Sponsor shall provide a copy of such title insurance policy to the Indenture Trustee, or to the Custodian on behalf of the Indenture Trustee, as promptly as practicable after the execution and delivery hereof, but in any case within 180 days of the Closing Date.
 
(iii)  For HELOCs (if any) that have been prepaid in full after the Cut-off Date and prior to the Closing Date, the Depositor, in lieu of delivering the above documents, herewith shall deliver to the Indenture Trustee, or to the Custodian on behalf of the Indenture Trustee and the Master Servicer, an Officer’s Certificate which shall include a statement to the effect that all amounts received in connection with such prepayment that are required to be deposited in the Collection Account pursuant to this Agreement or the Servicing Agreement have been so deposited. All original documents that are not delivered to the Indenture Trustee or the Custodian on behalf of the Indenture Trustee shall be held by the Servicers in trust for the benefit of the Indenture Trustee and the Securityholders.
 
Section 2.02.  Acceptance of HELOCs by the Issuing Entity. 
 
(a)  The Issuing Entity acknowledges the sale, transfer and assignment of the Trust Estate to it by the Depositor and receipt of, subject to further review by the Custodian and the exceptions which may be noted by the Custodian on behalf of the Indenture Trustee, pursuant to the procedures described below, and the Issuing Entity will cause the Custodian to hold, the documents (or certified copies thereof) delivered to the Custodian, pursuant to Section 2.01, and any amendments, replacements or supplements thereto and all other assets of the Trust Estate delivered to it, in trust for the use and benefit of (i) all present and future Holders of the Notes issued pursuant to the Indenture and the Certificates issued pursuant to the Trust Agreement and (ii) the Note Insurer. On the Closing Date, with respect to the HELOCs, in accordance with the Custodial Agreement, the Custodian shall acknowledge with respect to each HELOC by delivery to the Depositor, the Sponsor, the Master Servicer, the Indenture Trustee, the Note Insurer and the Issuing Entity of an Initial Certification, receipt of the Mortgage File, but without review of such Mortgage File, except to the extent necessary to confirm that such Mortgage File contains the related Mortgage Note or lost note affidavit. No later than 90 days after the Closing Date (or with respect to any Substitute HELOC, within five Business Days after the receipt by the Custodian thereof), the Custodian, in accordance with the Custodial Agreement, shall review each Mortgage File delivered to it and shall execute and deliver to the Depositor, the Sponsor, the Master Servicer, the Indenture Trustee, the Note Insurer, and the Issuing Entity an Interim Certification. In conducting such review, the Custodian will ascertain whether all documents required to be reviewed by it have been executed and received, and based on the Mortgage Loan Schedule, whether the Mortgage Notes relate, determined on the basis of the Mortgagor name, original principal balance and loan number, to the HELOCs it has received, as identified in the Mortgage Loan Schedule. In performing any such review, the Custodian may conclusively rely on the purported due execution and genuineness of any such document and on the purported genuineness of any signature thereon. If the Custodian finds any document constituting part of the Mortgage File has not been executed or received, or is unrelated, determined on the basis of the Mortgagor name, original principal balance and loan number, to the HELOCs identified in Exhibit A, or does not conform on its face to the review criteria specified in this Section (a “Material Defect”), the Custodian shall notify the Sponsor, the Depositor, the Master Servicer, the Issuing Entity, the Note Insurer and the Indenture Trustee of such Material Defect in writing. In accordance with the Mortgage Loan Purchase Agreement, the Sponsor shall correct or cure any such Material Defect within ninety (90) days from the date of notice from the Custodian of the defect and if the Sponsor fails to correct or cure the Material Defect within such period, the Indenture Trustee shall enforce the Sponsor’s obligation under the Mortgage Loan Purchase Agreement to provide a Substitute HELOC or purchase such HELOC at the Repurchase Price; provided, however, that if such Material Defect relates solely to the inability of the Sponsor to deliver the original Security Instrument or intervening assignments thereof, or a certified copy because the originals of such documents, or a certified copy have not been returned by the applicable jurisdiction, the Sponsor shall not be required to purchase or replace such HELOC if the Sponsor delivers such original documents or certified copy promptly upon receipt, but in no event later than 360 days after the Closing Date. The foregoing repurchase or substitution obligation shall not apply in the event that the Sponsor cannot deliver such original or copy of any document submitted for recording to the appropriate recording office in the applicable jurisdiction because such document has not been returned by such office; provided that the Sponsor shall instead deliver a recording receipt of such recording office or, if such receipt is not available, a certificate confirming that such documents have been accepted for recording, and delivery to the Custodian shall be effected by the Sponsor within thirty days of its receipt of the original recorded document.
 
(b)  No later than 180 days after the Closing Date, the Custodian, in accordance with the Custodial Agreement, will review the Mortgage Files delivered to it and will execute and deliver or cause to be executed and delivered to the Depositor, the Sponsor, the Master Servicer, the Indenture Trustee, the Note Insurer and the Issuing Entity a Final Certification. In conducting such review, the Custodian will ascertain whether an original of each document required to be recorded has been returned from the recording office with evidence of recording thereon or a certified copy has been obtained from the recording office. If the Custodian finds a Material Defect, the Custodian shall promptly notify the Sponsor, the Depositor, the Master Servicer, the Issuing Entity, the Note Insurer and the Indenture Trustee in writing (provided, however, that with respect to those documents described in subsections (b)(iv), (v) and (vii) of Section 2.01, the Custodian’s obligations shall extend only to the documents actually delivered to the Custodian pursuant to such subsections). In accordance with the Mortgage Loan Purchase Agreement, the Sponsor shall correct or cure any such Material Defect within 90 days from the date of notice from the Custodian or the Indenture Trustee of the Material Defect and if the Sponsor is unable to cure such Material Defect within such period, and if such Material Defect materially and adversely affects the interests of the Noteholders, Certificateholders or the Note Insurer in the related HELOC, the Indenture Trustee shall enforce the Sponsor’s obligation under the Mortgage Loan Purchase Agreement to provide a Substitute HELOC or purchase such HELOC at the Repurchase Price; provided, however, that if such defect relates solely to the inability of the Sponsor to deliver the original Security Instrument or intervening assignments thereof, or a certified copy, because the originals of such documents or a certified copy, have not been returned by the applicable jurisdiction, the Sponsor shall not be required to purchase or replace such HELOC, if the Sponsor delivers such original documents or certified copy promptly upon receipt, but in no event later than 360 days after the Closing Date. The foregoing repurchase or substitution obligation shall not apply in the event that the Sponsor cannot deliver such original or copy of any document submitted for recording to the appropriate recording office in the applicable jurisdiction because such document has not been returned by such office; provided that the Sponsor shall instead deliver a recording receipt of such recording office or, if such receipt is not available, a certificate confirming that such documents have been accepted for recording, and delivery to the Custodian on behalf of the Indenture Trustee shall be effected by the Sponsor within thirty days of its receipt of the original recorded document.
 
(c)  In the event that a HELOC is purchased by the Sponsor in accordance with Subsections 2.02(a) or (b) above, the Sponsor shall remit to the Master Servicer the Repurchase Price for deposit in the Master Servicer Collection Account and the Sponsor shall provide to the Master Servicer, Securities Administrator, the Note Insurer and the Indenture Trustee written notification detailing the components of the Repurchase Price. Upon deposit of the Repurchase Price in the Master Servicer Collection Account, the Depositor shall notify the Indenture Trustee, the Note Insurer and the Custodian, and the Indenture Trustee (upon receipt of a Request for Release in the form of Exhibit B attached hereto with respect to such HELOC and certification that the Repurchase Price has been deposited in the Master Servicer Collection Account) shall cause the Custodian to release to the Sponsor the related Mortgage File and the Indenture Trustee shall execute and deliver all instruments of transfer or assignment, without recourse, representation or warranty, furnished to it by the Sponsor, as are necessary to vest in the Sponsor title to and rights under the HELOC. Such purchase shall be deemed to have occurred on the date on which the Repurchase Price in available funds is deposited in the Master Servicer Collection Account. The Master Servicer shall amend the Mortgage Loan Schedule, which was previously delivered to it by the Depositor in a form agreed to between the Depositor, the Indenture Trustee and the Custodian, to reflect such repurchase and shall promptly deliver to the Rating Agencies, the Indenture Trustee, the Note Insurer, the Custodian and the Issuing Entity a copy of such amendment. The obligation of the Sponsor to repurchase or substitute for any HELOC a Substitute HELOC as to which such a Material Defect in a constituent document exists shall be the sole remedy respecting such Material Defect available to the Issuing Entity, the Noteholders, the Certificateholders or to the Indenture Trustee or Owner Trustee, as applicable, on their behalf.
 
Section 2.03.  Assignment of Interest in the Mortgage Loan Purchase Agreement. (a)The Depositor hereby assigns to the Issuing Entity, all of its right, title and interest in the Mortgage Loan Purchase Agreement, including but not limited to the Depositor’s rights and obligations pursuant to the Servicing Agreement or this Agreement (noting that the Sponsor has retained the right in the event of breach of the representations, warranties and covenants, if any, with respect to the HELOCs of the related Servicer under the Servicing Agreement or this Agreement, as applicable, to enforce the provisions thereof and to seek all or any available remedies). The Depositor hereby acknowledges that such right, title and interest in the Mortgage Loan Purchase Agreement, will be pledged by the Issuing Entity to the Indenture Trustee pursuant to the Indenture. The obligations of the Sponsor to substitute or repurchase, as applicable, a HELOC shall be the Issuing Entity’s, the Indenture Trustee’s and the Noteholders’ and the Certificateholder’s sole remedy for any breach thereof. At the request of the Issuing Entity or the Indenture Trustee, the Depositor shall take such actions as may be necessary to enforce the above right, title and interest on behalf of the Issuing Entity, the Indenture Trustee, the Noteholders, the Certificateholders and the Note Insurer and shall execute such further documents as the Issuing Entity or the Indenture Trustee may reasonably require in order to enable the Indenture Trustee to carry out such enforcement.
 
(b)  If the Depositor, the Securities Administrator, the Master Servicer, the Custodian, the Issuing Entity, the Note Insurer or the Indenture Trustee discovers a breach of any of the representations and warranties set forth in the Mortgage Loan Purchase Agreement, which breach materially and adversely affects the value of the interests of the Issuing Entity, the Noteholders, the Certificateholders, the Note Insurer or the Indenture Trustee in the related HELOC, the party discovering the breach shall give prompt written notice of the breach to the other parties. The Sponsor, within 90 days of its discovery or receipt of notice that such breach has occurred (whichever occurs earlier), shall cure the breach in all material respects or, subject to the Mortgage Loan Purchase Agreement, shall purchase the HELOC or any property acquired with respect thereto from the Issuing Entity; provided, however, that if there is a breach of any representation set forth in the Mortgage Loan Purchase Agreement, and the HELOC or the related property acquired with respect thereto has been sold, then the Sponsor shall pay, in lieu of the Repurchase Price, any excess of the Repurchase Price over the Net Liquidation Proceeds received upon such sale. If the Net Liquidation Proceeds exceed the Repurchase Price, any excess shall be paid to the Sponsor to the extent not required by law to be paid to the borrower. Any such purchase by the Sponsor shall be made by providing an amount equal to the Repurchase Price to the Master Servicer for deposit in the Master Servicer Collection Account and written notification detailing the components of such Repurchase Price. The Depositor shall submit to the Indenture Trustee and the Custodian a Request for Release, and the Indenture Trustee shall cause the Custodian to release, upon receipt of certification from the Master Servicer that the Repurchase Price has been deposited in the Master Servicer Collection Account, to the Sponsor the related Mortgage File and the Indenture Trustee shall execute and deliver all instruments of transfer or assignment furnished to it by the Sponsor, without recourse, representation or warranty as are necessary to vest in the Sponsor title to and rights under the HELOC or any property acquired with respect thereto. Such purchase shall be deemed to have occurred on the date on which the Repurchase Price in available funds is deposited in the Master Servicer Collection Account. The Master Servicer shall amend the Mortgage Loan Schedule to reflect such repurchase and shall promptly deliver to the Issuing Entity, Indenture Trustee, Securities Administrator, the Note Insurer, the Custodian and the Rating Agencies a copy of such amendment. Enforcement of the obligation of the Sponsor to purchase (or substitute a Substitute HELOC for) any HELOC or any property acquired with respect thereto (or pay the Repurchase Price as set forth in the above proviso) as to which a breach has occurred and is continuing shall constitute the sole remedy respecting such breach available to the Issuing Entity, the Noteholders or the Indenture Trustee on their behalf.
 
Section 2.04.  Substitution of HELOCs. Notwithstanding anything to the contrary in this Agreement, in lieu of purchasing a HELOC pursuant to the Mortgage Loan Purchase Agreement or Sections 2.02 or 2.03 of this Agreement, the Sponsor may, no later than the date by which such purchase by the Sponsor would otherwise be required, tender to the Indenture Trustee a Substitute HELOC, if such substitution occurs within two years following the Closing Date, accompanied by a certificate of an authorized officer of the Sponsor that such Substitute HELOC conforms to the requirements set forth in the definition of “Substitute HELOC” in this Agreement. The Indenture Trustee shall cause the Custodian to examine the Mortgage File for any Substitute HELOC in the manner set forth in Section 2.02(a) and the Indenture Trustee shall cause the Custodian to notify the Sponsor, in writing, within five Business Days after receipt, whether or not the documents relating to the Substitute HELOC satisfy the requirements of Section 2.02. Within two Business Days after such notification, the Sponsor shall provide to the Master Servicer for deposit in the Master Servicer Collection Account the amount, if any, by which the Outstanding Principal Balance as of the next preceding Due Date of the HELOC for which substitution is being made, after giving effect to the Scheduled Principal due on such date, exceeds the Outstanding Principal Balance as of such date of the Substitute HELOC, after giving effect to Scheduled Principal due on such date, which amount shall be treated for the purposes of this Agreement as if it were the payment by the Sponsor of the Repurchase Price for the purchase of a HELOC by the Sponsor. After such notification to the Sponsor and, if any such excess exists, upon receipt of certification from the Master Servicer that such excess has been deposited in the Master Servicer Collection Account, the Indenture Trustee shall accept such Substitute HELOC which shall thereafter be deemed to be a HELOC hereunder. In the event of such a substitution, accrued interest on the Substitute HELOC for the month in which the substitution occurs and any Principal Prepayments made thereon during such month shall be the property of the Trust Estate and accrued interest for such month on the HELOC for which the substitution is made and any Principal Prepayments made thereon during such month shall be the property of the Sponsor. The Scheduled Principal Balance on a Substitute HELOC due on the Due Date in the month of substitution shall be the property of the Sponsor and the Scheduled Principal Balance on the HELOC for which the substitution is made due on such Due Date shall be the property of the Trust Estate. Upon acceptance of the Substitute HELOC (and delivery to the Indenture Trustee and the Custodian of a Request for Release for such HELOC), the Indenture Trustee shall cause the Custodian to release to the Sponsor the related Mortgage File related to any HELOC released pursuant to the Mortgage Loan Purchase Agreement or Section 2.04 of this Agreement, as applicable, and shall execute and deliver all instruments of transfer or assignment, without recourse, representation or warranty in form as provided to it as are necessary to vest in the Sponsor title to and rights under any HELOC released pursuant to the Mortgage Loan Purchase Agreement or this Section 2.04, as applicable. The Sponsor shall deliver to the Custodian the documents related to the Substitute HELOC in accordance with the provisions of the Mortgage Loan Purchase Agreement and Subsection 2.02(b) of this Agreement, as applicable, with the date of acceptance of the Substitute HELOC deemed to be the Closing Date for purposes of the time periods set forth in those Subsections. The representations and warranties set forth in the Mortgage Loan Purchase Agreement shall be deemed to have been made by the Sponsor with respect to each Substitute HELOC as of the date of acceptance of such HELOC by the Indenture Trustee. The Master Servicer shall amend the Mortgage Loan Schedule to reflect such substitution and shall provide a copy of such amended Mortgage Loan Schedule to the Issuing Entity, the Indenture Trustee, the Custodian and the Rating Agencies. Notwithstanding anything to the contrary, no substitution shall occur unless such substitution takes place prior to two years following the Closing Date.
 
Section 2.05.  Delivery of Opinion of Counsel in Connection with Substitutions and Repurchases.  
 
(a)  Notwithstanding any contrary provision of this Agreement, with respect to any HELOC that is not in default or as to which default is not reasonably foreseeable, no repurchase or substitution pursuant to Sections 2.02, 2.03 or 2.04 shall be made unless the Sponsor delivers to the Indenture Trustee, the Note Insurer, the Securities Administrator and the Owner Trustee an Opinion of Counsel, addressed to the Indenture Trustee, Note Insurer, Securities Administrator and Owner Trustee, to the effect that such repurchase or substitution would not (i) result in the imposition of the tax on “prohibited transactions” of any REMIC created pursuant to the Indenture or contributions after the Closing Date, as defined in sections 860F(a)(2) and 860G(d) of the Code, respectively, or (ii) cause any REMIC created pursuant to the Indenture to fail to qualify as a REMIC at any time that any Notes or Certificates are outstanding. Any HELOC as to which repurchase or substitution was delayed pursuant to this paragraph shall be repurchased or the substitution therefor shall occur (subject to compliance with Sections 2.02, 2.03 or 2.04) upon the earlier of (a) the occurrence of a default or reasonably foreseeable default with respect to such HELOC and (b) receipt by the Indenture Trustee and Owner Trustee of an Opinion of Counsel addressed to the Indenture Trustee, Note Insurer and Owner Trustee to the effect that such repurchase or substitution, as applicable, will not result in the events described in clause (i) or clause (ii) of the preceding sentence.
 
(b)  Upon discovery by the Depositor, the Sponsor or the Master Servicer that any HELOC does not constitute a “qualified mortgage” within the meaning of section 860G(a)(3) of the Code, the party discovering such fact shall promptly (and in any event within 5 Business Days of discovery) give written notice thereof to the other parties and the Indenture Trustee, Note Insurer and Owner Trustee. In connection therewith, the Indenture Trustee and Owner Trustee shall require the Sponsor, at its option, to either (i) substitute, if the conditions in Section 2.04 with respect to substitutions are satisfied, a Substitute HELOC for the affected HELOC, or (ii) repurchase the affected HELOC within 90 days of such discovery in the same manner as it would a HELOC for a breach of representation or warranty in accordance with Section 2.03. The Indenture Trustee shall reconvey to the Sponsor the HELOC to be released pursuant hereto (and the Custodian shall deliver the related Mortgage File) in the same manner, and on the same terms and conditions, as it would a HELOC repurchased for breach of a representation or warranty in accordance with Section 2.03.
 
Section 2.06.  Representations and Warranties Concerning the Depositor. The Depositor hereby represents and warrants to the Issuing Entity, the Indenture Trustee, the Note Insurer, the Master Servicer and the Securities Administrator as follows:
 
(i)  the Depositor (a) is a limited liability company duly organized, validly existing and in good standing under the laws of the State of Delaware and (b) is qualified and in good standing as a foreign company to do business in each jurisdiction where such qualification is necessary, except where the failure so to qualify would not reasonably be expected to have a material adverse effect on the Depositor’s business as presently conducted or on the Depositor’s ability to enter into this Agreement and to consummate the transactions contemplated hereby;
 
(ii)  the Depositor has full corporate power to own its property, to carry on its business as presently conducted and to enter into and perform its obligations under this Agreement;
 
(iii)  the execution and delivery by the Depositor of this Agreement have been duly authorized by all necessary corporate action on the part of the Depositor; and neither the execution and delivery of this Agreement, nor the consummation of the transactions herein contemplated, nor compliance with the provisions hereof, will conflict with or result in a breach of, or constitute a default under, any of the provisions of any law, governmental rule, regulation, judgment, decree or order binding on the Depositor or its properties or the certificate of formation or by-laws of the Depositor, except those conflicts, breaches or defaults which would not reasonably be expected to have a material adverse effect on the Depositor’s ability to enter into this Agreement and to consummate the transactions contemplated hereby;
 
(iv)  the execution, delivery and performance by the Depositor of this Agreement and the consummation of the transactions contemplated hereby do not require the consent or approval of, the giving of notice to, the registration with, or the taking of any other action in respect of, any state, federal or other governmental authority or agency, except those consents, approvals, notices, registrations or other actions as have already been obtained, given or made;
 
(v)  this Agreement has been duly executed and delivered by the Depositor and, assuming due authorization, execution and delivery by the other parties hereto, constitutes a valid and binding obligation of the Depositor enforceable against it in accordance with its terms (subject to applicable bankruptcy and insolvency laws and other similar laws affecting the enforcement of the rights of creditors generally);
 
(vi)  there are no actions, suits or proceedings pending or, to the knowledge of the Depositor, threatened against the Depositor, before or by any court, administrative agency, arbitrator or governmental body with respect to any of the transactions contemplated by this Agreement; or
 
(vii)  with respect to any other matter which in the judgment of the Depositor will be determined adversely to the Depositor and will if determined adversely to the Depositor materially and adversely affect the Depositor’s ability to enter into this Agreement or perform its obligations under this Agreement; and the Depositor is not in default with respect to any order of any court, administrative agency, arbitrator or governmental body so as to materially and adversely affect the transactions contemplated by this Agreement;
 
(viii)  immediately prior to the transfer and assignment to the Issuing Entity, each Mortgage Note and each Mortgage were not subject to an assignment or pledge, and the Depositor had good and marketable title to and was the sole owner thereof and had full right to transfer and sell such HELOC to the Issuing Entity free and clear of any encumbrance, equity, lien, pledge, charge, claim or security interest; and
 
(ix)  The Depositor has filed all reports required to be filed by Section 13 or 15(d) of the Exchange Act during the preceding 12 months (or for such shorter period that the Depositor was required to file such reports) and it has been subject to such filing requirement for the past 90 days.
 
Section 2.07.  Representations and Warranties Regarding the Master Servicer. The Master Servicer represents and warrants to the Issuing Entity, the Depositor, the Sponsor, the Note Insurer, and the Indenture Trustee for the benefit of the Noteholders, as follows:
 
(i)  The Master Servicer is a national banking association duly organized, validly existing and in good standing under the laws of the United States of America and has the corporate power to own its assets and to transact the business in which it is currently engaged. The Master Servicer is duly qualified to do business as a foreign corporation and is in good standing in each jurisdiction in which the character of the business transacted by it or properties owned or leased by it requires such qualification and in which the failure to so qualify would have a material adverse effect on the business, properties, assets, or condition (financial or other) of the Master Servicer or the validity or enforceability of this Agreement;
 
(ii)  The Master Servicer has the power and authority to make, execute, deliver and perform this Agreement and all of the transactions contemplated under this Agreement, and has taken all necessary corporate action to authorize the execution, delivery and performance of this Agreement. When executed and delivered, this Agreement will constitute the legal, valid and binding obligation of the Master Servicer enforceable in accordance with its terms, except as enforcement of such terms may be limited by bankruptcy, insolvency or similar laws affecting the enforcement of creditors’ rights generally and by the availability of equitable remedies;
 
(iii)  The Master Servicer is not required to obtain the consent of any other Person or any consent, license, approval or authorization from, or registration or declaration with, any governmental authority, bureau or agency in connection with the execution, delivery, performance, validity or enforceability of this Agreement, except for such consent, license, approval or authorization, or registration or declaration, as shall have been obtained or filed, as the case may be;
 
(i)  The execution and delivery of this Agreement and the performance of the transactions contemplated hereby by the Master Servicer will not violate any provision of any existing law or regulation or any order or decree of any court applicable to the Master Servicer or any provision of the certificate of incorporation or bylaws of the Master Servicer, or constitute a material breach of any mortgage, indenture, contract or other agreement to which the Master Servicer is a party or by which the Master Servicer may be bound; and
 
(iv)  No litigation or administrative proceeding of or before any court, tribunal or governmental body is currently pending (other than litigation with respect to which pleadings or documents have been filed with a court, but not served on the Master Servicer), or to the knowledge of the Master Servicer threatened, against the Master Servicer or any of its properties or with respect to this Agreement or the Notes or the Certificates which, to the knowledge of the Master Servicer, has a reasonable likelihood of resulting in a material adverse effect on the transactions contemplated by this Agreement.
 
The foregoing representations and warranties shall survive any termination of the Master Servicer hereunder.
 
Section 2.08.  Assignment of Agreement. The Sponsor, the Depositor and the Master Servicer hereby acknowledge and agree that the Issuing Entity may assign its interest under this Agreement to the Indenture Trustee, for the benefit of the Noteholders and the Note Insurer, as may be required to effect the purposes of the Indenture, without further notice to, or consent of, the Sponsor, the Depositor or the Master Servicer, and the Indenture Trustee shall succeed to such of the rights of the Issuing Entity hereunder as shall be so assigned. The Issuing Entity shall, pursuant to the Indenture, assign all of its right, title and interest in and to the HELOCs and its right to exercise the remedies created by Article II of this Agreement for breaches of the representations, warranties, agreements and covenants of the Sponsor contained in the Mortgage Loan Purchase Agreement, to the Indenture Trustee, for the benefit of the Noteholders and the Note Insurer. The Sponsor agrees that, upon such assignment to the Indenture Trustee, such representations, warranties, agreements and covenants will run to and be for the benefit of the Indenture Trustee and the Note Insurer, and the Indenture Trustee may enforce, without joinder of the Depositor or the Issuing Entity, the repurchase obligations of the Sponsor set forth herein and in the Mortgage Loan Purchase Agreement with respect to breaches of such representations, warranties, agreements and covenants. Any such assignment to the Indenture Trustee shall not be deemed to constitute an assignment to the Indenture Trustee of any obligations or liabilities of the Issuing Entity under this Agreement.
 
 
 
ARTICLE III.
 
Administration and Servicing of EMC HELOCs by the Company
 
Section 3.01.  The Company. 
 
The Company shall service and administer the EMC HELOCs in accordance with this Agreement and with Accepted Servicing Practices. In connection with such servicing and administration, the Company shall have full power and authority, acting alone and/or through subservicers as provided in Section 3.03, to do or cause to be done any and all things that it may deem necessary or desirable and consistent with the terms of this Agreement and customary servicing practices in connection with such servicing and administration, including but not limited to, the power and authority, subject to the terms hereof (i) to execute and deliver, on behalf of the Noteholders, Certificateholders, the Note Insurer, the Securities Administrator, the Master Servicer and the Indenture Trustee, customary consents or waivers and other instruments and documents, (ii) to consent to transfers of any related Mortgaged Property and assumptions of the Mortgage Notes and related Mortgages (but only in the manner provided herein), (iii) to collect any Insurance Proceeds and other Liquidation Proceeds or Subsequent Recoveries, and (iv) subject to Section 3.09, to effectuate foreclosure or other conversion of the ownership of the Mortgaged Property securing any EMC HELOC; provided that the Company shall take no action that is inconsistent with or prejudices the interests of the Trust Fund or the Noteholders, Certificateholders or the Note Insurer or this Agreement in any EMC HELOC or the rights and interests of the Depositor, the Master Servicer, the Securities Administrator or the Indenture Trustee under this Agreement.
 
Without limiting the generality of the foregoing, the Company, in its own name or in the name of the Trust, the Depositor, the Securities Administrator, the Master Servicer or the Indenture Trustee, is hereby authorized and empowered by the Trust, the Depositor, the Securities Administrator, the Master Servicer and the Indenture Trustee, when the Company believes it appropriate in its reasonable judgment, to execute and deliver, on behalf of the Securities Administrator, the Master Servicer, the Indenture Trustee, the Depositor, the Noteholders, the Certificateholders, the Note Insurer or any of them, 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 EMC HELOCs, and with respect to the related Mortgaged Properties held for the benefit of the Noteholders, the Certificateholders and the Note Insurer, in each case to the extent not inconsistent with Accepted Servicing Practices and the terms of this Agreement. The Company shall prepare and deliver to the Depositor, the Securities Administrator, the Master Servicer and/or the Indenture Trustee such documents requiring execution and delivery by any or all of them as are necessary or appropriate to enable the Company to service and administer the EMC HELOCs. Upon receipt of such documents, the Depositor, the Securities Administrator, the Master Servicer and/or the Indenture Trustee shall execute such documents and deliver them to the Company.
 
In accordance with the standards of the first paragraph of this Section 3.01, the Company shall advance or cause to be advanced funds as necessary for the purpose of effecting the payment of taxes and assessments on the Mortgaged Properties relating to the EMC HELOCs, which advances shall be reimbursable in the first instance from collections as provided in Section 5.02. All costs incurred by the Company, if any, in effecting the timely payments of taxes and assessments on the Mortgaged Properties relating to the EMC HELOCs and related insurance premiums shall not, for the purpose of calculating monthly distributions to the Noteholders and the Certificateholders, be added to the Stated Principal Balance under the related EMC HELOCs, notwithstanding that the terms of such HELOCs so permit.
 
The Indenture Trustee shall furnish each Servicer with any powers of attorney and other documents in form as provided to it necessary or appropriate to enable each Servicer to service and administer the HELOCs and REO Property, to execute and deliver instruments of satisfaction or cancellation, or of partial or full release or discharge, and to foreclose upon or otherwise liquidate Mortgaged Property, and to appeal, prosecute or defend in any court action relating to the HELOCs or the Mortgaged Property, in accordance with the Servicing Agreement and this Agreement.
 
With respect to each HELOC, the Company may consent to the placing of a lien senior to that of the Mortgage on the related Mortgaged Property; provided, the Combined Loan-to-Value Ratio, which may be based on a new appraisal, of the HELOC immediately following the modification is not greater than the Combined Loan-to-Value Ratio of such HELOC as of the date such HELOC was originated.
 
Notwithstanding anything in this Agreement to the contrary, the Company shall not make any future advances with respect to a HELOC (other than the Servicing Advances) and the Company shall not (i) permit any modification with respect to any HELOC that would change the Mortgage Rate, reduce or increase the principal balance of any HELOC (except for reductions resulting from actual payments of principal) or change the final maturity date on such HELOC (unless the Mortgagor is in default with respect to the HELOC or such default is, in the judgment of the Company, reasonably foreseeable) or (ii) permit any modification, waiver or amendment of any term of any HELOC that would both (A) effect an exchange or reissuance of such HELOC under Section 1001 of the Code (or Treasury regulations promulgated thereunder) and (B) cause any REMIC created pursuant to the Indenture to fail to qualify as a REMIC under the Code or the imposition of any tax on “prohibited transactions” or “contributions after the startup date” under the REMIC Provisions.
 
Section 3.02.  Due-on-Sale Clauses; Assumption Agreements. 
 
(a)  Except as otherwise provided in this Section 3.02, when any property subject to a Mortgage has been or is about to be conveyed by the Mortgagor, the Company shall to the extent that it has knowledge of such conveyance, enforce any due-on-sale clause contained in any Mortgage Note or Mortgage, to the extent permitted under applicable law and governmental regulations, but only to the extent that such enforcement will not adversely affect or jeopardize coverage under any Required Insurance Policy. Notwithstanding the foregoing, the Company is not required to exercise such rights with respect to an EMC HELOC if the Person to whom the related Mortgaged Property has been conveyed or is proposed to be conveyed satisfies the terms and conditions contained in the Mortgage Note and Mortgage related thereto and the consent of the mortgagee under such Mortgage Note or Mortgage is not otherwise so required under such Mortgage Note or Mortgage as a condition to such transfer. In the event that the Company is prohibited by law from enforcing any such due-on-sale clause, or if coverage under any Required Insurance Policy would be adversely affected, or if nonenforcement is otherwise permitted hereunder, the Company is authorized, subject to Section 3.02(b), to take or enter into an assumption and modification agreement from or with the person to whom such property has been or is about to be conveyed, pursuant to which such person becomes liable under the Mortgage Note and, unless prohibited by applicable state law, the Mortgagor remains liable thereon, provided that the HELOC shall continue to be covered (if so covered before the Company enters such agreement) by the applicable Required Insurance Policies and comply with representations and warranties set forth in Section 7 of the Mortgage Loan Purchase Agreement. The Company, subject to Section 3.02(b), is also authorized with the prior approval of the insurers under any Required Insurance Policies to enter into a substitution of liability agreement with such Person, pursuant to which the original Mortgagor is released from liability and such Person is substituted as Mortgagor and becomes liable under the Mortgage Note. Notwithstanding the foregoing, the Company shall not be deemed to be in default under this Section 3.02(a) by reason of any transfer or assumption that the Company reasonably believes it is restricted by law from preventing.
 
(b)  Subject to the Company’s duty to enforce any due-on-sale clause to the extent set forth in Section 3.02(a), in any case in which a Mortgaged Property has been conveyed to a Person by a Mortgagor, and such Person is to enter into an assumption agreement or modification agreement or supplement to the Mortgage Note or Mortgage that requires the signature of the Indenture Trustee, or if an instrument of release signed by the Indenture Trustee is required releasing the Mortgagor from liability on the related EMC HELOC, the Company shall prepare and deliver or cause to be prepared and delivered to the Indenture Trustee for signature and shall direct, in writing, the Indenture Trustee to execute the assumption agreement with the Person to whom the Mortgaged Property is to be conveyed and such modification agreement or supplement to the Mortgage Note or Mortgage or other instruments as are reasonable or necessary to carry out the terms of the Mortgage Note or Mortgage or otherwise to comply with any applicable laws regarding assumptions or the transfer of the Mortgaged Property to such Person. In connection with any such assumption, no material term of the Mortgage Note (including, but not limited to, the Mortgage Rate, the amount of the Monthly Payment, and any other term affecting the amount or timing of payment on the EMC HELOC) may be changed. In addition, the substitute Mortgagor and the Mortgaged Property must be acceptable to the Company in accordance with its servicing standards as then in effect and must meet the original underwriting guidelines. The Company shall notify the Securities Administrator and the Indenture Trustee that any such substitution or assumption agreement has been completed by forwarding to the applicable Custodian on behalf of the Securities Administrator the original of such substitution or assumption agreement, which in the case of the original shall be added to the related Mortgage File and shall, for all purposes, be considered a part of such Mortgage File to the same extent as all other documents and instruments constituting a part thereof. Any fee collected by the Company for entering into an assumption or substitution of liability agreement will be retained by the Company as additional servicing compensation.
 
Section 3.03.  Subservicers. 
 
The Company shall perform all of its servicing responsibilities hereunder or may cause a subservicer to perform any such servicing responsibilities on its behalf, but the use by the Company of a subservicer shall not release the Company from any of its obligations hereunder and the Company shall remain responsible hereunder for all acts and omissions of each subservicer as fully as if such acts and omissions were those of the Company. The Company shall pay all fees of each subservicer from its own funds, and a subservicer’s fee shall not exceed the Servicing Fee payable to the Company hereunder.
 
At the cost and expense of the Company, without any right of reimbursement, the Company shall be entitled to terminate the rights and responsibilities of a subservicer and arrange for any servicing responsibilities to be performed by a successor subservicer; provided, however, that nothing contained herein shall be deemed to prevent or prohibit the Company, at the Company’s option, from electing to service the HELOCs itself. In the event that the Company’s responsibilities and duties under this Agreement are terminated pursuant to Section 9.03, the Company shall at its own cost and expense terminate the rights and responsibilities of each subservicer effective as of the date of termination of the Company. The Company shall pay all fees, expenses or penalties necessary in order to terminate the rights and responsibilities of each subservicer from the Company’s own funds without reimbursement from the Trust Fund.
 
Notwithstanding the foregoing, the Company shall not be relieved of its obligations hereunder and shall be obligated to the same extent and under the same terms and conditions as if it alone were servicing and administering the EMC HELOCs. The Company shall be entitled to enter into an agreement with a subservicer for indemnification of the Company by the subservicer and nothing contained in this Agreement shall be deemed to limit or modify such indemnification.
 
Any subservicing agreement and any other transactions or services relating to the EMC HELOCs involving a subservicer shall be deemed to be between such subservicer and the Company alone, and neither the Master Servicer nor the Indenture Trustee shall have any obligations, duties or liabilities with respect to such subservicer including any obligation, duty or liability of either the Master Servicer or the Indenture Trustee to pay such subservicer’s fees and expenses. For purposes of remittances to the Securities Administrator pursuant to this Agreement, the Company shall be deemed to have received a payment on an EMC HELOC when a subservicer has received such payment.
 
Section 3.04.  Optional Purchase of Certain HELOCs. 
 
With respect to any HELOCs which as of the first day of a Fiscal Quarter is delinquent in payment by 91 days or more or is an REO Property, EMC shall have the right to purchase any HELOC from the Trust which becomes 91 days or more delinquent or becomes an REO Property at a price equal to the Repurchase Price; provided however (i) that such HELOC is still 91 days or more delinquent or is an REO Property as of the date of such purchase and (ii) this purchase option, if not theretofore exercised, shall terminate on the date prior to the last day of the related Fiscal Quarter. This purchase option, if not exercised, shall not be thereafter reinstated unless the delinquency is cured and the HELOC thereafter again becomes 91 days or more delinquent or becomes an REO Property, in which case the option shall again become exercisable as of the first day of the related Fiscal Quarter.
 
If at any time EMC remits to the Master Servicer a payment for deposit in the Master Servicer Collection Account covering the amount of the Purchase Price for such a HELOC, and EMC provides to the Master Servicer, Securities Administrator and Indenture Trustee an Officer’s Certificate stating that the amount of such payment has been deposited in the Master Servicer Collection Account, then the Indenture Trustee shall execute the assignment of such HELOC prepared and delivered to the Indenture Trustee, at the request of EMC, without recourse, representation or warranty, to EMC which shall succeed to all the Indenture Trustee’s right, title and interest in and to such HELOC, and all security and documents relative thereto. Such assignment shall be an assignment outright and not for security. EMC will thereupon own such Mortgage, and all such security and documents, free of any further obligation to the Indenture Trustee, the Noteholders and the Certificateholders with respect thereto.
 
Section 3.05.  Documents, Records and Funds in Possession of the Company to Be Held for Trustee. 
 
Notwithstanding any other provisions of this Agreement, the Company shall transmit to the Indenture Trustee or the Custodian on behalf of the Indenture Trustee as required by this Agreement all documents and instruments in respect of an EMC HELOC coming into the possession of the Company from time to time and shall account fully to the Master Servicer for any funds received by the Company or that otherwise are collected by the Company as Liquidation Proceeds, Insurance Proceeds, Recoveries or Subsequent Recoveries in respect of any such HELOC. All Mortgage Files and funds collected or held by, or under the control of, the Company in respect of any EMC HELOCs, whether from the collection of principal and interest payments or from Liquidation Proceeds, Recoveries or Subsequent Recoveries, including but not limited to, any funds on deposit in the Protected Account maintained by the Company, shall be held by the Company for and on behalf of the Indenture Trustee and shall be and remain the sole and exclusive property of the Indenture Trustee, subject to the applicable provisions of this Agreement. The Company also agrees that it shall not create, incur or subject any Mortgage File or any funds that are deposited in the Protected Account maintained by the Company, or any funds that otherwise are or may become due or payable to the Securities Administrator for the benefit of the Noteholders or the Certificateholders, to any claim, lien, security interest, judgment, levy, writ of attachment or other encumbrance, or assert by legal action or otherwise any claim or right of set off against any Mortgage File or any funds collected on, or in connection with, an EMC HELOC, except, however, that the Company shall be entitled to set off against and deduct from any such funds any amounts that are properly due and payable to the Company under this Agreement.
 
All funds collected or held by, or under the control of, the Company, in respect of any HELOCs, whether from the collection of principal and interest payments or from Liquidation Proceeds or Insurance Proceeds, shall be held by the Company for and on behalf of the Indenture Trustee, the Noteholders, the Certificateholders and the Note Insurer and shall be and remain the sole and exclusive property of the Indenture Trustee; provided, however, that the Company shall be entitled to setoff against, and deduct from, any such funds any amounts that are properly due and payable to the Company under this Agreement.
 
Section 3.06.  Maintenance of Hazard Insurance. 
 
The Company shall cause to be maintained, for each EMC HELOC, hazard insurance on buildings upon, or comprising part of, the Mortgaged Property against loss by fire, hazards of extended coverage and such other hazards as are customary in the area where the related Mortgaged Property is located with an insurer which is licensed to do business in the state where the related Mortgaged Property is located. Each such policy of standard hazard insurance shall contain, or have an accompanying endorsement that contains, a standard mortgagee clause. The Company shall also cause flood insurance to be maintained on property acquired upon foreclosure or deed in lieu of foreclosure of any EMC HELOC, to the extent described below. Pursuant to Section 5.01, any amounts collected by the Company under any such policies (other than the amounts to be applied to the restoration or repair of the related Mortgaged Property or property thus acquired or amounts released to the Mortgagor in accordance with the Company’s normal servicing procedures) shall be deposited in the Protected Account maintained by the Company. Any cost incurred by the Company in maintaining any such insurance shall not, for the purpose of calculating monthly distributions to the Noteholders and the Certificateholders or remittances to the Securities Administrator for their benefit, be added to the principal balance of the HELOC, notwithstanding that the terms of the EMC HELOC so permit. Such costs shall be recoverable by the Company out of late payments by the related Mortgagor or out of Liquidation Proceeds to the extent permitted by Section 5.02. It is understood and agreed that no earthquake or other additional insurance is to be required of any Mortgagor or maintained on property acquired in respect of a Mortgage other than pursuant to such applicable laws and regulations as shall at any time be in force and as shall require such additional insurance. If the Mortgaged Property is located at the time of origination of the related EMC HELOC in a federally designated special flood hazard area and such area is participating in the national flood insurance program, the Company shall cause flood insurance to be maintained with respect to such EMC HELOC. The Company shall have no obligation to cause flood insurance to be maintained on any second lien HELOC. Such flood insurance shall be in an amount equal to the least of (i) the Stated Principal Balance of the related EMC HELOC, (ii) minimum amount required to compensate for damage or loss on a replacement cost basis or (iii) the maximum amount of such insurance available for the related Mortgaged Property under the Flood Disaster Protection Act of 1973, as amended.
 
In the event that the Company shall obtain and maintain a blanket policy insuring against hazard losses on all of the EMC HELOCs, it shall conclusively be deemed to have satisfied its obligations as set forth in the first sentence of this Section 3.05, it being understood and agreed that such policy may contain a deductible clause on terms substantially equivalent to those commercially available and maintained by comparable servicers. If such policy contains a deductible clause, the Company shall, in the event that there shall not have been maintained on the related Mortgaged Property a policy complying with the first sentence of this Section 3.05, and there shall have been a loss that would have been covered by such policy, deposit in the Protected Account maintained by the Company the amount not otherwise payable under the blanket policy because of such deductible clause. Such deposit shall be from the Company’s own funds without reimbursement therefor. In connection with its activities as administrator and servicer of the EMC HELOCs, the Company agrees to present, on behalf of itself and the Indenture Trustee for the benefit of the Noteholders and the Certificateholders claims under any such blanket policy.
 
Section 3.07.  Presentment of Claims and Collection of Proceeds. 
 
The Company shall prepare and present on behalf of the Indenture Trustee, the Noteholders and the Certificateholders all claims under the Required Insurance Policies relating to the EMC HELOCs and take such actions (including the negotiation, settlement, compromise or enforcement of the insured’s claim) as shall be necessary to realize recovery under such Required Insurance Policies. Any proceeds disbursed to the Company in respect of such Required Insurance Policies shall be promptly deposited in the Protected Account maintained by the Company upon receipt, except that any amounts realized that are to be applied to the repair or restoration of the related Mortgaged Property as a condition precedent to the presentation of claims on the related EMC HELOC to the insurer under any applicable Insurance Policy need not be so deposited (or remitted).
 
Section 3.08.  Maintenance of the Primary Mortgage Insurance Policies. 
 
(a)  The Company shall not take any action that would result in noncoverage under any applicable Primary Mortgage Insurance Policy of any loss which, but for the actions of the Company would have been covered thereunder. The Company shall use its best efforts to keep in force and effect (to the extent that the EMC HELOC requires the Mortgagor to maintain such insurance), Primary Mortgage Insurance Policy applicable to each EMC HELOC. The Company shall not cancel or refuse to renew any such Primary Mortgage Insurance Policy that is in effect at the date of the initial issuance of the Mortgage Note and is required to be kept in force hereunder.
 
(b)  The Company agrees to present on behalf of the Indenture Trustee, the Noteholders and the Certificateholders claims to the insurer under any Primary Mortgage Insurance Policies relating to the EMC HELOCs and, in this regard, to take such reasonable action as shall be necessary to permit recovery under any Primary Mortgage Insurance Policies respecting defaulted EMC HELOCs. Pursuant to Section 5.01, any amounts collected by the Company under any Primary Mortgage Insurance Policies shall be deposited in the Protected Account maintained by the Company, subject to withdrawal pursuant to Section 5.02 hereof.
 
Section 3.09.  Fidelity Bond, Errors and Omissions Insurance. 
 
The Company shall maintain, at its own expense, a blanket fidelity bond and an errors and omissions insurance policy, with broad coverage with responsible companies on all officers, employees or other persons acting in any capacity with regard to the EMC HELOCs and who handle funds, money, documents and papers relating to the EMC HELOCs. The fidelity bond and errors and omissions insurance shall be in the form of the Mortgage Banker’s Blanket Bond and shall protect and insure the Company against losses, including forgery, theft, embezzlement, fraud, errors and omissions and negligent acts of such persons. Such fidelity bond shall also protect and insure the Company against losses in connection with the failure to maintain any insurance policies required pursuant to this Agreement and the release or satisfaction of an EMC HELOC which is not in accordance with Accepted Servicing Practices. No provision of this Section 3.09 requiring the fidelity bond and errors and omissions insurance shall diminish or relieve the Company from its duties and obligations as set forth in this Agreement. The minimum coverage under any such bond and insurance policy shall be at least equal to the corresponding amounts required by Accepted Servicing Practices. The Company shall deliver to the Master Servicer a certificate from the surety and the insurer as to the existence of the fidelity bond and errors and omissions insurance policy and shall obtain a statement from the surety and the insurer that such fidelity bond or insurance policy shall in no event be terminated or materially modified without thirty days prior written notice to the Master Servicer and the Indenture Trustee. The Company shall notify the Master Servicer, the Securities Administrator and the Indenture Trustee in writing within five business days of receipt of notice that such fidelity bond or insurance policy will be, or has been, materially modified or terminated. The Indenture Trustee for the benefit of the Noteholders and the Certificateholders must be named as loss payees on the fidelity bond and as additional insured on the errors and omissions policy.
 
Section 3.10.  Realization Upon Defaulted HELOCs; Determination of Excess Liquidation Proceeds and Realized Losses; Repurchases of Certain HELOCs. 
 
(a)  The Company shall use reasonable efforts to foreclose upon or otherwise comparably convert the ownership of properties securing such of the EMC HELOCs as come into and continue in default and as to which no satisfactory arrangements can be made for collection of delinquent payments. In connection with such foreclosure or other conversion, the Company shall follow such practices and procedures as it shall deem necessary or advisable and as shall be normal and usual in its general mortgage servicing activities and the requirements of the insurer under any Required Insurance Policy; provided that the Company shall not be required to expend its own funds in connection with any foreclosure or towards the restoration of any property unless it shall determine (i) that such restoration and/or foreclosure will increase the proceeds of liquidation of the EMC HELOC after reimbursement to itself of such expenses and (ii) that such expenses will be recoverable to it through Insurance Proceeds or Liquidation Proceeds (respecting which it shall have priority for purposes of withdrawals from the Protected Account maintained by the Company pursuant to Section 5.02). If the Company reasonably believes that Liquidation Proceeds with respect to any such EMC HELOC would not be increased as a result of such foreclosure or other action, such EMC HELOC will be charged-off and will become a Liquidated Loan. The Company will give notice of any such charge-off to the Indenture Trustee and the Master Servicer. The Company shall be responsible for all other costs and expenses incurred by it in any such proceedings; provided that such costs and expenses shall be Servicing Advances and that it shall be entitled to reimbursement thereof from the proceeds of liquidation of the related Mortgaged Property, as contemplated in Section 5.02. If the Company has knowledge that a Mortgaged Property that the Company is contemplating acquiring in foreclosure or by deed- in-lieu of foreclosure is located within a one-mile radius of any site with environmental or hazardous waste risks known to the Company, the Company will, prior to acquiring the related Mortgaged Property, consider such risks and only take action in accordance with its established environmental review procedures.
 
With respect to any REO Property relating to an EMC HELOC, the deed or certificate of sale shall be taken in the name of the Indenture Trustee for the benefit of the Noteholders, the Certificateholders and the Note Insurer (or the Indenture Trustee’s nominee on behalf of the Noteholders and the Certificateholders). The Indenture Trustee’s name shall be placed on the title to such REO Property solely as the Indenture Trustee hereunder and not in its individual capacity. The Company shall ensure that the title to such REO Property references this Agreement and the Indenture Trustee’s capacity hereunder. Pursuant to its efforts to sell such REO Property, the Company shall either itself or through an agent selected by the Company protect and conserve such REO Property in the same manner and to such extent as is customary in the locality where such REO Property is located and may, incident to its conservation and protection of the interests of the Noteholders, the Certificateholders and the Note Insurer, rent the same, or any part thereof, as the Company deems to be in the best interest of the Company and the Noteholders, the Certificateholders and the Note Insurer for the period prior to the sale of such REO Property. The Company shall prepare for and deliver to the Indenture Trustee, the Master Servicer and the Securities Administrator a statement with respect to each such REO Property that has been rented showing the aggregate rental income received and all expenses incurred in connection with the management and maintenance of such REO Property at such times as is necessary to enable the Securities Administrator to comply with the reporting requirements of the REMIC Provisions. The net monthly rental income, if any, from such REO Property shall be deposited in the Protected Account maintained by the Company no later than the close of business on each Determination Date. The Company shall perform the tax reporting and withholding related to foreclosures, abandonments and cancellation of indebtedness income as specified by Sections 1445, 6050J and 6050P of the Code by preparing and filing such tax and information returns, as may be required.
 
In the event that the Trust Estate acquires any Mortgaged Property as aforesaid or otherwise in connection with a default or reasonably foreseeable default on an EMC HELOC, the Company shall dispose of such Mortgaged Property prior to three years after its acquisition by the Trust Estate or, at the expense of the Trust Estate, request more than 60 days prior to the day on which such three-year period would otherwise expire, an extension of the three-year grace period unless the Indenture Trustee and the Securities Administrator shall have been supplied with an Opinion of Counsel addressed to the Indenture Trustee and the Securities Administrator (such opinion not to be an expense of the Indenture Trustee and the Securities Administrator) to the effect that the holding by the Trust Estate of such Mortgaged Property subsequent to such three-year period will not result in the imposition of taxes on “prohibited transactions” of REMIC I, REMIC II, REMIC III or REMIC IV as defined in Section 860F of the Code or cause any of REMIC I, REMIC II, REMIC III or REMIC IV to fail to qualify as a REMIC at any time that any Notes or Certificates are outstanding, in which case the Trust Estate may continue to hold such Mortgaged Property (subject to any conditions contained in such Opinion of Counsel). Notwithstanding any other provision of this Agreement, no Mortgaged Property acquired by the Trust Estate shall be rented (or allowed to continue to be rented) or otherwise used for the production of income by or on behalf of the Trust Fund in such a manner or pursuant to any terms that would (i) cause such Mortgaged Property to fail to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) of the Code or (ii) subject any of REMIC I, REMIC II, REMIC III or REMIC IV to the imposition of any federal, state or local income taxes on the income earned from such Mortgaged Property under Section 860G(c) of the Code or otherwise, unless the Company has agreed to indemnify and hold harmless the Trust Estate with respect to the imposition of any such taxes.
 
The decision of the Company to foreclose on a defaulted EMC HELOC shall be subject to a determination by the Company that the proceeds of such foreclosure would exceed the costs and expenses of bringing such a proceeding. The income earned from the management of any Mortgaged Properties acquired through foreclosure or other judicial proceeding, net of reimbursement to the Company for expenses incurred (including any property or other taxes) in connection with such management and net of unreimbursed Servicing Fees, Servicing Advances and any management fee paid or to be paid with respect to the management of such Mortgaged Property, shall be applied to the payment of principal of, and interest on, the related defaulted EMC HELOCs (with interest accruing as though such HELOCs were still current) and all such income shall be deemed, for all purposes in the Agreement, to be payments on account of principal and interest on the related Mortgage Notes and shall be deposited into the Protected Account maintained by the Company. To the extent the income received during a Collection Period is in excess of the amount attributable to amortizing principal and accrued interest at the related Mortgage Rate on the related EMC HELOC, such excess shall be considered to be a partial Principal Prepayment for all purposes hereof.
 
The Liquidation Proceeds from any liquidation of an EMC HELOC, net of any payment to the Company as provided above, shall be deposited in the Protected Account maintained by the Company upon receipt and made available on the next succeeding Determination Date following receipt thereof for distribution on the related Payment Date, except that any Excess Liquidation Proceeds shall be retained by the Company as additional servicing compensation.
 
The proceeds of any Liquidated HELOC, as well as any recovery resulting from a partial collection of Liquidation Proceeds or any income from an REO Property, will be applied in the following order of priority: first, to reimburse the Company and the Master Servicer for any related unreimbursed Servicing Advances and Servicing Fees, pursuant to Section 5.02 or this Section 3.10; second, to accrued and unpaid interest on the EMC HELOC or related REO Property, at the Net Mortgage Rate to the first day of the month in which such amounts are required to be distributed; and third, as a recovery of principal of the EMC HELOC.
 
(b)  On each Determination Date, the Company shall determine the respective aggregate amounts of Excess Liquidation Proceeds and Realized Losses, if any, for the related Collection Period.
 
(c)  The Company has no intent to foreclose on any EMC HELOC based on the delinquency characteristics as of the Closing Date; provided, that the foregoing does not prevent the Company from initiating foreclosure proceedings on any date hereafter if the facts and circumstances of such EMC HELOCs including delinquency characteristics in the Company’s discretion so warrant such action.
 
Section 3.11.  Servicing Compensation. 
 
As compensation for its activities hereunder, the Company shall be entitled to retain or withdraw from the Protected Account out of each payment of interest on an EMC HELOC included in the Trust Fund an amount equal to the Servicing Fee. The related Servicer shall be entitled to retain any Termination Fees related to any HELOC.
 
Additional servicing compensation in the form of any Excess Liquidation Proceeds, assumption fees, other ancillary income, late payment charges and all income and gain net of any losses realized from Permitted Investments with respect to funds in or credited to the Protected Account maintained by the Company shall be retained by the Company to the extent not required to be deposited in the Protected Account maintained by the Company pursuant to Section 5.01. The Company shall be required to pay all expenses incurred by it in connection with its servicing activities hereunder (including payment of any premiums for hazard insurance, as required by Section 3.05 and maintenance of the other forms of insurance coverage required by Section 3.07) and shall not be entitled to reimbursement therefor except as specifically provided in Section 5.02.
 
Section 3.12.  REO Property. 
 
(a)  In the event the Trust Estate acquires ownership of any REO Property in respect of any related EMC HELOC, the deed or certificate of sale shall be issued to the Indenture Trustee, or to its nominee, on behalf of the Noteholders, the Certificateholders or the Note Insurer. The Company shall sell any such REO Property as expeditiously as possible and in accordance with the provisions of this Agreement. Pursuant to its efforts to sell such REO Property, the Company shall protect and conserve such REO Property in the manner and to the extent required herein, in accordance with the REMIC Provisions.
 
(b)  The Company shall deposit all funds collected and received in connection with the operation of any REO Property in respect of any EMC HELOC into the Protected Account maintained by the Company.
 
(c)  The Company and the Master Servicer, upon the final disposition of any REO Property in respect of any EMC HELOC, shall be entitled to reimbursement for any related unreimbursed Servicing Advances, Servicing Fees and Master Servicing Fees from Liquidation Proceeds received in connection with the final disposition of such REO Property; provided, that any such unreimbursed or unpaid Servicing Fees and Master Servicing Fees may be reimbursed or paid, as the case may be, prior to final disposition, out of any net rental income or other net amounts derived from such REO Property.
 
Section 3.13.  Liquidation Reports. 
 
Upon the foreclosure of any Mortgaged Property relating to an EMC HELOC or the acquisition thereof by the Trust Fund pursuant to a deed-in-lieu of foreclosure, the Company shall submit a liquidation report to the Master Servicer containing such information as shall be mutually acceptable to the Company and the Master Servicer with respect to such Mortgaged Property.
 
Section 3.14.  Annual Statement as to Compliance. 
 
Each of the Company, the Securities Administrator and the Master Servicer shall deliver to the Securities Administrator, the Depositor and the Note Insurer, not later than March 15th of each calendar year beginning in 2007, an officer’s certificate (an “Annual Statement of Compliance”) stating, as to each signatory thereof, that (i) a review of the activities of each such party, during the preceding calendar year and of its performance under this Agreement and/or other applicable servicing agreement has been made under such officer’s supervision and (ii) to the best of such officer's knowledge, based on such review, each such party has fulfilled all of its obligations under this Agreement and/or other applicable servicing agreement in all material respects throughout such year, or, if there has been a failure to fulfill any such obligation in any material respect, specifying each such failure known to such officer and the nature and status of the cure provisions thereof. Such Annual Statement of Compliance shall contain no restrictions or limitations on its use. In the event that the Company, the Securities Administrator or the Master Servicer has delegated any servicing responsibilities with respect to the HELOCs to a subservicer or subcontractor, the Company, the Master Servicer or the Securities Administrator (as the case may be) shall cause to be delivered a similar Annual Statement of Compliance by that subservicer or subcontractor to the Depositor, the Securities Administrator and the Note Insurer as described above as and when required with respect to the Company, the Securities Administrator and the Master Servicer.
 
Failure of the Master Servicer to comply with this Section 3.14 (including with respect to the time frames required in this Section) shall be deemed a Master Servicer Event of Default with respect to such party, and the Indenture Trustee at the direction of the Depositor, shall, in addition to whatever rights the Indenture 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 of the rights and obligations of the Master Servicer under this Agreement and in and to the HELOCs and the proceeds thereof without compensating the Master Servicer for the same. Failure of the Company to comply with this Section 3.14 (including with respect to the timeframes required in this Section) shall be deemed a Company Default and the Master Servicer shall, in addition to whatever rights the Master Servicer may have under this Agreement and at law or equity or to damages, including injunctive relief and specific performance, upon notice immediately terminate all of the rights and obligations of the Company under this Agreement and in and to the HELOCs and the proceeds thereof without compensating the Company for the same. Failure of the Securities Administrator to comply with this Section 3.14 (including with respect to the timeframes required in this Section) shall be deemed a default and the Indenture Trustee at the direction of the Depositor shall, in addition to whatever rights the Indenture 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 of the rights and obligations of the Securities Administrator under this Agreement and in and to the HELOCs and the proceeds thereof without compensating the Securities Administrator for the same. This paragraph shall supersede any other provision in this Agreement or any other agreement to the contrary.
 
In the event the Company, the Master Servicer, the Securities Administrator or any subservicer or subcontractor engaged by either such party is terminated or resigns pursuant to the terms of the Agreement, or any other applicable agreement in the case of a subservicer or subcontractor, as the case may be, such party shall provide an Annual Statement of Compliance pursuant to this Section 3.14 or to the related section of such other applicable agreement, as the case may be, as to the performance of its obligations with respect to the period of time it was subject to this Agreement or any other applicable agreement, as the case may be notwithstanding any such termination or resignation.
 
Section 3.15.  Assessments of Compliance and Attestation Reports.
 
Pursuant to Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122 of Regulation AB, each of the Company, the Master Servicer, the Securities Administrator and the Custodian (each, an “Attesting Party”) shall deliver to the Securities Administrator, the Depositor and the Note Insurer on or before March 15th of each calendar year beginning in 2007, a report regarding such Attesting Party’s assessment of compliance (an “Assessment of Compliance”) with the Servicing Criteria during the preceding calendar year. The Assessment of Compliance, as set forth in Regulation AB, must contain the following:
 
(a)  A statement by an authorized officer of such Attesting Party of its authority and responsibility for assessing compliance with the Servicing Criteria applicable to the related Attesting Party;
 
(b)  A statement by an authorized officer that such Attesting Party used the Servicing Criteria attached as Exhibit F hereto, and which will also be attached to the Assessment of Compliance, to assess compliance with the Servicing Criteria applicable to the related Attesting Party;
 
(c)  An assessment by such officer of the related Attesting Party’s compliance with the applicable Servicing Criteria for the period consisting of the preceding calendar year, including disclosure of any material instance of noncompliance with respect thereto during such period, which assessment shall be based on the activities such Attesting Party performs with respect to asset-backed securities transactions taken as a whole involving the related Attesting Party, that are backed by the same asset type as the HELOCs;
 
(d)  A statement that a registered public accounting firm has issued an attestation report on the related Attesting Party’s Assessment of Compliance for the period consisting of the preceding calendar year; and
 
(e)  A statement as to which of the applicable Servicing Criteria on Exhibit F hereto, if any, are not applicable to the related Attesting Party, which statement shall be based on the activities such Attesting Party performs with respect to asset-backed securities transactions taken as a whole involving such Attesting Party, that are backed by the same asset type as the HELOCs.
 
Such report at a minimum shall address each of the Servicing Criteria specified on Exhibit F hereto which are indicated as applicable to the related Attesting Party.
 
On or before March 15th of each calendar year beginning in 2007, each Attesting Party specified in this Section shall furnish to the Securities Administrator, the Note Insurer and the Depositor a report (an “Attestation Report”) by a registered public accounting firm that attests to, and reports on, the Assessment of Compliance made by the related Attesting Party, as required by Rules 13a-18 and 15d-18 of the Exchange Act and Item 1122(b) of Regulation AB, which Attestation Report must be made in accordance with standards for attestation reports issued or adopted by the Public Company Accounting Oversight Board.
 
Each of the Company and the Master Servicer shall cause any subservicer, and each subcontractor determined by it to be “participating in the servicing function” within the meaning of Item 1122 of Regulation AB, to deliver to the Securities Administrator, the Note Insurer and the Depositor an Assessment of Compliance and Attestation Report as and when provided above along with an indication of what Servicing Criteria are addressed in such assessment.
 
The Securities Administrator shall confirm that the assessments, taken as a whole, address all of the Servicing Criteria and taken individually address the Servicing Criteria for each party as set forth on Exhibit F and notify the Depositor of any exceptions. Notwithstanding the foregoing, as to any subcontractor, an Assessment of Compliance is not required to be delivered unless it is required as part of a Form 10-K with respect to the Trust Fund.
 
Failure of the applicable party to comply with this Section 3.15 (including with respect to the timeframes required in this Section) shall be deemed an Event of Default with respect to such party, and the Master Servicer or the Indenture Trustee at the direction of the Depositor shall, in addition to whatever rights the Master Servicer or the Indenture 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 applicable party under this Agreement and in and to the HELOCs and the proceeds thereof without compensating the applicable party for the same. This paragraph shall supersede any other provision in this Agreement or any other agreement to the contrary.
 
The Securities 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 F hereto which are indicated as applicable to the “securities administrator.” In addition, the Custodian shall deliver to the Securities Administrator, the Note Insurer and the Depositor 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 F hereto which are indicated as applicable to a “custodian.” Notwithstanding the foregoing, as to the Securities Administrator and the Custodian, 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.
 
In the event the Company, the Master Servicer, each Custodian, the Securities Administrator or any subservicer or subcontractor engaged by any such party is terminated, assigns its rights and obligations under, or resigns pursuant to, the terms of the Agreement, the related Custodial Agreement, or any other applicable agreement in the case of a subservicer or subcontractor, as the case may be, such party shall provide an Assessment of Compliance and cause to be provided an Attestation Report pursuant to this Section 3.15 or to the related section of such other applicable agreement, as the case may be, notwithstanding any such termination, assignment or resignation.
 
Section 3.16.  Books and Records. 
 
The Company shall be responsible for maintaining, and shall maintain, a complete set of books and records for the EMC HELOCs which shall be appropriately identified in the Company’s computer system to clearly reflect the ownership of the EMC HELOCs by the Trust. In particular, the Company shall maintain in its possession, available for inspection by the Master Servicer, the Securities Administrator and the Indenture Trustee and shall deliver to the Master Servicer, the Securities Administrator and the Indenture Trustee upon demand, evidence of compliance with all federal, state and local laws, rules and regulations. The Indenture Trustee, the Securities Administrator and the Master Servicer, and any governmental or regulatory agency with jurisdiction over the Indenture Trustee, the Securities Administrator or the Master Servicer, as applicable, shall have the right, upon reasonable advance notice to the Company, to inspect and examine the books and records of the Company. To the extent that original documents are not required for purposes of realization of Liquidation Proceeds or Insurance Proceeds, documents maintained by the Company may be in the form of microfilm or microfiche or such other reliable means of recreating original documents, including, but not limited to, optical imagery techniques so long as the Company complies with the requirements of Accepted Servicing Practices. During the term of this Agreement, the Company shall, upon reasonable advance notice, make available a Servicing Officer to the Master Servicer for answering questions and responding to inquiries.
 
The Company shall maintain with respect to each EMC HELOC and shall make available for inspection by the Master Servicer and the Indenture Trustee the related servicing file during the time such EMC HELOC is subject to this Agreement and thereafter in accordance with applicable law.
 
Payments on the HELOCs, including any payoffs, made in accordance with the related Mortgage File will be entered in the Company’s set of books and records no more than two business days after receipt and identification, and allocated to principal or interest as specified in the related Mortgage File.
 
 
 
ARTICLE IV.
 
Administration and Master Servicing of HELOCs
 
Section 4.01.  Master Servicer. The Master Servicer, beginning on the Closing Date, shall supervise, monitor and oversee the obligations of the Servicers to service and administer their respective HELOCs in accordance with the terms of the Servicing Agreement or this Agreement, as applicable, and shall have full power and authority to do any and all things which it may deem necessary or desirable in connection with such master servicing. In performing its obligations hereunder, the Master Servicer shall act in a manner consistent with Accepted Master Servicing Practices. Furthermore, the Master Servicer shall oversee and consult with the Servicers as necessary from time-to-time to carry out the Master Servicer’s obligations hereunder, shall receive and review certain reports, information and other data provided to the Master Servicer by the Servicers and shall enforce the respective obligations, conditions and covenants of the Servicers to the extent set forth in this Agreement or the Servicing Agreement. The Master Servicer shall monitor the related Servicer’s servicing activities with respect to the HELOCs, reconcile the results of such monitoring with such information provided in the previous sentence on a monthly basis and coordinate corrective adjustments to the related Servicer’s and Master Servicer’s records, and based on such reconciled and corrected information, the Master Servicer shall provide such information to the Securities Administrator as shall be necessary in order for it to prepare the statements specified in Section 7.03 of the Indenture, and prepare any other information and statements required to be forwarded by the Master Servicer hereunder. The Master Servicer shall reconcile the results of its HELOC monitoring with the actual remittances of the related Servicer pursuant to the Servicing Agreement or this Agreement, as applicable. The Master Servicer shall be entitled to conclusively rely on the HELOC data provided to it by each Servicer and shall have no liability for any errors in such HELOC data.
 
The Indenture Trustee shall furnish the Servicers and the Master Servicer with any powers of attorney and other documents in form as provided to it necessary or appropriate to enable the Servicers to service and administer and the Master Servicer to master service the related HELOCs and REO Property. The Indenture Trustee shall not be liable for the Servicers’ or the Master Servicer’s use or misuse of such powers of attorney.
 
The Master Servicer, Securities Administrator and Indenture Trustee shall provide access to the records and documentation in their possession regarding the related HELOCs and REO Property to the Noteholders, the Note Insurer, the FDIC, and the supervisory agents and examiners of the FDIC, such access being afforded only upon reasonable prior written request and during normal business hours at the office of the Master Servicer, Securities Administrator and Indenture Trustee, as the case may be; provided, however, that, unless otherwise required by law, the Master Servicer, Securities Administrator and Indenture Trustee shall not be required to provide access to such records and documentation to the Noteholders if the provision thereof would violate the legal right to privacy of any Mortgagor. The Master Servicer, Securities Administrator and Indenture Trustee shall allow representatives of the above entities to photocopy any of the records and documentation and shall provide equipment for that purpose at a charge that covers the Master Servicer, Securities Administrator and Indenture Trustee’s actual costs.
 
The Indenture Trustee, at the request of the Servicers or Master Servicer, as applicable, shall execute and deliver to the Servicers or the Master Servicer, as the case may be, any court pleadings, requests for trustee’s sale or other documents necessary or reasonably desirable to (i) effect the foreclosure or trustee’s sale with respect to a Mortgaged Property; (ii) take any legal action brought to obtain judgment against any Mortgagor on the Mortgage Note or Security Instrument; (iii) obtain a deficiency judgment against the Mortgagor; or (iv) enforce any other rights or remedies provided by the Mortgage Note or Security Instrument or otherwise available at law or equity.
 
Section 4.02.  Monitoring of Servicers. (a) In the review of the related Servicer’s activities, the Master Servicer may rely upon an officer’s certificate of the related Servicer (or similar document signed by an officer of the related Servicer) with regard to such Servicer’s compliance with the terms of the Servicing Agreement or this Agreement. In the event that the Master Servicer, in its judgment, determines that the related Servicer should be terminated in accordance with the Servicing Agreement or this Agreement, or that a notice should be sent pursuant to the Servicing Agreement or this Agreement with respect to the occurrence of an event that, unless cured, would constitute grounds for such termination, the Master Servicer shall notify the Depositor, the Issuing Entity, the Securities Administrator, the Note Insurer and the Indenture Trustee thereof and the Master Servicer shall issue such notice or take such other action as it deems appropriate.
 
(b)  The Master Servicer, for the benefit of the Issuing Entity, the Indenture Trustee, the Noteholders, the Certificateholders and the Note Insurer, shall enforce the respective obligations of the Servicers under the Servicing Agreement and this Agreement, as applicable, and shall, in the event that a Servicer fails to perform its obligations in accordance with the Servicing Agreement or this Agreement, subject to the preceding paragraph and with the prior written consent of the Note Insurer (so long as no Note Insurer Default exists), terminate the rights and obligations of such Servicer thereunder and act as servicer of the related HELOCs or cause the Issuing Entity and the Indenture Trustee to enter into a new Servicing Agreement with a successor servicer selected by the Master Servicer and approved by the Note Insurer in writing; provided, however, it is understood and acknowledged by the parties hereto that there will be a period of transition (not to exceed 90 days) before the actual servicing functions can be fully transferred to such successor servicer, provided further, if a Servicer has failed to make any payment such that the Master Servicer and/or the Note Insurer had to advance funds, the Master Servicer may terminate such Servicer. Such enforcement, including, without limitation, the legal prosecution of claims, termination of the Servicing Agreement or this Agreement 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 Master Servicer, in its good faith business judgment, would require were it the owner of the related HELOCs. The Master Servicer shall pay the costs of such enforcement at its own expense, subject to its right of reimbursement pursuant to the provisions of this Agreement or the Servicing Agreement, as applicable, provided that the Master Servicer shall not be required to prosecute or defend any legal action except to the extent that the Master Servicer shall have received reasonable indemnity for its costs and expenses in pursuing such action.
 
(c)  To the extent that the costs and expenses of the Master Servicer related to any termination of the related Servicer, appointment of a successor servicer or the transfer and assumption of servicing by the Master Servicer with respect to the Servicing Agreement or this Agreement (including, without limitation, (i) all out of pocket legal costs and expenses and all due diligence costs and expenses associated with an evaluation of the potential termination of a Servicer as a result of an event of default by such Servicer and (ii) all costs and expenses associated with the complete transfer of servicing, including all servicing files and all servicing data and the completion, correction or manipulation of such servicing data as may be required by the successor servicer to correct any errors or insufficiencies in the servicing data or otherwise to enable the successor service to service the HELOCs in accordance with the Servicing Agreement or this Agreement) are not fully and timely reimbursed by the terminated Servicer, the Master Servicer shall be entitled to reimbursement of such costs and expenses from the Master Servicer Collection Account as Extraordinary Trust Fund Expenses.
 
(d)  The Master Servicer shall require the Servicers to comply with the remittance requirements and other obligations set forth in the Servicing Agreement or this Agreement, as applicable.
 
(e)  If the Master Servicer acts as a servicer, it will not assume liability for the representations and warranties of the related Servicer, if any, that it replaces.
 
(f)  No later than four (4) Business Days prior to each Payment Date, the Master Servicer shall provide data to the Securities Administrator (in a format mutually agreed upon) sufficient for the Securities Administrator to make payments on the Notes and, in its role as Certificate Paying Agent, distributions on the Certificates and prepare the monthly statement to Securityholders.
 
Section 4.03.  Fidelity Bond. The Master Servicer, at its expense, shall (i) maintain in effect a blanket fidelity bond and an errors and omissions insurance policy, affording coverage with respect to all directors, officers, employees and other Persons acting on such Master Servicer’s behalf, and covering errors and omissions in the performance of the Master Servicer’s obligations hereunder or (ii) self insure if LaSalle Bank National Association maintains with any Rating Agency the equivalent of a long term unsecured debt rating of “A”. The errors and omissions insurance policy and the fidelity bond referred to in (i) above shall be in such form and amount generally acceptable for entities serving as master servicers or trustees.
 
Section 4.04.  Power to Act; Procedures. The Master Servicer shall master service the HELOCs and shall have full power and authority to do any and all things that it may deem necessary or desirable in connection with the master servicing and administration of the HELOCs, including but not limited to the power and authority (i) to execute and deliver, on behalf of the Issuing Entity, Noteholders and the Indenture Trustee, customary consents or waivers and other instruments and documents, (ii) to consent to transfers of any Mortgaged Property and assumptions of the Mortgage Notes and related Mortgages, (iii) to collect any Insurance Proceeds and Liquidation Proceeds, and (iv) to effectuate foreclosure or other conversion of the ownership of the Mortgaged Property securing any HELOC, in each case, in accordance with the provisions of this Agreement and the Servicing Agreement, as applicable; provided, however, that the Master Servicer shall not (and, consistent with its responsibilities under Section 4.02, shall not permit the related Servicer to) knowingly or intentionally take any action, or fail to take (or fail to cause to be taken) any action reasonably within its control and the scope of duties more specifically set forth herein, that, under the REMIC Provisions, if taken or not taken, as the case may be, would cause REMIC I, REMIC II, REMIC III or REMIC IV to fail to qualify as a REMIC or 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) unless the Master Servicer has received an Opinion of Counsel (but not at the expense of the Master Servicer) to the effect that the contemplated action, or failure to take action, will not cause REMIC I, REMIC II, REMIC III or REMIC IV to fail to qualify as a REMIC or result in the imposition of a tax upon REMIC I, REMIC II, REMIC III or REMIC IV, as the case may be. The Indenture Trustee shall furnish the Master Servicer, upon written request from a Servicing Officer, with any powers of attorney empowering the Master Servicer or the Servicers to execute and deliver instruments of satisfaction or cancellation, or of partial or full release or discharge, and to foreclose upon or otherwise liquidate Mortgaged Property, and to appeal, prosecute or defend in any court action relating to the HELOCs or the Mortgaged Property, in accordance with the Servicing Agreement and this Agreement, and the Indenture Trustee shall execute and deliver such other documents, as the Master Servicer may request, to enable the Master Servicer to master service and administer the HELOCs and carry out its duties hereunder, in each case in accordance with Accepted Master Servicing Practices (and the Indenture Trustee shall have no liability for use or misuse of any such powers of attorney by the Master Servicer or the Servicers). If the Master Servicer or the Indenture Trustee has been advised that it is likely that the laws of the state in which action is to be taken prohibit such action if taken in the name of the Indenture Trustee or that the Indenture Trustee would be adversely affected under the “doing business” or tax laws of such state if such action is taken in its name, the Master Servicer shall join with the Indenture Trustee in the appointment of a co-trustee pursuant to Section 6.11 of the Indenture. In the performance of its duties hereunder, the Master Servicer shall be an independent contractor and shall not, except in those instances where it is taking action in the name of the Issuing Entity or the Indenture Trustee, be deemed to be the agent of the Issuing Entity or the Indenture Trustee.
 
Section 4.05.  Due-on-Sale Clauses; Assumption Agreements. To the extent provided in the Servicing Agreement or this Agreement, to the extent HELOCs contain enforceable due-on-sale clauses, the Master Servicer shall enforce the obligation of the Servicers to enforce such clauses in accordance with the Servicing Agreement or this Agreement. If applicable law prohibits the enforcement of a due-on-sale clause or such clause is otherwise not enforced in accordance with the Servicing Agreement or this Agreement, and, as a consequence, a HELOC is assumed, the original Mortgagor may be released from liability in accordance with the Servicing Agreement or this Agreement.
 
Section 4.06.  Release of Mortgage Files. (a) Upon becoming aware of the payment in full of any HELOC, or the receipt by the related Servicer of a notification that payment in full has been escrowed in a manner customary for such purposes for payment to Noteholders on the next Payment Date, the related Servicer will, if required under the Servicing Agreement or this Agreement, as applicable, promptly furnish to the Indenture Trustee and the Custodian two copies of a certification substantially in the form of Exhibit B hereto signed by a Servicing Officer or in a mutually agreeable electronic format which will, in lieu of a signature on its face, originate from a Servicing Officer (which certification shall include a statement to the effect that all amounts received in connection with such payment that are required to be deposited in the Protected Account maintained by such Servicer pursuant to the Servicing Agreement or this Agreement, as applicable, have been so deposited) and shall request that the Indenture Trustee deliver or cause the Custodian to deliver to such Servicer the related Mortgage File. Upon receipt of such certification and request, the Indenture Trustee shall promptly release or cause the Custodian to release the related Mortgage File to the related Servicer and the Indenture Trustee shall have no further responsibility with regard to such Mortgage File. Upon any such payment in full, the related Servicer is authorized, to give, as agent for the Indenture Trustee, as the mortgagee under the Mortgage that secured the HELOC, an instrument of satisfaction (or assignment of mortgage without recourse) regarding the Mortgaged Property subject to the Mortgage, which instrument of satisfaction or assignment, as the case may be, shall be delivered to the Person or Persons entitled thereto against receipt therefor of such payment, it being understood and agreed that no expenses incurred in connection with such instrument of satisfaction or assignment, as the case may be, shall be chargeable to the Protected Account.
 
(b)  From time to time and as appropriate for the servicing or foreclosure of any HELOC and in accordance with the Servicing Agreement or this Agreement, the Indenture Trustee shall execute such documents as shall be prepared and furnished to the Indenture Trustee by the related Servicer or the Master Servicer (in form reasonably acceptable to the Indenture Trustee) and as are necessary to the prosecution of any such proceedings. The Indenture Trustee shall, upon the request of the related Servicer or the Master Servicer, and delivery to the Indenture Trustee and the Custodian, of two copies of a request for release signed by a Servicing Officer substantially in the form of Exhibit B (or in a mutually agreeable electronic format which will, in lieu of a signature on its face, originate from a Servicing Officer), release or cause the Custodian to release the related Mortgage File held in its or the Custodian’s possession or control to the related Servicer or the Master Servicer, as applicable. The Servicers or the Master Servicer shall be obligated to return the Mortgage File to the Indenture Trustee or the Custodian when the need therefor by such Servicer or the Master Servicer, as it reasonably determines, no longer exists unless the HELOC shall be liquidated, in which case, upon receipt of a certificate of a Servicing Officer similar to that hereinabove specified, the Mortgage File shall be released by the Indenture Trustee or the Custodian to the Servicers or the Master Servicer.
 
Section 4.07.  Documents, Records and Funds in Possession of Master Servicer To Be Held for Issuing Entity and Indenture Trustee. 
 
(a)  The Master Servicer shall transmit and the Servicers (to the extent required by the Servicing Agreement or this Agreement) shall transmit to the Indenture Trustee, or to the Custodian on behalf of the Indenture Trustee, such documents and instruments coming into the possession of the Master Servicer or the Servicers from time to time as are required by the terms hereof, or in the case of the Servicer, the Servicing Agreement or this Agreement, as applicable, to be delivered to the Indenture Trustee. Any funds received by the Master Servicer or by the Servicers in respect of any HELOC or which otherwise are collected by the Master Servicer or by the Servicers as Liquidation Proceeds or Insurance Proceeds in respect of any HELOC shall be held for the benefit of the Issuing Entity, the Indenture Trustee and the Owner Trustee subject to the Master Servicer’s right to retain or withdraw from the Master Servicer Collection Account the Master Servicing Compensation and other amounts provided in this Agreement and the right of the related Servicer to retain its Servicing Fee and other amounts as provided in the Servicing Agreement or this Agreement. The Master Servicer shall, and (to the extent provided in the Servicing Agreement or this Agreement) shall enforce the obligation of the related Servicer to, provide access to information and documentation regarding the HELOCs to the Issuing Entity, the Securities Administrator, the Indenture Trustee, and their respective agents and accountants at any time upon reasonable request and during normal business hours, and to Noteholders that are savings and loan associations, banks or insurance companies, the Office of Thrift Supervision, the FDIC and the supervisory agents and examiners of such Office and Corporation or examiners of any other federal or state banking or insurance regulatory authority if so required by applicable regulations of the Office of Thrift Supervision or other regulatory authority, such access to be afforded without charge but only upon reasonable request in writing and during normal business hours at the offices of the Master Servicer designated by it. In fulfilling such a request the Master Servicer shall not be responsible for determining the sufficiency of such information.
 
(b)  All Mortgage Files and funds collected or held by, or under the control of, the Master Servicer, in respect of any HELOCs, whether from the collection of principal and interest payments or from Liquidation Proceeds or Insurance Proceeds, shall be held by the Master Servicer for and on behalf of the Issuing Entity, the Indenture Trustee, the Noteholders, the Note Insurer and the Certificateholders shall be and remain the sole and exclusive property of the Issuing Entity, subject to the pledge to the Indenture Trustee; provided, however, that the Master Servicer shall be entitled to setoff against, and deduct from, any such funds any amounts that are properly due and payable to the Master Servicer under this Agreement.
 
Section 4.08.  Standard Hazard Insurance and Flood Insurance Policies. 
 
(a)  For each HELOC, the Master Servicer shall enforce any obligation of the related Servicer under the Servicing Agreement or this Agreement, as applicable, to maintain or cause to be maintained standard fire and casualty insurance and, where applicable, flood insurance, all in accordance with the provisions of the Servicing Agreement or this Agreement. It is understood and agreed that such insurance shall be with insurers meeting the eligibility requirements set forth in the Servicing Agreement or this Agreement and that no earthquake or other additional insurance is to be required of any Mortgagor or to be maintained on property acquired in respect of a defaulted loan, other than pursuant to such applicable laws and regulations as shall at any time be in force and as shall require such additional insurance.
 
(b)  Pursuant to Section 5.04 and 5.05, any amounts collected by the Servicers or the Master Servicer, under any insurance policies (other than amounts to be applied to the restoration or repair of the property subject to the related Mortgage or released to the Mortgagor in accordance with the Servicing Agreement or this Agreement) shall be deposited into the Master Servicer Collection Account, subject to withdrawal pursuant to Section 5.05 and 5.06. Any cost incurred by the Master Servicer or the Servicers in maintaining any such insurance if the Mortgagor defaults in its obligation to do so shall be added to the amount owing under the HELOC where the terms of the HELOC so permit; provided, however, that the addition of any such cost shall not be taken into account for purposes of calculating the distributions to be made to Noteholders and shall be recoverable by the Master Servicer or such Servicer pursuant to Section 5.05 and 5.06.
 
Section 4.09.  Presentment of Claims and Collection of Proceeds. The Master Servicer shall (to the extent provided in the Servicing Agreement or this Agreement) enforce the obligations of the Servicers to prepare and present on behalf of the Issuing Entity, the Indenture Trustee, the Noteholders, the Note Insurer and the Certificateholders all claims under the Insurance Policies and take such actions (including the negotiation, settlement, compromise or enforcement of the insured’s claim) as shall be necessary to realize recovery under such policies. Any proceeds disbursed to the Master Servicer (or disbursed to the Servicers and remitted to the Master Servicer) in respect of such policies, bonds or contracts shall be promptly deposited in the Master Servicer Collection Account upon receipt, except that any amounts that are to be applied upon receipt to the repair or restoration of the related Mortgaged Property, which repair or restoration the owner of such Mortgaged Property has agreed to make as a condition precedent to the presentation of its claims on the related HELOC under the applicable Insurance Policy, need not be so deposited (or remitted).
 
Section 4.10.  Maintenance of the Insurance Policies. 
 
(a)  The Master Servicer shall enforce any provision under the Servicing Agreement or this Agreement, as applicable, prohibiting the Servicers from taking any action that would result in noncoverage under any applicable Insurance Policy of any loss which, but for the actions of the Servicers, would have been covered thereunder. The Master Servicer shall use its best reasonable efforts to enforce any obligation of the related Servicer under the Servicing Agreement or this Agreement, as applicable, to keep in force and effect (to the extent that the HELOC requires the Mortgagor to maintain such insurance), insurance applicable to each HELOC in accordance with the provisions of this Agreement and the Servicing Agreement. The Master Servicer shall enforce any provision under the Servicing Agreement or this Agreement prohibiting the Servicers from canceling or refusing to renew any such Insurance Policy that is in effect at the date of the initial issuance of the HELOC and is required to be kept in force thereunder except in accordance with the provisions of the Servicing Agreement or this Agreement.
 
(b)  The Master Servicer agrees to enforce the obligation of each Servicer (to the extent required under the Servicing Agreement or this Agreement) to present, on behalf of the Issuing Entity, the Indenture Trustee, the Noteholders, the Note Insurer and the Certificateholders, claims to the insurer under any Insurance Policies and, in this regard, to take such reasonable action as shall be necessary to permit recovery under any Insurance Policies respecting defaulted HELOCs. Pursuant to Section 5.04 and 5.05, any amounts collected by the Master Servicer or the Servicers under any Insurance Policies shall be deposited in the Master Servicer Collection Account, subject to withdrawal pursuant to Sections 5.01 and 5.02.
 
Section 4.11.  Indenture Trustee to Retain Possession of Certain Insurance Policies and Documents. 
 
The Indenture Trustee shall retain or shall cause the Custodian to retain possession and custody of the originals (to the extent available) of any Insurance Policies, or certificate of insurance if applicable, and any certificates of renewal as to the foregoing as may be issued from time to time as contemplated by this Agreement. Until all amounts distributable in respect of the Notes have been distributed in full and the Indenture has been satisfied and discharged in accordance with the Indenture, the Indenture Trustee shall also retain, or shall cause the Custodian to retain, possession and custody of each Mortgage File in accordance with and subject to the terms and conditions of this Agreement. The Master Servicer shall promptly deliver or cause to be delivered to the Indenture Trustee, or to the Custodian on behalf of the Indenture Trustee, upon the execution or receipt thereof the originals of any Insurance Policies, any certificates of renewal, and such other documents or instruments that constitute portions of the Mortgage File that come into the possession of the Master Servicer from time to time.
 
Section 4.12.  Realization Upon Defaulted HELOCs. For each HELOC that comes into and continues in default and as to which no satisfactory arrangements can be made for collection of delinquent payments, the Master Servicer shall enforce the obligation of the Servicers (to the extent required under the Servicing Agreement or this Agreement) to foreclose upon, repossess or otherwise comparably convert the ownership of Mortgaged Properties securing such HELOCs, all in accordance with the Servicing Agreement or this Agreement. Pursuant to the Servicing Agreement or this Agreement, as applicable, the related Servicer shall be responsible for all costs and expenses incurred by it in any such proceedings or sale; provided, however, that such costs and expenses will be recoverable as Servicing Advances by the related Servicer as contemplated in the Servicing Agreement or this Agreement, as applicable.
 
Section 4.13.  Compensation for the Master Servicer and the Indenture Trustee. 
 
On each Payment Date, the Master Servicer shall be entitled to receive a fee equal to 1/12 of the Master Servicing Fee Rate multiplied by the Stated Principal Balance of the HELOCs as of the Due Date in the month preceding the month in which such Payment Date occurs (the “Master Servicer Compensation”). The Master Servicer will pay the fees of the Indenture Trustee from the Master Servicer Compensation. The Master Servicer shall be required to pay all expenses incurred by it in connection with its activities hereunder and shall not be entitled to reimbursement therefor except as otherwise provided in this Agreement.
 
Section 4.14.  REO Property. 
 
(a)  In the event the Trust Estate acquires ownership of any REO Property in respect of any related HELOC, the deed or certificate of sale shall be issued to the Indenture Trustee, or to its nominee, on behalf of the Noteholders, the Certificateholders or the Note Insurer. The Master Servicer shall, to the extent provided in the Servicing Agreement and this Agreement, cause the related Servicer to sell any REO Property as expeditiously as possible and in accordance with the provisions of the Servicing Agreement or this Agreement, as applicable. The Master Servicer shall enforce any obligations of the related Servicer to protect and conserve, such REO Property in the manner and to the extent required by this Agreement or the Servicing Agreement, in accordance with the REMIC Provisions and in a manner that does not result in a tax on “net income from foreclosure property” or cause such REO Property to fail to qualify as “foreclosure property” within the meaning of Section 860G(a)(8) of the Code.
 
(b)  The Master Servicer shall, to the extent required by the Servicing Agreement and this Agreement, enforce the obligation of the Servicers to deposit all funds collected and received in connection with the operation of any REO Property in the Protected Account.
 
Section 4.15.  [Reserved]. 
 
Section 4.16.  Reports Filed with Securities and Exchange Commission. 
 
(a)  (i) (A) Within 15 days after each Payment Date (subject to permitted exceptions under the Exchange Act), the Securities Administrator shall, in accordance with industry standards, prepare and file with the Commission via the Electronic Data Gathering and Retrieval System (“EDGAR”), a Form 10-D, signed by the Master Servicer, with a copy of the monthly statement to be furnished by the Securities Administrator to the Securityholders for such Payment Date, provided that the Securities Administrator shall have received no later than five (5) calendar days after the related Payment Date all information required to be provided to the Securities Administrator as described in clause (a)(iv) below. Any disclosure in addition to the monthly statement that is required to be included on Form 10-D (“Additional Form 10-D Disclosure”) shall be, pursuant to the paragraph immediately below, reported by the parties set forth on Exhibit G and the Indenture Trustee to the Securities Administrator and the Depositor and approved by the Depositor, and the Securities Administrator will have no duty or liability for any failure hereunder to determine or prepare any Additional Form 10-D Disclosure absent such reporting (other than in the case where the Securities Administrator is the reporting party as set forth in Exhibit G) and approval.
 
Within seven (7) calendar days after the related Payment Date, (i) the parties set forth in Exhibit G and the Indenture Trustee shall be required to provide, pursuant to section 4.16(a)(iv) below, to the Securities Administrator and the Depositor, to the extent known by a responsible officer thereof, in EDGAR-compatible format, or in such other form as otherwise agreed upon by the Securities Administrator and the Depositor and such party, the form and substance of any Additional Form 10-D Disclosure, if applicable, and (ii) the Depositor will approve, as to form and substance, or disapprove, as the case may be, the inclusion of the Additional Form 10-D Disclosure on Form 10-D. Subject to the foregoing, the Securities Administrator has no duty under this Agreement to monitor or enforce the performance by the other parties listed on Exhibit G or by the Indenture Trustee of their duties under this paragraph or to proactively solicit or procure from such parties any Additional Form 10-D Disclosure information. The Depositor will be responsible for any out-of-pocket expenses incurred by the Securities Administrator in connection with including any Additional Form 10-D Disclosure on Form 10-D pursuant to this Section.
 
(B) After preparing the Form 10-D, the Securities Administrator shall forward electronically a draft copy of the Form 10-D to the Depositor and the Master Servicer for review. No later than two (2) Business Days prior to the 15th calendar day after the related Payment Date, a duly authorized officer of the Master Servicer 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 Securities Administrator. If a Form 10-D cannot be filed on time or if a previously filed Form 10-D needs to be amended, the Securities Administrator will follow the procedures set forth in Section 4.16(a)(v). Promptly (but no later than one (1) Business Day) after filing with the Commission, the Securities Administrator will make available on its internet website identified in Section 7.04 of the Indenture a final executed copy of each Form 10-D. The signing party at the Master Servicer can be contacted as set forth in Section 8.04. Form 10-D requires the registrant to indicate (by checking "yes" or "no") that it "(1) has filed all reports required to be filed by Section 13 or 15(d) of the Exchange Act during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. The Depositor shall notify the Securities Administrator in writing, no later than the fifth calendar day after the related Payment Date with respect to the filing of a report on Form 10-D, if the answer to either question should be "no." The Securities Administrator shall be entitled to rely on the representations made by the Depositor in Section 2.06(ix) in preparing, executing and/or filing any such Form 10-D. The parties to this Agreement acknowledge that the performance by the Securities Administrator of its duties under Sections 4.16(a)(i), (iv) and (v) related to the timely preparation, execution and filing of Form 10-D is contingent upon such parties strictly observing all applicable deadlines in the performance of their duties under such Sections. The parties to this Agreement acknowledge that the performance by each of the Master Servicer and the Securities Administrator of its duties under this Section 4.16(a)(i) related to the timely preparation, execution and filing of Form 10-D is also contingent upon the Servicers, the Custodian and any subservicers or subcontractors strictly observing deadlines no later than those set forth in this paragraph that are applicable to the parties to this Agreement in the delivery to the Securities Administrator of any necessary Additional Form 10-D Disclosure pursuant to this Agreement or the Servicing Agreement, as applicable, Custodial Agreement or any other applicable agreement. The Securities Administrator shall have no liability for any loss, expense, damage, claim arising out of or with respect to any failure to properly prepare, arrange for execution and/or timely file such Form 10-D, where such failure results from the Securities Administrator’s inability or failure to receive, on a timely basis, any information from any other party hereto needed to prepare, arrange for execution or file such Form 10-D, not resulting from its own negligence, bad faith or willful misconduct.
 
(ii) (A) Within four (4) Business Days after the occurrence of an event requiring disclosure on Form 8-K (each such event, a “Reportable Event”), the Securities Administrator shall prepare and file, at the direction of the Depositor, on behalf of the Trust any Form 8-K, as required by the Exchange Act; provided that, the Depositor shall file the initial Form 8-K in connection with the issuance of the Securities. 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, pursuant to the paragraph immediately below, reported by the parties set forth on Exhibit G and by the Indenture Trustee to the Securities Administrator and the Depositor and approved by the Depositor, and the Securities Administrator will have no duty or liability for any failure hereunder to determine or prepare any Form 8-K Disclosure Information absent such reporting (other than in the case where the Securities Administrator is the reporting party as set forth in Exhibit G) and approval.
 
(B) For so long as the Trust is subject to the Exchange Act reporting requirements, no later than 12:00 noon New York City time on the 2nd Business Day after the occurrence of a Reportable Event (i) the parties set forth in Exhibit H and the Indenture Trustee shall be required pursuant to Section 4.16(a)(iv) below to provide to the Securities Administrator and the Depositor, to the extent known by a responsible officer thereof, in EDGAR-compatible format, or in such other form as otherwise agreed upon by the Securities Administrator and the Depositor and such party, the form and substance of any Form 8-K Disclosure Information, if applicable, and (ii) the Depositor will approve, as to form and substance, or disapprove, as the case may be, the inclusion of the Form 8-K Disclosure Information on Form 8-K. Subject to the foregoing, the Securities Administrator has no duty under this Agreement to monitor or enforce the performance by the other parties listed on Exhibit G or by the Indenture Trustee of their duties under this paragraph or to proactively solicit or procure from such parties any Form 8-K Disclosure Information. The Depositor will be responsible for any reasonable out-of-pocket expenses incurred by the Securities Administrator in connection with including any Form 8-K Disclosure Information on Form 8-K pursuant to this Section.
 
(C) After preparing the Form 8-K, the Securities Administrator shall forward electronically a draft copy of the Form 8-K to the Depositor and the Master Servicer for review. No later than the close of business, New York City time on the 3rd Business Day after the Reportable Event, a duly authorized officer of the Master Servicer shall sign the Form 8-K and return an electronic or fax copy of such signed Form 8-K (with an original executed hard copy to follow by overnight mail) to the Securities Administrator. If a Form 8-K cannot be filed on time or if a previously filed Form 8-K needs to be amended, the Securities Administrator will follow the procedures set forth in Section 4.16(a)(v). Promptly (but no later than one Business Day) after filing with the Commission, the Securities Administrator will, make available on its internet website identified in Section 7.04 of the Indenture a final executed copy of each Form 8-K. The signing party at the Master Servicer can be contacted as set forth in Section 8.04. The parties to this Agreement acknowledge that the performance by the Securities Administrator of its duties under this Section 4.16(a)(ii), (iv) and (v) related to the timely preparation, execution and filing of Form 8-K is contingent upon such parties strictly observing all applicable deadlines in the performance of their duties under such Sections. It is understood by the parties hereto that the performance by each of the Master Servicer and the Securities Administrator of its duties under this Section 4.16(a)(ii) related to the timely preparation, execution and filing of Form 8-K is also contingent upon the Servicers, the Custodian and any subservicers or subcontractors strictly observing deadlines no later than those set forth in this paragraph that are applicable to the parties to this Agreement in the delivery to the Securities Administrator of any necessary Form 8-K Disclosure Information pursuant to this Agreement or the Servicing Agreement, as applicable, Custodial Agreement or any other applicable agreement. The Securities Administrator shall have no liability for any loss, expense, damage, claim arising out of or with respect to any failure to properly prepare, arrange for execution and/or timely file such Form 8-K, where such failure results from the Securities Administrator’s inability or failure to receive, on a timely basis, any information from any other party hereto needed to prepare, arrange for execution or file such Form 8-K, not resulting from its own negligence, bad faith or willful misconduct.
 
(iii) (A) On or prior to the 90th day after the end of each fiscal year of the Trust or such earlier date as may be required by the Exchange Act (the “10-K Filing Deadline”) (it being understood that the fiscal year for the Trust ends on December 31st of each year), commencing in March 2007, the Securities Administrator shall prepare and file on behalf of the Trust a Form 10-K, in form and substance as required by the Exchange Act. Each such Form 10-K shall include the following items, in each case to the extent they have been delivered to the Securities Administrator within the applicable time frames set forth in this Agreement, (I) an Annual Statement of Compliance for the Master Servicer, the Securities Administrator, the Company, the Servicers and any subservicer or subcontractor (to the extent Regulation AB requires the Annual Statement of Compliance of any such subservicer and subcontractor to be attached to Form 10-K), as described under Section 3.14, (II)(A) the Assessment of Compliance with Servicing Criteria for the Master Servicer, the Company, the Servicers, each subservicer and subcontractor participating in the servicing function, the Securities Administrator and the Custodian, as described under Section 3.15, and (B) if the Assessment of Compliance of the Master Servicer, the Company, the Servicers, each subservicer and subcontractor, the Securities Administrator or the Custodian described under Section 3.15 identifies any material instance of noncompliance, disclosure identifying such instance of noncompliance, or if the Assessment of Compliance of the Master Servicer, the Servicers, the subservicer, the subcontractor, the Securities Administrator or the Custodian described under Section 3.15 is not included as an exhibit to such Form 10-K, disclosure that such report is not included and an explanation why such report is not included, (III)(A) the registered public accounting firm Attestation Report for the Master Servicer, the subservicer, the subcontractor, the Company, the Servicers, the Securities Administrator and the Custodian, as described under Section 3.15, and (B) if any registered public accounting firm Attestation Report described under Section 3.15 identifies any material instance of noncompliance, disclosure identifying such instance of noncompliance, or if any such registered public accounting firm Attestation Report is not included as an exhibit to such Form 10-K, disclosure that such report is not included and an explanation why such report is not included, and (IV) a Sarbanes-Oxley Certification (“Sarbanes-Oxley Certification”) as described in this Section 4.16(a)(iii)(D) below. Any disclosure or information in addition to (I) through (IV) above that is required to be included on Form 10-K (“Additional Form 10-K Disclosure”) shall be reported by the parties set forth on Exhibit G and by the Indenture Trustee to the Securities Administrator and the Depositor and, pursuant to the paragraph immediately below, approved by the Depositor, and the Securities Administrator will have no duty or liability for any failure hereunder to determine or prepare any Additional Form 10-K Disclosure absent such reporting (other than with respect to when it is the reporting party as set forth in Exhibit G) and approval.
 
(B) No later than March 15th of each year that the Trust is subject to the Exchange Act reporting requirements, commencing in 2007, (i) the parties set forth in Exhibit G and the Indenture Trustee shall be required to provide pursuant to Section 4.16(a)(iv) below to the Securities Administrator and the Depositor, to the extent known, in EDGAR-compatible format, or in such other form as otherwise agreed upon by the Securities Administrator and the Depositor and such party, the form and substance of any Additional Form 10-K Disclosure, if applicable, and (ii) the Depositor will approve, as to form and substance, or disapprove, as the case may be, the inclusion of the Additional Form 10-K Disclosure on Form 10-K. Subject to the foregoing, the Securities Administrator has no duty under this Agreement to monitor or enforce the performance by the other parties listed on Exhibit G and the Indenture Trustee of their duties under this paragraph or to proactively solicit or procure from such parties any Addition Form 10-K Disclosure information. The Depositor will be responsible for any reasonable out-of-pocket expenses incurred by the Securities Administrator in connection with including any Additional Form 10-K Disclosure on Form 10-K pursuant to this Section.
 
(C) After preparing the Form 10-K, the Securities Administrator shall forward electronically a draft copy of the Form 10-K to the Depositor and the Master Servicer for review. Form 10-K requires the registrant to indicate (by checking "yes" or "no") that it (1) has filed all reports required to be filed by Section 13 or 15(d) of the Exchange Act during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days. The Depositor shall notify the Securities Administrator in writing, no later than the 15th calendar day of March in any year in which the Trust is subject to the reporting requirements of the Exchange Act, if the answer to either question should be "no." The Securities Administrator shall be entitled to rely on the representations made by the Depositor in Section 2.06(ix) in preparing, executing and/or filing any such Form 10-K. No later than 12:00 p.m. New York City time on the 4th Business Day prior to the 10-K Filing Deadline, a senior officer of the Master Servicer in charge of the master servicing function 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 Securities Administrator. If a Form 10-K cannot be filed on time or if a previously filed Form 10-K needs to be amended, the Securities Administrator will follow the procedures set forth in Section 4.16(a)(v). Promptly (but no later than one Business Day) after filing with the Commission, the Securities Administrator will make available on its internet website identified in Section 7.04 of the Indenture a final executed copy of each Form 10-K. The signing party at the Master Servicer can be contacted as set forth in Section 8.04. The parties to this Agreement acknowledge that the performance by the Securities Administrator of its duties under Sections 4.16(a)(iii), (iv) and (v) related to the timely preparation, execution and filing of Form 10-K is contingent upon such parties strictly observing all applicable deadlines in the performance of their duties under such Sections, Section 3.14 and Section 3.15. It is understood by the parties hereto that the performance by the Master Servicer and the Securities Administrator of its duties under this Section 4.16(a)(iii) related to the timely preparation, execution and filing of Form 10-K is also contingent upon the Servicers, the Custodian and any subservicer or subcontractor strictly observing deadlines no later than those set forth in this paragraph that are applicable to the parties to this Agreement in the delivery to the Securities Administrator of any necessary Additional Form 10-K Disclosure, any annual statement of compliance and any Assessment of Compliance and attestation pursuant to this Agreement or the Servicing Agreements, as applicable, the Custodial Agreement or any other applicable agreement. The Securities Administrator shall have no liability for any loss, expense, damage, claim arising out of or with respect to any failure to properly prepare, arrange for execution and/or timely file such Form 10-K, where such failure results from the Securities Administrator’s inability or failure to receive, on a timely basis, any information from any other party hereto needed to prepare, arrange for execution or file such Form 10-K, not resulting from its own negligence, bad faith or willful misconduct.
 
(D) Each Form 10-K shall include a certification (the “Sarbanes-Oxley Certification”), required to be included therewith pursuant to the Sarbanes-Oxley Act. The Company, the Master Servicer and the Securities Administrator shall, and the Company, the Master Servicer and the Securities Administrator shall cause any subservicer or subcontractor engaged by it to, provide to the Person who signs the Sarbanes-Oxley Certification (the “Certifying Person”), by March 15th of each year in which the Trust is subject to the reporting requirements of the Exchange Act and otherwise within a reasonable period of time upon request, a certification (each, a “Back-Up Certification”), in the form attached hereto as Exhibit D, upon which the Certifying Person, the entity for which the Certifying Person acts as an officer, and such entity’s officers, directors and Affiliates (collectively with the Certifying Person, “Certification Parties”) can reasonably rely; provided, however, that the Securities Administrator and the Company shall not be required to undertake an analysis of any accountant’s report attached as an exhibit to the Form 10-K. The senior officer of the Master Servicer in charge of the master servicing function shall serve as the Certifying Person on behalf of the Trust. Such officer of the Certifying Person can be contacted as set forth in Section 8.04. In the event the Securities Administrator is terminated or resigns pursuant to the terms of this Agreement or any subcontractor or subservicer is terminated pursuant to the related servicing agreement, the Securities Administrator, subcontractor or subservicer, as applicable, shall provide a Back-Up Certification to the Certifying Person pursuant to this Section 4.16(a)(iii) with respect to the period of time it was subject to this Agreement or the Servicing Agreement, as applicable. Notwithstanding the foregoing, (i) the Master Servicer and the Securities Administrator shall not be required to deliver a Back-Up Certification to each other if both are the same Person and the Master Servicer is the Certifying Person and (ii) the Master Servicer shall not be obligated to sign the Sarbanes-Oxley Certification in the event that it does not receive any Back-Up Certification required to be furnished to it pursuant to this section or the Servicing Agreement or Custodial Agreement.
 
(iv) With respect to any Additional Form 10-D Disclosure, Additional From 10-K Disclosure or any Form 8-K Disclosure Information (collectively, the “Additional Disclosure”) relating to the Trust Fund, the Securities Administrator’s obligation to include such Additional Information in the applicable Exchange Act report is subject to receipt from the entity that is indicated in Exhibit G as the responsible party for providing that information, if other than the Securities Administrator, as and when required as described in Section 4.16(a)(i) through (iii) above. Such Additional Disclosure shall be accompanied by a notice substantially in the form of Exhibit H. Each of the Master Servicer, Sponsor, Company and Depositor hereby agree to notify and provide to the extent known to the Securities Administrator and the Depositor all Additional Disclosure relating to the Trust Fund, with respect to which such party is indicated in Exhibit H as the responsible party for providing that information.
 
So long as the Depositor is subject to the filing requirements of the Exchange Act with respect to the Trust Fund, the Indenture Trustee shall notify the Securities Administrator and the Depositor of any bankruptcy or receivership with respect to the Indenture Trustee or of any proceedings of the type described under Item 1117 of Regulation AB that have occurred as of the end of the related Due Period, together with a description thereof, no later than the date on which such information is required to be reported to the Securities Administrator and the Depositor by the other parties hereto as set forth under this Section 4.16. In addition, the Indenture Trustee shall notify the Securities Administrator and the Depositor of (i) any affiliations or relationships that develop after the Closing Date between the Indenture Trustee and the Depositor, the Sponsor, the Securities Administrator, the Master Servicer, the Note Insurer or the Custodian of the type described under Item 1119 of Regulation AB, and (ii) the occurrence of an Event of Default (with respect to the Master Servicer) actually known to a Responsible Officer of the Indenture Trustee together, in each case, with a description thereof, no later than the date on which such information is required to be reported to the Securities Administrator and the Depositor by the other parties hereto as set forth under this Section 4.16. Should the identification of any of the Depositor, the Seller, the Securities Administrator, the Master Servicer or the Custodian change, the Depositor shall promptly notify the Indenture Trustee.
 
(v) (A) On or prior to January 30th of the first year in which the Securities Administrator is able to do so under applicable law, the Securities Administrator shall prepare and file a Form 15 relating to the automatic suspension of reporting in respect of the Trust under the Exchange Act.
 
(B) In the event that the Securities Administrator is unable to timely file with the Commission all or any required portion of any Form 8-K, Form 10-D or Form 10-K required to be filed by this Agreement because required disclosure information was either not delivered to it or delivered to it after the delivery deadlines set forth in this Agreement or for any other reason, the Securities Administrator will promptly notify the Depositor and the Master Servicer. In the case of Form 10-D and Form 10-K, the parties hereto will cooperate to prepare and file a Form 12b-25 and a 10-D/A and 10-K/A as applicable, pursuant to Rule 12b-25 of the Exchange Act. In the case of Form 8-K, the Securities Administrator will, upon receipt of all required Form 8-K Disclosure Information and upon the approval and direction of the Depositor, include such disclosure information on the next Form 10-D. In the event that any previously filed Form 8-K, 10-D or 10-K needs to be amended, the Securities Administrator will notify the Depositor and the Master Servicer and the parties hereto will cooperate to prepare any necessary 8-K/A, 10-D/A or 10-K/A. Any Form 15, Form 12b-25 or any amendment to Form 8-K, Form 10-D or Form 10-K shall be signed by an appropriate officer of the Master Servicer. The parties hereto acknowledge that the performance by the Securities Administrator of its duties under this Section 4.16(a)(v) related to the timely preparation and filing of Form 15, a Form 12b-25 or any amendment to Form 8-K, Form 10-D or Form 10-K is contingent upon such parties performing their duties under this Section. The Securities Administrator shall have no liability for any loss, expense, damage, claim arising out of or with respect to any failure to properly prepare, arrange for execution and/or timely file any such Form 15, Form 12b-25 or any amendments to Forms 8-K, 10-D or 10-K, where such failure results from the Securities Administrator’s inability or failure to receive, on a timely basis, any information from any other party hereto needed to prepare, arrange for execution or file such Form 15, Form 12b-25 or any amendments to Forms 8-K, 10-D or 10-K, not resulting from its own negligence, bad faith or willful misconduct.
 
The parties hereto agree to promptly furnish to the Securities Administrator, from time to time upon request, such further information, reports and financial statements within its control related to this Agreement, the HELOCs as the Securities Administrator reasonably deems appropriate to prepare and file all necessary reports with the Commission. The Securities Administrator shall have no responsibility to file any items other than those specified in this Section 4.16; provided, however, the Securities Administrator shall cooperate with the Depositor in connection with any additional filings with respect to the Trust Fund as the Depositor deems necessary under the Exchange Act. Copies of all reports filed by the Securities Administrator under the Exchange Act shall be sent to: the Depositor c/o Bear, Stearns & Co. Inc., Attn: Managing Director Analysis and Control, One Metrotech Center North, Brooklyn, New York 11202-3859. Fees and expenses incurred by the Securities Administrator in connection with this Section 4.16 shall not be reimbursable from the Trust Fund. The Depositor shall be responsible for any reasonable fees and expenses assessed or incurred by the Securities Administrator to the extent set forth in this Section 4.16.
 
(b)  The Securities Administrator shall indemnify and hold harmless each of the Company, the Depositor and the Master Servicer (if the Master Servicer is unaffiliated with the Securities Administrator) and their respective officers, directors and affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon a breach of the Securities Administrator’s obligations under Sections 3.14, 3.15 and 4.16 or the Securities Administrator’s negligence, bad faith or willful misconduct in connection therewith. In addition, the Securities Administrator shall indemnify and hold harmless the Depositor and the Master Servicer (if the Master Servicer is unaffiliated with the Securities Administrator) and each of their officers, directors and affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon (i) any untrue statement or alleged untrue statement of any material fact contained in any Back-Up Certification, the Annual Statement of Compliance, the Assessment of Compliance, any Additional Disclosure or other information provided by the Securities Administrator pursuant to Section 3.14, 3.15 and 4.16 (the “Securities Administrator Information”), or (ii) the omission or alleged omission to state therein a material fact required to be stated therein or necessary to make the statements therein, in light of the circumstances in which they were made, not misleading; provided, by way of clarification, that clause (ii) of this paragraph shall be construed solely by reference to the Securities Administrator Information and not to any other information communicated in connection with the Notes or Certificates, without regard to whether the Securities Administrator Information or any portion thereof is presented together with or separately from such other information.
 
The Depositor shall indemnify and hold harmless each of the Company, the Securities Administrator and the Master Servicer and their officers, directors and affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon a breach of the obligations of the Depositor under Sections 3.14, 3.15 and 4.16 or the Depositor’s negligence, bad faith or willful misconduct in connection therewith.
 
The Master Servicer shall indemnify and hold harmless each of the Company, the Securities Administrator (if the Securities Administrator is unaffiliated with the Master Servicer) and the Depositor and their respective officers, directors and affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon a breach of the obligations of the Master Servicer under Sections 3.14, 3.15 and 4.16 or the Master Servicer’s negligence, bad faith or willful misconduct in connection therewith. In addition, the Master Servicer shall indemnify and hold harmless the Depositor and each of its officers, directors and affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon (i) any untrue statement or alleged untrue statement of any material fact contained in any Annual Statement of Compliance, any Assessment of Compliance, any Attestation Report, any Additional Disclosure or other information provided by the Master Servicer pursuant to Section 3.14, 3.15 and 4.16 (the “Master Servicer Information”), or (ii) the omission or alleged omission to state therein a material fact required to be stated therein or necessary to make the statements therein, in light of the circumstances in which they were made, not misleading; provided, by way of clarification, that clause (ii) of this paragraph shall be construed solely by reference to the Master Servicer Information and not to any other information communicated in connection with the Notes or Certificates, without regard to whether the Master Servicer Information or any portion thereof is presented together with or separately from such other information.
 
The Company shall indemnify and hold harmless each of the Depositor, the Securities Administrator and the Master Servicer and their respective officers, directors and affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon a breach of the obligations of the Company under Sections 3.14, 3.15 and 4.16 or the Company’s negligence, bad faith or willful misconduct in connection therewith. In addition, the Company shall indemnify and hold harmless each of the Depositor, the Securities Administrator and the Master Servicer and their respective officers, directors and affiliates from and against any losses, damages, penalties, fines, forfeitures, reasonable and necessary legal fees and related costs, judgments and other costs and expenses arising out of or based upon (i) any untrue statement or alleged untrue statement of any material fact contained in any Back-Up Certification, the Annual Statement of Compliance, the Assessment of Compliance, any Attestation Report, any Additional Disclosure or other information provided by or on behalf of the Company or on behalf of any subservicer or subcontractor of the Company pursuant to Section 3.14, 3.15 and 4.16 (the “Company Information”), or (ii) the omission or alleged omission to state therein a material fact required to be stated therein or necessary to make the statements therein, in light of the circumstances in which they were made, not misleading; provided, by way of clarification, that clause (ii) of this paragraph shall be construed solely by reference to the Company Information and not to any other information communicated in connection with the Notes or Certificates, without regard to whether the Company Information or any portion thereof is presented together with or separately from such other information.
 
If the indemnification provided for herein is unavailable or insufficient to hold harmless the Depositor, the Securities Administrator or the Master Servicer, as applicable, then the defaulting party, in connection with any conduct for which it is providing indemnification for under this Section 4.16(b), agrees that it shall contribute to the amount paid or payable by the other parties as a result of the losses, claims, damages or liabilities of the other party in such proportion as is appropriate to reflect the relative fault and the relative benefit of the respective parties.
 
The indemnification provisions set forth in this Section 4.16(b) shall survive the termination of this Agreement or the termination of any party to this Agreement.
 
(c)  [reserved];
 
(d)  Nothing shall be construed from the foregoing subsections (a), (b) and (c) to require the Securities Administrator or any officer, director or Affiliate thereof to sign any Form 10-K or any certification contained therein. Furthermore, the inability of the Securities Administrator to file a Form 10-K as a result of the lack of required information as set forth in Section 4.16(a) or required signatures on such Form 10-K or any certification contained therein shall not be regarded as a breach by the Securities Administrator of any obligation under this Agreement.
 
(e)  Notwithstanding the provisions of Section 8.01, this Section 4.16 may be amended without the consent of the Noteholders.
 
(f)  Any report, notice or notification to be delivered by the Company, the Master Servicer or the Securities Administrator to the Depositor pursuant to this Section 4.16, may be delivered via facsimile to Reg AB Compliance Manager, via email to RegABNotifications@bear.com or, in the case of a notification, telephonically by calling Reg AB Compliance Manager at 212-272-7525.
 
Section 4.17.  UCC. The Company shall file any financing statements, continuation statements or amendments thereto required by any change in the Uniform Commercial Code.
 
Section 4.18.  Optional Purchase of Certain HELOCs. 
 
(a)  With respect to any HELOC which as of the first day of a Calendar Quarter is delinquent in payment by 90 days or more or is an REO Property, the Class E Certificateholder shall have the right to purchase such HELOC from the Trust Estate at a price equal to the Repurchase Price; provided however (i) that such HELOC is still 90 days or more delinquent or is an REO Property as of the date of such purchase and (ii) this purchase option, if not theretofore exercised, shall terminate on the date prior to the last day of the related Calendar Quarter. This purchase option, if not exercised, shall not be thereafter reinstated unless the delinquency is cured and the HELOC thereafter again becomes 90 days or more delinquent or becomes an REO Property, in which case the option shall again become exercisable as of the first day of the related Calendar Quarter.
 
(b)  If at any time the Class E Certificateholder remits to the Master Servicer a payment for deposit in the Master Servicer Collection Account covering the amount of the Repurchase Price for a HELOC in accordance with Section 4.18(a) above, and the Master Servicer provides to the Indenture Trustee a certification signed by a Servicing Officer stating that the amount of such payment has been deposited in the Master Servicer Collection Account, then the Indenture Trustee shall execute the assignment of such HELOC to the Class E Certificateholder, without recourse, representation or warranty and the Class E Certificateholder shall succeed to all of the Indenture Trustee’s right, title and interest in and to such HELOC, and all security and documents relative thereto. Such assignment shall be an assignment outright and not for security. The Class E Certificateholder will thereupon own such Mortgage, and all such security and documents, free of any further obligation to the Issuing Entity, the Indenture Trustee, the Noteholders or the Certificateholders with respect thereto.
 
Section 4.19.  Information Required by the Internal Revenue Service and Reports Regarding Mortgaged Property. The Servicers shall prepare for and deliver to the Securities Administrator a statement with respect to each Mortgaged Property that has been rented showing the aggregate rental income received and all expenses incurred in connection with the management and maintenance of such Mortgaged Property at such times as is necessary to enable the Securities Administrator to comply with the reporting requirements of the REMIC Provisions. The net monthly rental income, if any, from such Mortgaged Property shall be deposited by the Servicers in the related Protected Account no later than the close of business on each Determination Date. The Servicers shall perform the tax reporting and withholding related to foreclosures, abandonments and cancellation of indebtedness income as specified by Sections 1445, 6050J and 6050P of the Code by preparing and filing such tax and information returns, as may be required.
 
 
 
ARTICLE V.
 
Accounts
 
Section 5.01.  Collection of HELOC Payments; Protected Account of the Company. 
 
(a)  The Company shall make reasonable efforts in accordance with Accepted Servicing Practices to collect all payments called for under the terms and provisions of the EMC HELOCs to the extent such procedures shall be consistent with this Agreement and the terms and provisions of any related Required Insurance Policy. Consistent with the foregoing, the Company may in its discretion (i) waive any late payment charge and (ii) extend the due dates for payments due on a Mortgage Note related to an EMC HELOC for a period not greater than 125 days. The Company shall not be required to institute or join in litigation with respect to collection of any payment (whether under a Mortgage, Mortgage Note or otherwise or against any public or governmental authority with respect to a taking or condemnation) if it reasonably believes that enforcing the provision of the Mortgage or other instrument pursuant to which such payment is required is prohibited by applicable law.

In instances in which an EMC HELOC is in default or if default is reasonably foreseeable, and if determined by the Company to be in the best interest of the Noteholders and the Note Insurer, the Company may permit servicing modifications of the EMC HELOCs rather than proceeding with foreclosure.  However, the Company’s ability to permit servicing modifications will be subject to some limitations, including but not limited to the following. Any amounts added to the principal balance of the EMC HELOC, or capitalized amounts added to the EMC HELOC, will be required to be fully amortized over the remaining term, or the extended term, of the EMC HELOC, unless there is a balloon payment as provided in the modification document. All capitalizations are to be implemented in accordance with the sponsor’s standards and may be implemented only by the related servicer for that purpose.  The final maturity of any EMC HELOC shall not be extended beyond one month prior to the Final Scheduled Payment Date. No servicing modification with respect to an EMC HELOC will have the effect of reducing the EMC HELOC rate below one half of the HELOC rate as in effect on the cut-off date, but not less than the Expense Fee Rate.  Further, the aggregate current principal balance of all EMC HELOCs subject to modifications can be no more than five percent (5%) of the aggregate principal balance of the EMC HELOCs as of the cut off date, but this limit may increase from time to time with the consent of the rating agencies and the Note Insurer.
 
(b)  The Company shall establish and maintain a Protected Account (which shall at all times be an Eligible Account) with a depository institution in the name of the Company for the benefit of the Indenture Trustee on behalf of the Securityholders and the Note Insurer and designated “EMC Mortgage Corporation as Servicer, on behalf of Citibank, N.A., as Indenture Trustee, for the benefit of the securityholders, in trust for registered holders of Bear Stearns Asset Backed Securities I, LLC, Mortgage Pass-Through Notes and Certificates, Series 2006-8”. The Company shall deposit or cause to be deposited into the Protected Account on a daily basis within one Business Day of receipt, except as otherwise specifically provided herein, the following payments and collections remitted by subservicers or received by it in respect of the EMC HELOCs subsequent to the Cut-off Date (other than in respect of principal and interest due on the EMC HELOCs on or before the Cut-off Date) and the following amounts required to be deposited hereunder:
 
(i)  all payments on account of principal, including Principal Prepayments, on the EMC HELOCs;
 
(ii)  all payments on account of interest on the EMC HELOCs net of the related Servicing Fee or any fees with respect to any lender-paid primary mortgage insurance policy;
 
(iii)  all Liquidation Proceeds, Subsequent Recoveries and Insurance Proceeds with respect to any EMC HELOCs, other than proceeds to be applied to the restoration or repair of the Mortgaged Property or released to the Mortgagor in accordance with the Company’s normal servicing procedures;
 
(iv)  any amount required to be deposited by the Company pursuant to Section 5.01(c) in connection with any losses on the Permitted Investments;
 
(v)  any amounts required to be deposited by the Company pursuant to Section 3.06; and
 
(vi)  any other amounts required to be deposited hereunder.
 
The foregoing requirements for deposit by the Company into the Protected Account shall be exclusive, it being understood and agreed that, without limiting the generality of the foregoing, payments in the nature of late payment charges or assumption fees, if collected, need not be deposited by the Company. In the event that the Company shall deposit any amount not required to be deposited and not otherwise subject to withdrawal pursuant to Section 5.02, it may at any time withdraw or direct the institution maintaining the Protected Account, to withdraw such amount from the Protected Account, any provision herein to the contrary notwithstanding. Such withdrawal or direction may be accomplished by delivering written notice thereof to the institution maintaining the Protected Account, that describes the amounts deposited in error in the Protected Account. The Company shall maintain adequate records with respect to all withdrawals made pursuant to this Section. All funds deposited in the Protected Account shall be held in trust for the Securityholders until withdrawn in accordance with Section 5.02.
 
(c)  The institution that maintains the Protected Account shall invest the funds in the Protected Account, in the manner directed by the Company, in Permitted Investments which shall mature not later than the Business Day immediately preceding the Servicer Remittance Date and shall not be sold or disposed of prior to its maturity. All such Permitted Investments shall be made in the name of the Indenture Trustee, for the benefit of the Securityholders. All income and gain net of any losses realized from any such investment shall be for the benefit of the Company as servicing compensation and shall be remitted to it monthly as provided herein. The amount of any losses incurred in the Protected Account in respect of any such investments shall be deposited by the Company into the Protected Account, out of the Company’s own funds.
 
(d)  The Company shall give at least 30 days advance notice to the Indenture Trustee, the Securities Administrator, the Note Insurer, the Master Servicer, each Rating Agency and the Depositor of any proposed change of location of the Protected Account prior to any change thereof.
 
Section 5.02.  Permitted Withdrawals From the Protected Account. 
 
(a)  The Company may from time to time make withdrawals from the Protected Account for the following purposes:
 
(i)  to pay itself (to the extent not previously paid to or withheld by the Company), as servicing compensation in accordance with Section 3.11, that portion of any payment of interest that equals the Servicing Fee for the period with respect to which such interest payment was made, and, as additional servicing compensation, those other amounts set forth in Section 3.11;
 
(ii)  to reimburse the Company for any previously made portion of a Servicing Advance that, in the good faith judgment of the Company, will not be ultimately recoverable by it from the related Mortgagor, any related Liquidation Proceeds, Insurance Proceeds or otherwise (a “Nonrecoverable Advance”), to the extent not reimbursed pursuant to clause (iv) or clause (v);
 
(iii)  to reimburse the Company from Insurance Proceeds for insured expenses covered by the related Insurance Policy;
 
(iv)  to pay the Company any unpaid Servicing Fees and to reimburse it for any unreimbursed Servicing Advances, provided, however, that the Company’s right to reimbursement for Servicing Advances pursuant to this subclause (iv) with respect to any HELOC shall be limited to amounts received on particular HELOC(s) (including, for this purpose, Liquidation Proceeds, Insurance Proceeds, Recoveries, Subsequent Recoveries and purchase and repurchase proceeds) that represent late recoveries of the payments for which such Servicing Advances were made;
 
(v)  to pay to EMC (in its capacity as a Sponsor), the Depositor or itself, as applicable, with respect to each EMC HELOC or property acquired in respect thereof that has been purchased pursuant to Section 2.02 or 3.04 of this Agreement, all amounts received thereon and not taken into account in determining the related Stated Principal Balance of such repurchased EMC HELOC;
 
(vi)  to pay any expenses recoverable by the Company pursuant to Section 6.04 of this Agreement;
 
(vii)  to withdraw any amount received from a Mortgagor that is recoverable and sought to be recovered as a voidable preference by a trustee in bankruptcy pursuant to the Bankruptcy Code in accordance with a final, nonappealable order of a court having competent jurisdiction;
 
(viii)  to withdraw pursuant to Section 5.01 any amount deposited in the Protected Account and not required to be deposited therein; and
 
(ix)  to clear and terminate the Protected Account upon termination of this Agreement pursuant to Section 8.10 hereof.
 
In addition, no later than 1:00 p.m. New York City time on the Servicer Remittance Date, the Company shall withdraw from the Protected Account and remit to the Master Servicer, for deposit in the Master Servicer Collection Account the amount required to be withdrawn therefrom pursuant to Section 5.04 hereof.
 
With respect to any remittance received by the Master Servicer from EMC after the date on which such remittance was due, EMC shall pay to the Master Servicer interest on any such late payment at an annual rate equal to the Prime Rate, adjusted as of the date of each change, plus two percentage points, but in no event greater that the maximum amount permitted by applicable law. Such interest shall be remitted to the Master Servicer on the date such late payment is made and shall cover the period commencing with the day following the date on which such remittance was due and ending with the Business Day on which such remittance is made, both inclusive. The payment by EMC of any such interest shall not be deemed an extension of time for payment or a waiver of any Event of Default with respect to EMC.
 
The Company shall keep and maintain separate accounting, on a HELOC by HELOC basis, for the purpose of justifying any withdrawal from the Protected Account pursuant to subclauses (i), (iii), (iv) and (v) above. Prior to making any withdrawal from the Protected Account pursuant to subclause (ii), the Company shall deliver to the Master Servicer an Officer’s Certificate of a Servicing Officer indicating the amount of any previous Advance or Servicing Advance determined by the Company to be a Nonrecoverable Advance and identifying the related EMC HELOC(s), and their respective portions of such Nonrecoverable Advance.
 
Section 5.03.  Reports to Master Servicer. 
 
On or before the tenth calendar day of each month, the Company shall furnish to the Master Servicer electronically in a format acceptable to the Master Servicer loan accounting reports in the investor’s assigned loan number order to document the payment activity on each EMC HELOC on an individual mortgage loan basis. With respect to each month, such loan accounting reports shall be in the format agreed to by the Company and the Master Servicer, including but not limited to the following information with respect to each EMC HELOC:
 
(i)  with respect to each Monthly Payment (on an actual basis with respect to HELOC balances and paid-through dates), the amount of such remittance allocable to principal (including a separate breakdown of any Principal Prepayment, including the amount of any Interest Shortfall);
 
(ii)  with respect to each Monthly Payment, the amount of such remittance allocable to interest;
 
(iii)  the amount of servicing compensation received by the Company during the prior calendar month;
 
(iv)  the aggregate principal balance of the EMC HELOCs;
 
(v)  the aggregate of any expenses reimbursed to the Company during the prior calendar month pursuant to Section 5.02;
 
(vi)  the aggregate Additional Balances created during the prior calendar month; and
 
(vii)  the number and aggregate outstanding principal balances of EMC HELOCs (a) delinquent, exclusive of EMC HELOCs in foreclosure, (1) 31 to 60 days, (2) 61 to 90 days and (3) 91 or more days, (B) in foreclosure and delinquent (1) 31 to 60 days, (2) 61 to 90 days and (3) 91 or more days and (C) in bankruptcy and delinquent (1) 31 to 60 days, (2) 61 to 90 days and (3) 91 or more days, in each case as of the close of business on the last day of the calendar month preceding such Payment Date.
 
The Master Servicer and the Securities Administrator shall be entitled to rely conclusively on the HELOC data provided by the related Servicer and shall have no liability for any errors in such HELOC data.
 
Section 5.04.  Protected Accounts. (a) The Master Servicer shall enforce the obligation of the Servicers under the Servicing Agreement and this Agreement, as applicable, to establish and maintain a Protected Account in accordance with the Servicing Agreement and this Agreement, as applicable, with records to be kept with respect thereto on a HELOC by HELOC basis, into which account shall be deposited within one (1) Business Day (or as of such other time specified in the Servicing Agreement or this Agreement) of receipt, all collections of principal and interest on any HELOC and any REO Property received by the Servicers, including Principal Prepayments, Insurance Proceeds, Liquidation Proceeds, and advances made from the related Servicer’s own funds (less servicing compensation as permitted by the Servicing Agreement or this Agreement) and all other amounts to be deposited in the related Protected Account. Each Protected Account shall be an Eligible Account. The Servicers are authorized under the Servicing Agreement and this Agreement, as applicable, to make withdrawals from and deposits to the related Protected Account for purposes required or permitted by the Servicing Agreement or this Agreement, as applicable. To the extent provided in the Servicing Agreement and this Agreement, as applicable, the Protected Account shall be held by a Designated Depository Institution and segregated on the books of such institution in the name of the Indenture Trustee for the benefit of the Noteholders.
 
To the extent set forth in the Servicing Agreement and this Agreement, as applicable, each of the Servicers will establish and maintain one or more custodial accounts (referred to herein as “Protected Accounts”) into which it will deposit daily or at such other time as specified in the Servicing Agreement or this Agreement, all collections of principal and interest on any HELOCs, including principal prepayments, Insurance Proceeds, Liquidation Proceeds, Recoveries and Subsequent Recoveries, less the applicable servicing fee, and net monthly rental income from Mortgage Properties in accordance with Section 4.19. All Protected Accounts and amounts at any time credited thereto shall comply with the requirements of the Servicing Agreement or this Agreement and shall meet the requirements of the rating agencies.
 
(b)  On the date specified in the Servicing Agreement or this Agreement, as applicable, the related Servicer will withdraw from its Protected Account amounts on deposit therein and will remit them to the Master Servicer for deposit in the Master Servicer Collection Account.
 
(c)  To the extent provided in the Servicing Agreement or this Agreement, amounts on deposit in the Protected Account may be invested in Permitted Investments in the name of the Indenture Trustee for the benefit of Noteholders, the Note Insurer and Certificateholders and, except as provided in the preceding paragraph, not commingled with any other funds. Such Permitted Investments shall mature, or shall be subject to redemption or withdrawal, no later than the date on which such funds are required to be withdrawn for deposit in the Master Servicer Collection Account, and shall be held until required for such deposit. The income earned from Permitted Investments made pursuant to this Section 5.04 shall be paid to the related Servicer under the Servicing Agreement or this Agreement, as applicable, and the risk of loss of moneys required to be distributed to the Noteholders and Certificateholders resulting from such investments shall be borne by and be the risk of the related Servicer. The related Servicer (to the extent required by the Servicing Agreement or this Agreement, as applicable) shall deposit the amount of any such loss in the Protected Account within two Business Days of receipt of notification of such loss but not later than the second Business Day prior to the Payment Date on which the moneys so invested are required to be distributed to the Noteholders and Certificateholders.
 
(d)  To the extent required by the Servicing Agreement or this Agreement, on or before the Servicer Remittance Date, the related Servicer shall withdraw or shall cause to be withdrawn from its Protected Account and shall immediately deposit or cause to be deposited in the Master Servicer Collection Account amounts representing the following collections and payments (other than with respect to principal of or interest on the HELOCs due on or before the Cut-off Date):
 
(i)  Payments on the HELOCs received by the Servicers pursuant to the Servicing Agreement or this Agreement, as applicable, which were due on or before the related Due Date, net of the amount thereof comprising the Servicing Fee or any fees with respect to any lender-paid primary mortgage insurance policy;
 
(ii)  Principal Prepayments in full, any Liquidation Proceeds, Subsequent Recoveries or Insurance Proceeds in excess of amounts payable or reimbursable to the Servicer received by the related Servicer with respect to the HELOCs in the related Prepayment Period, with interest to the date of prepayment or liquidation, net of the amount thereof comprising the Servicing Fee; and
 
(iii)  Principal Prepayments in part received by the related Servicer for the HELOCs in the related Prepayment Period.
 
(e)  To the extent set forth in the Servicing Agreement or this Agreement, withdrawals may be made from the Protected Account to make remittances as described in Section 5.02; to reimburse the related Servicer for unreimbursed Servicing Advances which have been recovered by subsequent collections from the related Mortgagor; to remove amounts deposited in error; to remove fees, charges or other such amounts deposited on a temporary basis; or to clear and terminate the account at the termination of the Servicing Agreement or this Agreement. As provided in Sections 5.01(a) certain amounts otherwise due to the related Servicer may be retained by it and need not be remitted to the Master Servicer for deposit in the Master Servicer Collection Account.
 
Section 5.05.  Master Servicer Collection Account. (a) The Master Servicer shall establish and maintain in the name of the Indenture Trustee, for the benefit of the Noteholders and the Note Insurer, the Master Servicer Collection Account as a segregated trust account or accounts. The Master Servicer Collection Account shall be an Eligible Account. The Master Servicer will deposit in the Master Servicer Collection Account as received by the Master Servicer, the following amounts:
 
(i)  Any amounts withdrawn from the Protected Account;
 
(ii)  Any Insurance Proceeds, Subsequent Recoveries or Net Liquidation Proceeds received by or on behalf of the Master Servicer or which were not deposited in the Protected Account;
 
(iii)  The Repurchase Price with respect to any HELOCs purchased by the Sponsor pursuant to the Mortgage Loan Purchase Agreement or Sections 2.02 or 2.03 hereof, any amounts which are to be treated pursuant to Section 2.04 of this Agreement as the payment of a Repurchase Price in connection with the tender of a Substitute HELOC by the Sponsor and the Repurchase Price with respect to any HELOCs purchased by the Class E Certificateholder pursuant to Section 4.18;
 
(iv)  Any amounts required to be deposited by the Master Servicer with respect to losses on investments of deposits in the Master Servicer Collection Account or Payment Account; and
 
(v)  Any other amounts received by or on behalf of the Master Servicer and required to be deposited in the Master Servicer Collection Account pursuant to this Agreement.
 
(b)  All amounts deposited to the Master Servicer Collection Account shall be held by the Master Servicer in the name of the Indenture Trustee in trust for the benefit of the Noteholders, the Certificateholders and the Note Insurer in accordance with the terms and provisions of this Agreement and the Indenture. The requirements for crediting the Master Servicer Collection Account or the Payment Account shall be exclusive, it being understood and agreed that, without limiting the generality of the foregoing, payments in the nature of (i) prepayment or late payment charges or assumption, tax service, statement account or payoff, substitution, satisfaction, release and other like fees and charges and (ii) the items enumerated in Subsections 5.05(a)(i), (ii), (iii), (iv), (vi), and (vii), need not be credited by the Master Servicer or the Servicers to the Master Servicer Collection Account or remitted by the Master Servicer or Servicer to the Securities Administrator for deposit in the Payment Account, as applicable. In the event that the Master Servicer shall remit or cause to be remitted to the Securities Administrator for deposit to the Payment Account any amount not required to be credited thereto, the Securities Administrator, upon receipt of a written request therefor signed by a Servicing Officer of the Master Servicer, shall promptly transfer such amount to the Master Servicer, any provision herein to the contrary notwithstanding.
 
(c)  The amount at any time credited to the Master Servicer Collection Account may be invested, in the name of the Indenture Trustee, or its nominee, for the benefit of the Noteholders, the Certificateholders and the Note Insurer, in Permitted Investments as directed by Master Servicer. All Permitted Investments shall mature or be subject to redemption or withdrawal on or before, and shall be held until, the next succeeding Payment Account Deposit Date. Any and all investment earnings on amounts on deposit in the Master Servicer Collection Account from time to time shall be for the account of the Master Servicer. The Master Servicer from time to time shall be permitted to withdraw or receive distribution of any and all investment earnings from the Master Servicer Collection Account. The risk of loss of moneys required to be distributed to the Noteholders and Certificateholders resulting from such investments shall be borne by and be the risk of the Master Servicer. The Master Servicer shall deposit the amount of any such loss in the Master Servicer Collection Account within two Business Days of receipt of notification of such loss but not later than the second Business Day prior to the Payment Date on which the moneys so invested are required to be distributed to the Noteholders.
 
Section 5.06.  Permitted Withdrawals and Transfers from the Master Servicer Collection Account.  (a) The Master Servicer will, from time to time on demand of the Servicers or the Securities Administrator, make or cause to be made such withdrawals or transfers from the Master Servicer Collection Account as the Master Servicer has designated for such transfer or withdrawal pursuant to this Agreement and the Servicing Agreement. The Master Servicer may clear and terminate the Master Servicer Collection Account pursuant to Section 8.10 and remove amounts from time to time deposited in error.
 
(b)  On an ongoing basis, the Master Servicer shall withdraw from the Master Servicer Collection Account (i) any expenses, costs and liabilities recoverable by the Master Servicer or the Securities Administrator pursuant to Sections 4.02 and 6.04 hereof and Section 6.07 of the Indenture and (ii) any amounts payable to the Master Servicer as set forth in Section 4.13; provided however, that the Master Servicer shall be obligated to pay from its own funds any amounts which it is required to pay under Section 6.03.
 
(c)  No later than 3:00 p.m. New York time on each Payment Account Deposit Date, the Master Servicer will transfer all Available Funds on deposit in the Master Servicer Collection Account with respect to the related Payment Date to the Securities Administrator for deposit in the Payment Account.
 
Section 5.07.  Payment Account. (a) The Securities Administrator shall establish and maintain in the name of the Indenture Trustee, for the benefit of the Noteholders and the Note Insurer, and in the name of the Certificate Paying Agent, for the benefit of the Certificateholders, the Payment Account as a segregated trust account or accounts.
 
(a)  (b)All amounts deposited to the Payment Account shall be held by the Securities Administrator in the name of the Indenture Trustee in trust for the benefit of the Noteholders and the Note Insurer, and in the name of the Certificate Paying Agent for the benefit of the Certificateholders in accordance with the terms and provisions of this Agreement.
 
(b)  The Payment Account shall constitute a non-interest bearing trust account of the Trust Estate segregated on the books of the Securities Administrator and held by the Securities Administrator in trust, and the Payment Account and the funds deposited therein shall not be subject to, and shall be protected from, all claims, liens, and encumbrances of any creditors or depositors of the Securities Administrator (whether made directly, or indirectly through a liquidator or receiver of the Securities Administrator). The Payment Account shall be an Eligible Account.
 
(c)  The amount at any time credited to the Payment Account shall be (i) held in cash or (ii) invested, in the name of the Indenture Trustee, for the benefit of the Noteholders and the Note Insurer, and in the name of the Securities Administrator, for the benefit of the Certificateholders, but only in Permitted Investments as directed by Securities Administrator. All Permitted Investments shall mature or be subject to redemption or withdrawal on or before, and shall be held until, the next succeeding Payment Date if the obligor for such Permitted Investment is the Securities Administrator, or if such obligor is any other Person, the Business Day preceding such Payment Date. All investment earnings on amounts on deposit in the Payment Account or benefit from funds uninvested therein from time to time shall be for the account of the Securities Administrator. The Securities Administrator shall withdraw all investment earnings from the Payment Account on each Payment Date. If there is any loss on a Permitted Investment, the Securities Administrator shall deposit the amount of the loss in the Payment Account.
 
(d)  The Securities Administrator or its Affiliates are permitted to receive additional compensation that could be deemed to be in the Securities Administrator’s economic self-interest for (i) servicing as investment advisor, administrator, shareholder, servicing agent, custodian or sub-custodian with respect to certain of the Permitted Investments, (ii) using Affiliates to effect transactions in certain Permitted Investments and (iii) effecting transactions in certain Permitted Investments. Such compensation shall not be considered an amount that is reimbursable or payable pursuant to Section 4.13.
 
Section 5.08.  Permitted Withdrawals and Transfers from the Payment Account. (a) The Securities Administrator will, from time to time on demand of the Master Servicer, make or cause to be made such withdrawals or transfers from the Payment Account as the Master Servicer has designated for such transfer or withdrawal pursuant to the Indenture, this Agreement and the Servicing Agreement or as the Securities Administrator has instructed hereunder for the following purposes (limited in the case of amounts due the Master Servicer to those not withdrawn from the Master Servicer Collection Account as certified by the Securities Administrator in accordance with the terms of this Agreement) but not in any order of priority:
 
(i)  to reimburse the Master Servicer or the Servicers from Insurance Proceeds or Liquidation Proceeds relating to a particular HELOC for amounts expended by the Master Servicer or such Servicer in good faith in connection with the restoration of the related Mortgaged Property which was damaged by an Uninsured Cause or in connection with the liquidation of such HELOC;
 
(ii)  to reimburse the Master Servicer or the Servicers from Insurance Proceeds relating to a particular HELOC for insured expenses incurred with respect to such HELOC and to reimburse the Master Servicer or the Servicers from Liquidation Proceeds from a particular HELOC for Liquidation Expenses incurred with respect to such HELOC; provided that the Master Servicer shall not be entitled to reimbursement for Liquidation Expenses with respect to a HELOC to the extent that (i) any amounts with respect to such HELOC were paid as Excess Liquidation Proceeds pursuant to clause (viii) of this Subsection 5.08 (a) to the Master Servicer; and (ii) such Liquidation Expenses were not included in the computation of such Excess Liquidation Proceeds;
 
(iii)  to pay the Master Servicer as set forth in Section 4.13; provided however, that the Master Servicer shall be obligated to pay from its own funds any amounts which it is required to pay under Section 6;
 
(iv)  to reimburse the Master Servicer for expenses, costs and liabilities incurred by and reimbursable to it pursuant to Sections 4.02, 6.04(c) and (d), to the extent that the Master Servicer has not already reimbursed itself for such amounts from the Master Servicer Collection Account;
 
(v)  [Reserved]
 
(vi)  to reimburse or pay the Servicers any such amounts as are due thereto under the Servicing Agreement or this Agreement, as applicable, and have not been retained by or paid to the related Servicer, to the extent provided in the Servicing Agreement or this Agreement, as applicable, as Extraordinary Trust Fund Expenses, subject to the Extraordinary Trust Fund Expenses Cap;
 
(vii)  to reimburse or pay the Indenture Trustee, the Owner Trustee, the Master Servicer and the Securities Administrator any amounts due or expenses, costs and liabilities incurred by or reimbursable to it pursuant to this Agreement, the Indenture, the Custodial Agreement, the Administrative Agreement and the Trust Agreement, to the extent such amounts have not already been previously paid or reimbursed to such party from the Master Servicer Collection Account, as Extraordinary Trust Fund Expenses, subject to the Extraordinary Trust Fund Expenses Cap;
 
(viii)  to remove amounts deposited in error; and
 
(ix)  to clear and terminate the Payment Account pursuant to Section 8.10.
 
(b)  The Master Servicer shall keep and maintain separate accounting, on a HELOC by HELOC basis, for the purpose of accounting for any reimbursement from the Payment Account pursuant to subclauses (i) through (iv) or with respect to any such amounts which would have been covered by such subclauses had the amounts not been retained by the Master Servicer without being deposited in the Payment Account under Section 5.07.
 
(c)  On each Payment Date, pursuant to Section 3.03 of the Indenture, the Securities Administrator shall distribute the Available Funds to the extent on deposit in the Payment Account to the Holders of the Notes and to the Certificate Paying Agent for distribution to the Certificates, in accordance with Section 3.03 of the Indenture.
 
Section 5.09.  Net WAC Cap Rate Carryover Reserve Account. 
 
(a)  On or before the Closing Date, the Securities Administrator shall establish a Net WAC Cap Rate Carryover Reserve Account on behalf of the Holders of the Notes. On the Closing Date, the Depositor shall cause an amount equal to the Net WAC Cap Rate Carryover Reserve Account Deposit to be deposited in the Net WAC Cap Rate Carryover Reserve Account. The Net WAC Cap Rate Carryover Reserve Account shall be an Eligible Account. The Net WAC Cap Rate Carryover Reserve Account shall be entitled “Net WAC Cap Rate Carryover Reserve Account, LaSalle Bank National Association, as Securities Administrator, on behalf of Citibank, N.A., as Indenture Trustee, for the benefit of the Securityholders. On each Payment Date as to which there is a Net WAC Cap Rate Carryover Amount payable to any Class of Notes, the Securities Administrator shall deposit the amounts distributable pursuant to Section 3.02(a)(9) of the Indenture into the Net WAC Cap Rate Carryover Reserve Account and the Securities Administrator has been directed by the Class E Certificateholder to distribute amounts in the Net WAC Cap Rate Carryover Reserve Account to the Holders of the applicable Class of Notes in the priorities set forth in Sections 3.02(a)(9) of the Indenture. Any amount paid to the Holders of Notes pursuant to the preceding sentence in respect of Net WAC Cap Rate Carryover Amounts shall be treated as distributed to the Class E Certificateholder in respect of the Class E Certificates and paid by the Class E Certificateholder to the applicable Holders of Notes. Any payments to the Holders of Notes in respect of Net WAC Cap Rate Carryover Amounts pursuant to the second preceding sentence shall not be payments with respect to a “regular interest” in a REMIC within the meaning of Section 860(G)(a)(1) of the Code.
 
(b)  The Net WAC Cap Rate Carryover Reserve Account is an “outside reserve fund” within the meaning of Treasury Regulation Section 1.860G-2(h) and shall be an asset of the Trust Estate but not an asset of any REMIC. The Securities Administrator on behalf of the Trust shall be the nominal owner of the Net WAC Cap Rate Carryover Reserve Account. The Class E Certificateholder shall be the beneficial owner of the Net WAC Cap Rate Carryover Reserve Account, subject to the power of the Securities Administrator to transfer amounts under this Section 5.09. Amounts in the Net WAC Cap Rate Carryover Reserve Account shall, at the written direction of the Class E Certificateholder, be invested in Permitted Investments that mature no later than the Business Day prior to the next succeeding Payment Date. In the absence of written instructions, amounts on deposit in the Net WAC Cap Rate Carryover Reserve Account shall remain uninvested. All net income and gain from such investments shall be distributed to the Class E Certificateholders, not as a distribution in respect of any interest in any REMIC, on such Payment Date. All amounts earned on amounts on deposit in the Net WAC Cap Rate Carryover Reserve Account shall be taxable to the Class E Certificateholder. Any losses on such investments shall be deposited in the Net WAC Cap Rate Carryover Reserve Account by the Class E Certificateholder out of its own funds immediately as realized.
 
Section 5.10.  The Certificate Distribution Account. 
 
(a)  The Securities Administrator, for the benefit of the Certificateholders, shall establish and maintain in the name of the Securities Administrator on behalf of the Certificateholders an account (the “Certificate Distribution Account”) entitled “Certificate Distribution Account, LaSalle Bank National Association, as Securities Administrator, in trust for the holders of SACO I Trust 2006-8, Certificates.” The Certificate Distribution Account may be a subaccount of the Payment Account
 
(b)  On each Payment Date, the Securities Administrator shall withdraw from the Payment Account all amounts required to be deposited in the Certificate Distribution Account pursuant to Section 3.10(c) of the Trust Agreement and deposit such amount into the Certificate Distribution Account. On each Payment Date, the Securities Administrator shall distribute all amounts on deposit in the Certificate Distribution Account to the Certificateholders in respect of the Certificates as provided in the Trust Agreement. On the Payment Date on which the Note Balance is reduced to zero, the Securities Administrator shall distribute all amounts remaining on deposit in the Certificate Distribution Account to the Certificateholders in respect of the Certificates in order to clear and terminate the Certificate Distribution Account in connection with the termination of this Agreement.
 
(c)  All distributions made on the Certificates shall be made by wire transfer of immediately available funds to the account of such Certificateholders. The final distribution on the Certificates will be made in like manner, but only upon presentment and surrender of such Certificates at the location specified in the notice to the Certificateholders of such final distribution.
 
(d)  The Securities Administrator may (but is under no obligation to) invest, or cause to be invested, funds held in the Certificate Distribution Account in Eligible Investments (which may be obligations of the Securities Administrator). All such investments must be payable on demand or mature no later than one Business Day prior to the next Payment Date, and shall not be sold or disposed of prior to their maturity. All such Eligible Investments will be made in the name of the Securities Administrator (in its capacity as such) or its nominee. The amount of any losses incurred in respect of any such investments shall be paid by the Securities Administrator for deposit in the Certificate Distribution Account out of its own funds, without any right of reimbursement therefore, immediately as realized. All income and gain realized from any such investment shall be compensation to the Securities Administrator and shall be subject to its withdrawal on order from time to time.
 



ARTICLE VI.
 
The Master Servicer
 
Section 6.01.  Liabilities of the Master Servicer. The Master Servicer shall be liable in accordance herewith only to the extent of the obligations specifically imposed upon and undertaken by it herein.
 
Section 6.02.  Merger or Consolidation of the Master Servicer. 
 
(a)  The Master Servicer will keep in full force and effect its existence, rights and franchises as a corporation under the laws of the state of its incorporation, and 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 Notes or any of the HELOCs and to perform its duties under this Agreement.
 
(b)  Any Person into which the Master Servicer may be merged or consolidated, or any corporation resulting from any merger or consolidation to which the Master Servicer shall be a party, or any Person succeeding to the business of the Master Servicer, shall be the successor of the Master Servicer hereunder, without the execution or filing of any paper or further act on the part of any of the parties hereto, anything herein to the contrary notwithstanding.
 
Section 6.03.  Indemnification of the Indenture Trustee, Owner Trustee, the Company, the Note Insurer, the Master Servicer and the Securities Administrator.
 
(a)  The Master Servicer agrees to indemnify the Indemnified Persons for, and to hold them harmless against, any loss, liability or expense (including reasonable legal fees and disbursements of counsel) incurred on their part that may be sustained in connection with, arising out of, or relating to, any claim or legal action relating to this Agreement (i) related to the Master Servicer’s failure to perform its duties in compliance with this Agreement (except as to any such loss, liability or expense that shall be otherwise reimbursable pursuant to this Agreement) or (ii) incurred by reason of the Master Servicer’s willful misfeasance, bad faith or gross negligence in the performance of duties hereunder or by reason of reckless disregard of obligations and duties hereunder, provided, in each case, that with respect to any such claim or legal action (or pending or threatened claim or legal action), the Indemnified Person shall have given the Master Servicer and EMC written notice thereof promptly after such Indemnified Person shall have with respect to such claim or legal action knowledge thereof; provided, however that the failure to give such notice shall not relieve the Master Servicer of its indemnification obligations hereunder except to the extent the Master Servicer is prejudiced thereby. This indemnity shall survive the resignation or removal of the Indenture Trustee, Master Servicer or the Securities Administrator and the termination of this Agreement.
 
(b)  The Company agrees to indemnify the Indemnified Persons and to hold them harmless from and against any and all claims, losses, damages, penalties, fines, forfeitures, legal fees and related costs, judgments, and any other costs, fees and expenses that the Indemnified Persons may sustain in any way related to (i) the failure of the Company to perform in any way its duties hereunder and service the EMC HELOCs in strict compliance with the terms of this Agreement, (ii) breach of any representation or warranty of the Company contained herein or (iii) incurred by reason of the Company’s willful misfeasance, bad faith or negligence in the performance of its duties hereunder or by reason of reckless disregard of its obligations and duties hereunder. The Company shall immediately notify the Master Servicer and the Indenture Trustee if a claim is made by a third party with respect to this Agreement or the EMC HELOCs, assume (with the consent of the Master Servicer and the Indenture Trustee and with counsel reasonably satisfactory to the Master Servicer and the Indenture Trustee) the defense of any such claim and pay all expenses in connection therewith, including counsel fees, and promptly pay, discharge and satisfy any judgment or decree which may be entered against it or any Indemnified Person in respect of such claim but failure of the Company to give such notice shall not limit its obligations hereunder. The Company agrees that it will not enter into any settlement of any such claim without the consent of the Indemnified Persons unless such settlement includes an unconditional release of such Indemnified Persons from all liability that is the subject matter of such claim. The provisions of this Section 6.03(b) shall survive termination of this Agreement.
 
(c)  The Sponsor agrees to indemnify the Owner Trustee for any loss, liability or expense for which the Depositor is required to indemnify the Owner Trustee pursuant to Section 7.02 of the Trust Agreement, other than (x) any loss liability or expense required to be covered by the Master Servicer pursuant to this Section 6.03 and (y) any loss, liability or expense already paid by the Depositor in accordance with Section 7.02 of the Trust Agreement.
 
Section 6.04.  Limitations on Liability of the Master Servicer and Others. Subject to the obligation of the Master Servicer and the Company to indemnify the Indemnified Persons pursuant to Section 6.03:
 
(a)  Neither the Master Servicer or the Company nor any of the directors, officers, employees or agents of the Master Servicer and the Company shall be under any liability to the Indemnified Persons, the Depositor, the Trust Estate or the Noteholders for taking any action or for refraining from taking any action in good faith pursuant to this Agreement, or for errors in judgment; provided, however, that this provision shall not protect the Master Servicer, the Company or any such Person against any breach of warranties or representations made herein or any liability which would otherwise be imposed by reason of such Person’s willful misfeasance, bad faith or gross negligence in the performance of duties or by reason of reckless disregard of obligations and duties hereunder.
 
(b)  The Master Servicer, the Company and any director, officer, employee or agent of the Master Servicer and the Company 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.
 
(c)  The Master Servicer, the Company and any director, officer, employee or agent of the Master Servicer and the Company shall be indemnified by the Trust Estate and held harmless thereby against any loss, liability or expense (including reasonable legal fees and disbursements of counsel) incurred on their part that may be sustained in connection with, arising out of, or related to, any claim or legal action (including any pending or threatened claim or legal action) relating to, or the performance of its obligation under, this Agreement, the Indenture, the Custodial Agreement, the Notes, the Assignment Agreement or the Servicing Agreement (except to the extent that the Master Servicer is indemnified by the Servicers thereunder), other than (i) any such loss, liability or expense related to the Master Servicer’s or the Company’s failure to perform its duties in compliance with this Agreement (except as any such loss, liability or expense shall be otherwise reimbursable pursuant to this Agreement), or (ii) any such loss, liability or expense incurred by reason of the Master Servicer’s or the Company’s willful misfeasance, bad faith or gross negligence in the performance of duties hereunder or by reason of reckless disregard of obligations and duties hereunder.
 
(d)  Neither the Master Servicer nor the Company shall be under any obligation to appear in, prosecute or defend any legal action that is not incidental to its duties under this Agreement and that in its opinion may involve it in any expense or liability; provided, however, the Master Servicer may in its discretion undertake any such action which it may deem necessary or desirable with respect to this Agreement, the Trust Agreement or the Indenture and the rights and duties of the parties hereto and the interests of the Noteholders and Certificateholders hereunder and thereunder. In such event, the legal expenses and costs of such action and any liability resulting therefrom shall be expenses, costs and liabilities of the Trust Estate as Extraordinary Trust Fund Expenses, and the Master Servicer shall be entitled to be reimbursed therefor out of the Master Servicer Collection Account as provided by Section 5.06. Nothing in this Subsection 6.04(d) shall affect the Master Servicer’s obligation to supervise, or to take such actions as are necessary to ensure, the servicing and administration of the HELOCs pursuant to Section 4.01.
 
(e)  In taking or recommending any course of action pursuant to this Agreement, unless specifically required to do so pursuant to this Agreement, the Master Servicer shall not be required to investigate or make recommendations concerning potential liabilities which the Trust Estate might incur as a result of such course of action by reason of the condition of the Mortgaged Properties but shall give written notice to the Indenture Trustee if it has notice of such potential liabilities.
 
(f)  The Master Servicer shall not be liable for any acts or omissions of the Servicers.
 
(g)  The Master Servicer may perform any of its duties hereunder or exercise its rights hereunder either directly or through Affiliates, agents or attorneys.
 
Section 6.05.  Master Servicer Not to Resign. Except as provided in Section 6.07, the Master Servicer shall not resign from the obligations and duties hereby imposed on it except upon a determination that any such duties hereunder are no longer permissible under applicable law and such impermissibility cannot be cured. Any such determination permitting the resignation of the Master Servicer shall be evidenced by an Opinion of Counsel addressed to the Indenture Trustee, the Note Insurer, the Securities Administrator and the Issuing Entity to such effect delivered to the Indenture Trustee, the Note Insurer and the Issuing Entity. No such resignation by the Master Servicer shall become effective until the Company or the Indenture Trustee or a successor to the Master Servicer reasonably satisfactory to the Indenture Trustee, the Note Insurer and Company shall have assumed the responsibilities and obligations of the Master Servicer in accordance with Section 7.02 hereof. The Indenture Trustee shall notify the Rating Agencies of the resignation of the Master Servicer. Any resignation of the Master Servicer shall result in the automatic resignation of the Securities Administrator.
 
Section 6.06.  Successor Master Servicer. In connection with the appointment of any successor master servicer or the assumption of the duties of the Master Servicer, the Note Insurer must consent in writing (so long as no Note Insurer Default exists), and the Company or the Indenture Trustee may make such arrangements for the compensation of such successor master servicer out of payments on the HELOCs as the Company or the Indenture Trustee and such successor master servicer shall agree. If the successor master servicer does not agree that such market value is a fair price, such successor master servicer shall obtain two quotations of market value from third parties actively engaged in the servicing of single-family mortgage loans. Notwithstanding the foregoing, the compensation payable to a successor master servicer may not exceed the compensation which the Master Servicer would have been entitled to retain if the Master Servicer had continued to act as Master Servicer hereunder.
 
Section 6.07.  Sale and Assignment of Master Servicing. The Master Servicer may sell and assign its rights and delegate its duties and obligations in its entirety as Master Servicer under this Agreement and the Company may, with the written consent of the Note Insurer, so long as no Note Insurer Default exists, terminate the Master Servicer without cause and select a new Master Servicer; provided, however, that: (i) the purchaser or transferee accepting such assignment and delegation (a) shall be a Person which shall be qualified to service mortgage loans for Fannie Mae or Freddie Mac; (b) shall have a net worth of not less than $15,000,000 (unless otherwise approved by each Rating Agency pursuant to clause (ii) below); (c) shall be reasonably satisfactory to the Indenture Trustee, Note Insurer and Company; and (d) shall execute and deliver to the Indenture Trustee an agreement, in form and substance reasonably satisfactory to the Issuing Entity and the Indenture Trustee, which contains an assumption by such Person of the due and punctual performance and observance of each covenant and condition to be performed or observed by it as master servicer under this Agreement; (ii) each Rating Agency shall be given prior written notice of the identity of the proposed successor to the Master Servicer and each Rating Agency’s rating of the Notes in effect immediately prior to such assignment, sale and delegation (without regard to the Policy) will not be downgraded, qualified or withdrawn as a result of such assignment, sale and delegation, as evidenced by a letter to such effect delivered to the Master Servicer, Issuing Entity, Note Insurer and Indenture Trustee; (iii) the Master Servicer assigning and selling the master servicing shall deliver to the Issuing Entity, the Note Insurer and the Indenture Trustee an Officer’s Certificate and an Opinion of Counsel addressed to the Issuing Entity, Note Insurer, the Securities Administrator and Indenture Trustee, each stating that all conditions precedent to such action under this Agreement have been completed and such action is permitted by and complies with the terms of this Agreement; and (iv) in the event the Master Servicer is terminated without cause by the Company, the Company shall pay the terminated Master Servicer a termination fee equal to 0.25% of the aggregate Scheduled Principal Balance of the HELOCs at the time the master servicing of the HELOCs is transferred to the successor Master Servicer. No such assignment or delegation shall affect any liability of the Master Servicer arising prior to the effective date thereof.
 
 
 
ARTICLE VII.
 
Default
 
Section 7.01.  Master Servicer Events of Default. “Master Servicer Event of Default,” wherever used herein, means any one of the following events (whatever the reason for such Master Servicer Event of Default and whether it shall be voluntary or involuntary or be effected by operation of law or pursuant to any judgment, decree or order of any court or any order, rule or regulation of any administrative or governmental body) and only with respect to the defaulting Master Servicer:
 
(i)  The Master Servicer fails to cause to be deposited in the Payment Account any amount so required to be deposited pursuant to this Agreement (other than a Servicing Advance), and such failure continues unremedied for a period of one Business Day after the date upon which written notice of such failure, requiring the same to be remedied, shall have been given to the Master Servicer; or
 
(ii)  The Master Servicer fails to observe or perform in any material respect any other material covenants and agreements set forth in this Agreement to be performed by it, which covenants and agreements materially affect the rights of Noteholders, Certificateholders or the Note Insurer, and such failure continues unremedied for a period of 30 days after the date on which written notice of such failure, properly requiring the same to be remedied, shall have been given to the Master Servicer by the Indenture Trustee or to the Master Servicer and the Indenture Trustee by the Note Insurer or the Holders of Notes aggregating at least 25% of the Note Principal Balance of the Notes; or
 
(iii)  There is entered against the Master Servicer a decree or order by a court or agency or supervisory authority having jurisdiction in the premises for the appointment of a conservator, receiver or liquidator in any insolvency, readjustment of debt, marshaling of assets and liabilities or similar proceedings, or for the winding up or liquidation of its affairs, and the continuance of any such decree or order is unstayed and in effect for a period of 60 consecutive days, or an involuntary case is commenced against the Master Servicer under any applicable insolvency or reorganization statute and the petition is not dismissed within 60 days after the commencement of the case; or
 
(iv)  The Master Servicer consents to the appointment of a conservator or receiver or liquidator in any insolvency, readjustment of debt, marshaling of assets and liabilities or similar proceedings of or relating to the Master Servicer or substantially all of its property; or the Master Servicer admits in writing its inability to pay its debts generally as they become due, files a petition to take advantage of any applicable insolvency or reorganization statute, makes an assignment for the benefit of its creditors, or voluntarily suspends payment of its obligations; and
 
(v)  The Master Servicer assigns or delegates its duties or rights under this Agreement in contravention of the provisions permitting such assignment or delegation under Sections 6.05 or 6.07.
 
In each and every such case, so long as such Master Servicer Event of Default with respect to the Master Servicer shall not have been remedied, either the Indenture Trustee or the Note Insurer, or, if a Note Insurer Default exists, the Holders of Notes aggregating at least 51% of the Note Principal Balance of the Notes, by notice in writing to the Master Servicer (and to the Indenture Trustee if given by the Note Insurer or such Noteholders), with a copy to the Rating Agencies, and with the consent of the Company and the Note Insurer (so long as no Note Insurer Default exists) in writing, may terminate all of the rights and obligations (but not the liabilities) of the Master Servicer under this Agreement and in and to the HELOCs and/or the REO Property serviced by the Master Servicer and the proceeds thereof. Upon the receipt by the Master Servicer of the written notice, all authority and power of the Master Servicer under this Agreement, whether with respect to the Notes, the HELOCs, REO Property or under any other related agreements (but only to the extent that such other agreements relate to the HELOCs or related REO Property) shall, subject to Section 7.02, automatically and without further action pass to and be vested in the Indenture Trustee pursuant to this Section 7.01; and, without limitation, the Indenture Trustee is hereby authorized and empowered to execute and deliver, on behalf of the Master Servicer as attorney-in-fact or otherwise, any and all documents and other instruments and to do or accomplish all other acts or things necessary or appropriate to effect the purposes of such notice of termination, whether to complete the transfer and endorsement or assignment of the HELOCs and related documents, or otherwise. The Master Servicer agrees to cooperate with the Indenture Trustee in effecting the termination of the Master Servicer’s rights and obligations hereunder, including, without limitation, the transfer to the Indenture Trustee of (i) the property and amounts which are then or should be part of the Trust Estate or which thereafter become part of the Trust Estate; and (ii) originals or copies of all documents of the Master Servicer reasonably requested by the Indenture Trustee to enable it to assume the Master Servicer’s duties thereunder. In addition to any other amounts which are then, or, notwithstanding the termination of its activities under this Agreement, may become payable to the Master Servicer under this Agreement, the Master Servicer shall be entitled to receive, out of any amount received on account of a HELOC or related REO Property, that portion of such payments which it would have received as reimbursement under this Agreement if notice of termination had not been given. The termination of the rights and obligations of the Master Servicer shall not affect any obligations incurred by the Master Servicer prior to such termination.
 
Section 7.02.  Indenture Trustee to Act; Appointment of Successor. (a) Upon the receipt by the Master Servicer of a notice of termination pursuant to Section 7.01 or an Opinion of Counsel pursuant to Section 6.05 to the effect that the Master Servicer is legally unable to act or to delegate its duties to a Person which is legally able to act, the Indenture Trustee shall automatically become the successor in all respects to the Master Servicer in its capacity under this Agreement and the transactions set forth or provided for herein and shall thereafter be subject to all the responsibilities, duties, liabilities and limitations on liabilities relating thereto placed on the Master Servicer by the terms and provisions hereof; provided, however, that the Sponsor shall have the right to either (a) immediately assume the duties of the Master Servicer or (b) select a successor Master Servicer; provided further, however, that the Indenture Trustee shall have no obligation whatsoever with respect to any liability (including advances deemed recoverable and not previously made with respect to the relevant Payment Date giving rise to the Master Servicer Event of Default which shall be made by such successor Master Servicer) incurred by the Master Servicer at or prior to the time of termination. As compensation therefor, but subject to Section 5.09, the Indenture Trustee shall be entitled to compensation which the Master Servicer would have been entitled to retain if the Master Servicer had continued to act hereunder, except for those amounts due the Master Servicer as reimbursement permitted under this Agreement for advances previously made or expenses previously incurred. Notwithstanding the above, the Indenture Trustee may, if it shall be unwilling so to act, or shall, if it is legally unable so to act, appoint or petition a court of competent jurisdiction to appoint, any established housing and home finance institution which is a Fannie Mae- or Freddie Mac-approved servicer, and with respect to a successor to the Master Servicer only, having a net worth of not less than $15,000,000, as the successor to the Master Servicer hereunder in the assumption of all or any part of the responsibilities, duties or liabilities of the Master Servicer hereunder; provided, that the Indenture Trustee shall obtain a letter from each Rating Agency that the ratings, if any, on each of the Notes (without regard to the Policy) will not be lowered as a result of the selection of the successor to the Master Servicer. Pending appointment of a successor to the Master Servicer hereunder, the Indenture Trustee shall be the successor and act in such capacity as hereinabove provided. In connection with such appointment and assumption, the Indenture Trustee may make such arrangements for the compensation of such successor out of payments on the HELOCs as it and such successor shall agree; provided, however, that the provisions of Section 6.06 shall apply, the compensation shall not be in excess of that which the Master Servicer would have been entitled to if the Master Servicer had continued to act hereunder, and that such successor shall undertake and assume the obligations of the Master Servicer to pay compensation to any third Person acting as an agent or independent contractor in the performance of master servicing responsibilities hereunder. The Indenture Trustee and such successor shall take such action, consistent with this Agreement, as shall be necessary to effectuate any such succession.
 
(b)  If the Indenture Trustee shall succeed to any duties of the Master Servicer respecting the HELOCs as provided herein, it shall do so in a separate capacity and not in its capacity as Indenture Trustee and, accordingly, the provisions of Article VI of the Indenture shall be inapplicable to the Indenture Trustee in its duties as the successor to the Master Servicer in the servicing of the HELOCs (although such provisions shall continue to apply to the Indenture Trustee in its capacity as Indenture Trustee); the provisions of Article V, however, shall apply to it in its capacity as successor master servicer.
 
Section 7.03.  Notification to Noteholders and the Note Insurer. Upon any termination or appointment of a successor to the Master Servicer, the Indenture Trustee shall give prompt written notice thereof to Noteholders and Certificateholders at their respective addresses appearing in the Note Register and to the Rating Agencies and the Note Insurer at its address appearing in the Insurance Agreement.
 
Section 7.04.  Waiver of Defaults. The Indenture Trustee shall transmit by mail to all Noteholders, Certificateholders and the Note Insurer, within 60 days after the occurrence of any Master Servicer Event of Default of which a Responsible Officer of the Indenture Trustee received written notice or has actual knowledge, unless such Master Servicer Event of Default shall have been cured, notice of each such Master Servicer Event of Default. The Note Insurer of, if a Note Insurer Default exists, Holders of Notes aggregating at least 51% of the Note Principal Balance of the Notes may, on behalf of all Noteholders, waive any default by the Master Servicer in the performance of its obligations hereunder and the consequences thereof, except a default in the making of or the causing to be made any required distribution on the Notes, which default may only be waived by the Note Insurer and the Holders of Notes aggregating 100% of the Note Principal Balance of the Notes. Upon any such waiver of a past default, such default shall be deemed to cease to exist, and any Master Servicer Event of Default arising therefrom shall be deemed to have been timely remedied for every purpose of this Agreement. No such waiver shall extend to any subsequent or other default or impair any right consequent thereon except to the extent expressly so waived. The Indenture Trustee shall give notice of any such waiver to the Rating Agencies and the Note Insurer.
 
Section 7.05.  Company Default. In case one or more of the following events of default by the Company (each, a “Company Default”) shall occur and be continuing, that is to say:
 
(i)  any failure by the Company to remit to the Master Servicer any payment required to be made under the terms of this Agreement on any Servicer Remittance Date; or
 
(ii)  failure on the part of the Company duly to observe or perform in any material respect any other of the covenants or agreements (other than Sections 3.14, 3.15 or 4.16) on the part of the Company set forth in this Agreement, the breach of which has a material adverse effect and which continue unremedied for a period of sixty days (except that such number of days shall be fifteen in the case of a failure to pay any premium for any insurance policy required to be maintained under this Agreement and such failure shall be deemed to have a material adverse effect) after the date on which written notice of such failure, requiring the same to be remedied, shall have been given to the Company by the Master Servicer; or
 
(iii)  a decree or order of a court or agency or supervisory authority having jurisdiction for the appointment of a conservator or receiver or liquidator in any insolvency, bankruptcy, readjustment of debt, marshaling of assets and liabilities or similar proceedings, or for the winding-up or liquidation of its affairs, shall have been entered against the Company and such decree or order shall have remained in force undischarged or unstayed for a period of sixty days; or
 
(iv)  the Company shall consent to the appointment of a conservator or receiver or liquidator in any insolvency, bankruptcy, readjustment of debt, marshaling of assets and liabilities or similar proceedings of or relating to the Company or of or relating to all or substantially all of its property; or
 
(v)  the Company 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)  the Company attempts to assign its right to servicing compensation hereunder or the Company attempts to sell or otherwise dispose of all or substantially all of its property or assets or to assign this Agreement or the servicing responsibilities hereunder or to delegate its duties hereunder or any portion thereof except as otherwise permitted herein; or
 
(vii)  the Company ceases to be qualified to transact business in any jurisdiction where it is currently so qualified, but only to the extent such non-qualification materially and adversely affects the Company’s ability to perform its obligations hereunder; or
 
(viii)  failure by the Company to duly perform, within the required time period, its obligations under Section 3.14, 3.15 or 4.16 which failure continues unremedied for the cure period;
 
then, and in each and every such case, so long as a Company Default shall not have been remedied, the Master Servicer or the Note Insurer, by notice in writing to the Company may, in addition to whatever rights the Master Servicer and the Indenture Trustee on behalf of the Certificateholders and the Note Insurer may have under Section 6.03 and at law or equity to damages, including injunctive relief and specific performance, terminate all the rights and obligations of the Company under this Agreement and in and to the EMC HELOCs and the proceeds thereof without compensating the Company for the same. On or after the receipt by the Company of such written notice, all authority and power of Company under this Agreement, whether with respect to the EMC HELOCs or otherwise, shall pass to and be vested in the Master Servicer after a transition period (not to exceed 90 days). Upon written request from the Master Servicer or the Note Insurer, the Company shall prepare, execute and deliver, any and all documents and other instruments, place in the Master Servicer’s possession all Mortgage Files relating to the EMC HELOCs, and 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 EMC HELOCs and related documents, or otherwise, at the Company’s sole expense. The Company agrees to cooperate with the Master Servicer and the Note Insurer in effecting the termination of the Company’s responsibilities and rights hereunder, including, without limitation, the transfer to such successor for administration by it of all cash amounts which shall at the time be credited by the Company to its Protected Account or thereafter received with respect to the EMC HELOCs or any related REO Property.
 
The costs and expenses of the Master Servicer in connection with the termination of the Company, appointment of a successor to the Company, and, if applicable, any transfer of servicing, including, without limitation, all costs and expenses associated with the complete transfer of all servicing data and the completion, correction or manipulation of such servicing data as may be required by the Master Servicer or other successor to the Company to correct any errors or insufficiencies in the servicing data or otherwise to enable the Master Servicer or such successor to service the related HELOCs properly and effectively, to the extent not previously paid by the terminated Company, shall be payable to the Master Servicer or such successor pursuant to Section 5.06 and shall not be subject to the cap on Extraordinary Trust Fund Expenses.
 
Section 7.06.  Waiver of Company Defaults. The Master Servicer, with the consent of the Note Insurer, may waive only by written notice any default by the Company in the performance of its obligations hereunder and its consequences. Upon any such waiver of a past default, such default shall cease to exist, and any Company Default arising therefrom shall be deemed to have been remedied for every purpose of this Agreement. No such waiver shall extend to any subsequent or other default or impair any right consequent thereon except to the extent expressly so waived in writing.
 


ARTICLE VIII.
 
Miscellaneous Provisions
 
Section 8.01.  Amendment. (a) This Agreement may be amended from time to time by the Issuing Entity, the Company, the Depositor, the Master Servicer, the Securities Administrator, the Indenture Trustee, without notice to or the consent of any of the Noteholders or Certificateholders, but with the prior written consent of the Note Insurer (so long as no Note Insurer Default exists) not to be unreasonably withheld, to cure any ambiguity, to correct or supplement any provisions herein or therein that may be defective or inconsistent with any other provisions herein or therein, to comply with any changes in the Code or 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, however, that such action shall not, as evidenced by an Opinion of Counsel, addressed to the Indenture Trustee and Owner Trustee, adversely affect in any material respect the interests of any Noteholder, Certificateholder or the Note Insurer.
 
Notwithstanding the foregoing, without the prior written consent of the Noteholders, Certificateholders or the Note Insurer (so long as no Note Insurer Default exists), the parties hereto may at any time and from time to time amend this Agreement to modify, eliminate or add to any of its provisions to such extent as shall be necessary or appropriate to maintain the qualification of any REMIC created pursuant to the Indenture as a REMIC under the Code or to avoid or minimize the risk of the imposition of any tax on any REMIC created pursuant to the Indenture pursuant to the Code that would be a claim against any such REMIC at any time prior to the final redemption of the Notes, provided that the Indenture Trustee and Owner Trustee have been provided an Opinion of Counsel addressed to the Indenture Trustee, Note Insurer, Securities Administrator and Owner Trustee, which opinion shall be an expense of the party requesting such opinion but in any case shall not be an expense of the Indenture Trustee, the Note Insurer, the Owner Trustee or the Trust Estate, to the effect that such action is necessary or appropriate to maintain such qualification or to avoid or minimize the risk of the imposition of such a tax.
 
(b)  This Agreement may also be amended from time to time by the Issuing Entity, the Company, the Master Servicer, the Depositor, the Securities Administrator, the Indenture Trustee, with the prior written consent of the Note Insurer (so long as no Note Insurer Default exists) and Holders of Notes aggregating at least 51% of Note Principal Balance of the Notes, 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 Noteholders; provided, however, that no such amendment shall (i) reduce in any manner the amount of, or delay the timing of, payments received on HELOCs which are required to be distributed on any Note or Certificate without the consent of the Holder of such Note or Certificate, (ii) reduce the aforesaid percentage of Notes or Certificates the Holders of which are required to consent to any such amendment, without the consent of the Holders of all Notes or Certificates then outstanding or (iii) cause any REMIC created pursuant to the Indenture to cease to qualify as a REMIC. Notwithstanding any other provision of this Agreement, for purposes of the giving or withholding of consents pursuant to this Section 8.01(b), Notes registered in the name of or held for the benefit of the Issuing Entity, the Depositor, the Securities Administrator, the Master Servicer, the Note Insurer or the Indenture Trustee or any Affiliate thereof shall be entitled to vote their Percentage Interests with respect to matters affecting such Notes.
 
(c)  Promptly after the execution of any such amendment, the Securities Administrator shall furnish a copy of such amendment or written notification of the substance of such amendment to each Noteholder, Certificateholder and the Note Insurer, with a copy to the Rating Agencies.
 
(d)  In the case of an amendment under Subsection 8.01(b) above, it shall not be necessary for the Noteholders or Certificateholders to approve the particular form of such an amendment. Rather, it shall be sufficient if the Noteholders or Certificateholders approve the substance of the amendment. The manner of obtaining such consents and of evidencing the authorization of the execution thereof by Noteholders shall be subject to such reasonable regulations as the Indenture Trustee may prescribe.
 
(e)  Prior to the execution of any amendment to this Agreement, the Indenture Trustee or Owner Trustee shall be entitled to receive and rely upon an Opinion of Counsel addressed to the Indenture Trustee, Owner Trustee and Note Insurer stating that the execution of such amendment is authorized or permitted by this Agreement. The Indenture Trustee, the Owner Trustee, the Master Servicer and the Securities Administrator may, but shall not be obligated to, enter into any such amendment which affects its own respective rights, duties or immunities under this Agreement.
 
(f)  Any amendment affecting the rights of the Owner Trustee shall require the Owner Trustee’s written consent, which consent shall not be unreasonably withheld.
 
Section 8.02.  Recordation of Agreement. 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 Mortgaged Properties are situated, and in any other appropriate public recording office or elsewhere. The Depositor shall effect such recordation, at the expense of the Trust Estate upon the request in writing of a Noteholder, the Note Insurer or Certificateholder, but only if such direction is accompanied by an Opinion of Counsel (provided at the expense of the Noteholder, the Note Insurer or Certificateholder requesting recordation) to the effect that such recordation would materially and beneficially affect the interests of the Noteholders or Certificateholders or is required by law.
 
Section 8.03.  Governing Law. THIS AGREEMENT AND THE NOTES SHALL BE CONSTRUED IN ACCORDANCE WITH THE LAWS OF THE STATE OF NEW YORK WITHOUT REFERENCE TO ITS CONFLICT OF LAWS RULES (OTHER THAN SECTION 5--1401 OF THE GENERAL OBLIGATIONS LAW, WHICH THE PARTIES HERETO EXPRESSLY RELY UPON IN THE CHOICE OF SUCH LAW AS THE GOVERNING LAW HEREUNDER) AND THE OBLIGATIONS, RIGHTS AND REMEDIES OF THE PARTIES HEREUNDER SHALL BE DETERMINED IN ACCORDANCE WITH SUCH LAWS.
 
Section 8.04.  Notices. All demands and notices hereunder shall be in writing and shall be deemed given when delivered at (including delivery by facsimile) or mailed by registered mail, return receipt requested, postage prepaid, or by recognized overnight courier, to (i) in the case of the Depositor, 383 Madison Avenue, New York, New York 10179, Attention: General Counsel, or to such other address as may hereafter be furnished to the other parties hereto in writing; (ii) in the case of the Indenture Trustee, at the Corporate Trust Office or such other address as may hereafter be furnished to the other parties hereto in writing; (iii) in the case of the Company, 2780 Lake Vista Drive, Lewisville, Texas 75067, Attention: President or General Counsel, or to such other address as may hereafter be furnished to the other parties hereto in writing; (iv) in the case of the Master Servicer or Securities Administrator, LaSalle Bank National Association, 135 South LaSalle Street, Suite 1511, Chicago, IL 60603 (Attention: Global Securities and Trust Services - SACO I Trust 2006-8), facsimile no.: (312) 904-1368, or such other address as may hereafter be furnished to the other parties hereto in writing; or (v) in the case of the Issuing Entity, to SACO I Trust 2006-8 c/o Wilmington Trust Company, 1100 North Market Street, Wilmington, Delaware 19890; Attention: Corporate Trust Administration, or such other address as may hereafter be furnished to the other parties hereto in writing; (vi) in the case of the Owner Trustee, to Wilmington Trust Company, 1100 North Market Street, Wilmington, Delaware 19890; Attention: Corporate Trust Administration; or such other address as may hereafter be furnished to the other parties hereto in writing; (vii) in the case of the Rating Agencies, Standard & Poor’s, a division of The McGraw-Hill Companies, Inc., 55 Water Street, New York, New York 10041, and Moody’s Investors Service, Inc., 99 Church Street, New York, New York 10007, and (viii) in the case of the Note Insurer, Ambac Assurance Corporation, One State Street Plaza, New York, New York 10004, Attention: Risk Management, Consumer Asset-Backed Securities (SACO I Trust 2006-8, Policy No. AB1020BE), with a copy to the General Counsel at the above address, and in each case in which a demand, notice or other communication to the Note Insurer refers to a Default, an Event of Default or any event with respect to which failure on the part of the Note Insurer to respond shall be deemed to constitute consent or acceptance, then such demand, notice or other communication shall be marked to indicate “URGENT MATERIAL ENCLOSED”; or such other address as may hereafter be furnished to the other parties hereto in writing. Any notice delivered to the Depositor, the Master Servicer, the Securities Administrator, the Indenture Trustee, the Issuing Entity, the Note Insurer or the Owner Trustee under this Agreement shall be effective only upon receipt. Any notice required or permitted to be mailed to a Noteholder, unless otherwise provided herein, shall be given by first-class mail, postage prepaid, at the address of such Noteholder as shown in the Note 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 Noteholder receives such notice.
 
Section 8.05.  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 severed 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 Notes or Certificates or the rights of the Noteholders or Certificateholders thereof.
 
Section 8.06.  Successors and Assigns. The provisions of this Agreement shall be binding upon the parties hereto, the Noteholders, the Certificateholders and their respective successors and assigns. The Indenture Trustee shall have the right to exercise all rights of the Issuing Entity under this Agreement.
 
Section 8.07.  Article and Section Headings. The article and section headings herein are for convenience of reference only, and shall not limit or otherwise affect the meaning hereof.
 
Section 8.08.  Counterparts. This Agreement may be executed in two or more counterparts each of which when so executed and delivered shall be an original but all of which together shall constitute one and the same instrument.
 
Section 8.09.  Notice to Rating Agencies and the Note Insurer. The Indenture Trustee, with respect to (a), (b) and (c), and the Securities Administrator, with respect to (d) shall promptly provide notice to each Rating Agency and the Note Insurer with respect to each of the following of which a Responsible Officer of the Indenture Trustee has actual knowledge or written notice:
 
(a)  Any material change or amendment to this Agreement;
 
(b)  The occurrence of any Master Servicer Event of Default that has not been cured;
 
(c)  The resignation or termination of the Master Servicer, the Indenture Trustee, the Owner Trustee or the Securities Administrator; and
 
(d)  Any change in the location of the Master Servicer Collection Account.
 
Section 8.10.  Termination. The respective obligations and responsibilities of the parties hereto created hereby shall terminate upon the satisfaction and discharge of the Indenture pursuant to Section 4.10 thereof and, if applicable, the optional redemption of the Notes pursuant to Section 8.06 thereof. In the event that this Agreement is terminated by reason of the payment or liquidation of all HELOCs or the disposition of all property acquired with respect to all HELOCs under this Section, the Master Servicer shall deliver to the Securities Administrator for deposit in the Payment Account all distributable amounts remaining in the Master Servicer Collection Account. Upon the presentation and surrender of the Notes and Certificates, the Securities Administrator shall distribute to the remaining Noteholders, Certificateholders and the Note Insurer, in accordance with their respective interests, all distributable amounts remaining in the Payment Account. Upon deposit by the Master Servicer of such distributable amounts, and following such final Payment Date, the Indenture Trustee shall, or shall cause the Custodian to, release promptly to the Issuing Entity or its designee the Mortgage Files for the remaining HELOCs, and the Master Servicer Collection Account and the Payment Account shall terminate, subject to the Securities Administrator’s obligation to hold any amounts payable to the Noteholders in trust without interest pending final distributions pursuant to the Indenture.
 
Section 8.11.  No Petition. Each party to this Agreement (and with respect to LaSalle Bank, solely in its capacities as Master Servicer and Securities Administrator and not in its individual or corporate capacity) by entering into this Agreement, hereby covenants and agrees that it will not at any time institute against the Issuing Entity, or join in any institution against the Issuing Entity, any bankruptcy proceedings under any United States federal or state bankruptcy or similar law in connection with any obligations of the Issuing Entity. This section shall survive the termination of this Agreement by one year.
 
Section 8.12.  No Recourse. The Master Servicer acknowledges that no recourse may be had against the Issuing Entity, except as may be expressly set forth in this Agreement.
 
Section 8.13.  Additional Terms Regarding Indenture. The Indenture Trustee shall have only such duties and obligations under this Agreement as are expressly set forth herein, and no implied duties on its part shall be read into this Agreement. In entering into and acting under this Agreement, the Indenture Trustee shall be entitled to all of the rights, immunities, indemnities and other protections set forth in Article VI of the Indenture.
 
Section 8.14.  Third Party Beneficiary. The parties hereto agree that the Owner Trustee is a third party beneficiary to this Agreement.
 
Section 8.15.  Limitation of Liability. Notwithstanding anything contained herein to the contrary, it is expressly understood and agreed by the parties hereto that (a) this Agreement is executed and delivered by the Owner Trustee, not individually or personally but solely as Owner Trustee, in the exercise of the powers and authority conferred and vested in it under the Trust Agreement, (b) each of the representations, undertakings and agreements herein made on the part of the Issuing Entity is made and intended not as personal representations, undertakings and agreements by Wilmington Trust Company but is made and intended for the purpose for binding only the Issuing Entity and (c) under no circumstances shall Wilmington Trust Company be personally liable for the payment of any indebtedness or expenses of the Issuing Entity or be liable for the breach or failure of any obligation, representation, warranty or covenant made or undertaken by the Issuing Entity under this Agreement or the other related documents. 
 
Section 8.16.    Benefit of Agreement. The Note Insurer and any successor and assign shall be a third-party beneficiary to the provisions of this Agreement. To the extent that this Agreement confers upon or gives or grants to the Note Insurer any right, remedy or claim under or by reason of this Agreement, the Note Insurer may enforce any such right, remedy or claim conferred, given or granted hereunder. Nothing in this Agreement, express or implied, shall give to any Person, other than the parties hereto and their successors hereunder, and the Securityholders and the Note Insurer, any benefit or any legal or equitable right, remedy or claim under this Agreement.
 
 


IN WITNESS WHEREOF, the Depositor, the Issuing Entity, the Company, the Indenture Trustee, the Master Servicer and the Securities Administrator have caused their names to be signed hereto by their respective officers thereunto duly authorized as of the day and year first above written.
 
 
BEAR STEARNS ASSET BACKED SECURITIES I LLC, as Depositor
   
   
 
By:      /s/ Baron Silverstein
 

Name: Baron Silverstein
 
Title: Vice President
   
   
 
SACO I TRUST 2006-8, as Issuing Entity
   
   
 
By: WILMINGTON TRUST COMPANY, not in its individual capacity, but solely as Owner Trustee
   
   
 
By:      /s/ Patricia A. Evans
 

Name: Patricia A. Evans
 
Title:   Vice President
   
   
 
CITIBANK, N.A., as Indenture Trustee
   
   
 
By:      /s/ John Hannon
 

Name:  John Hannon
 
Title:    Vice President
   
   
 
EMC MORTGAGE CORPORATION, as Sponsor and Company
   
   
 
By:      /s/ Debbie Pratt
 

Name:  Debbie Pratt
 
Title:    Senior Vice President
   
 
LASALLE BANK NATIONAL ASSOCIATION, as Master Servicer
   
   
 
By:      /s/ Susan L. Feld
 

Name:  Susan L. Feld
 
Title:    Assistant Vice President
   
   
 
LASALLE BANK NATIONAL ASSOCIATION, as Securities Administrator
   
   
 
By:      /s/ Susan L. Feld
 

Name:  Susan L. Feld
 
Title:    Assistant Vice President

 
 


 

STATE OF NEW YORK
)
 
 
)
ss.:
COUNTY OF NEW YORK
)
 
     
On the 15th day of September, 2006 before me, a notary public in and for said State, personally appeared Baron Silverstein, known to me to be a Vice President of Bear Stearns Asset Backed Securities I LLC, the limited liability company that executed the within instrument, and also known to me to be the person who executed it on behalf of said limited liability company, and acknowledged to me that such limited liability company 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 DELAWARE
)
 
 
)
ss.:
COUNTY OF _____________
)
 
     
On the 15th day of September, 2006 before me, a notary public in and for said State, personally appeared _____________________, known to me to be a _____________________ of Wilmington Trust Company, the entity that executed the within instrument, and also known to me to be the person who executed it on behalf of said entity, 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 15th day of September, 2006 before me, a notary public in and for said State, personally appeared ______________________, known to me to be a Vice President of Citibank, N.A., the entity that executed the within instrument, and also known to me to be the person who executed it on behalf of said entity, 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 15th day of September, 2006 before me, a notary public in and for said State, personally appeared [____________], known to me to be a Vice President of LaSalle Bank National Association, the entity that executed the within instrument, and also known to me to be the person who executed it on behalf of said entity, 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 15th day of September, 2006, 2006 before me, a notary public in and for said State, personally appeared _______________ known to me to be a Vice President of LaSalle Bank National Association, the entity that executed the within instrument, and also known to me to be the person who executed it on behalf of said entity, 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 15th day of September, 2006, 2006 before me, a notary public in and for said State, personally appeared _______________, known to me to be an ___________________ of EMC Mortgage Corporation, the corporation that executed the within instrument, and also known to me to be the person who executed it on behalf of said corporation, and acknowledged to me that such corporation executed the within instrument.
 
IN WITNESS WHEREOF, I have hereunto set my hand and affixed my official seal the day and year in this certificate first above written.
 
   
 
_____________________________________
 
Notary Public
   
[Notarial Seal]
 






EXHIBIT A
 
MORTGAGE LOAN SCHEDULE
 
                             CITY1                                                        STATE                            ZIP_CODE                  PROPTYPE                                                       CURRENT_GROSS_COUPON        SERV_FEE                             LPMI                            MSERV                                    CURRENT_NET_ COUPON       MATURITY_DATE                                 STATED_  ORIGINAL_TERM     STATED_REM_ TERM
                             -----                                                        -----                            --------                  --------                                                       --------------------        --------                             ----                            -----                                    -------------------       -------------                                 -------  -------------     ----------------
         1                   St. Clair Shores                                             MI                                  48081                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            9/15/2019                                   180                                   157
         2                   Charlotte                                                    NC                                  28227                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             8/1/2019                                   180                                   156
         3                   Polson                                                       MT                                  59860                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            8/15/2029                                   300                                   276
         4                   Wexford                                                      PA                                  15090                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            9/15/2019                                   180                                   157
         5                   Chicago                                                      IL                                  60610                  Hi-Rise Condo                                                10.75                              0.5                                0                           0.0195                               10.2305                            7/15/2019                                   180                                   155
         6                   Sun City                                                     CA                                  92586                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                            7/15/2019                                   180                                   155
         7                   MIAMI                                                        FL                                  33135                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
         8                   COLORADO SPRINGS                                             CO                                  80903                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             3/1/2031                                   300                                   295
         9                   PAYSON                                                       UT                                  84651                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        10                   MIAMI                                                        FL                                  33177                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
        11                   LAKEWOOD                                                     CO                                  80227                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             3/1/2031                                   300                                   295
        12                   LITHIA                                                       FL                                  33547                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             3/1/2031                                   300                                   295
        13                   MONTEBELLO                                                   CA                                  90640                  Single Family                                                10.05                              0.5                                0                           0.0195                                9.5305                            5/11/2030                                   300                                   285
        14                   LOS ANGELES (SA                                              CA                                  90732                  Condominium                                                 10.525                              0.5                                0                           0.0195                               10.0055                            5/26/2030                                   300                                   285
        15                   FALLS CHURCH                                                 VA                                  22042                  Single Family                                               10.425                              0.5                                0                           0.0195                                9.9055                            5/30/2030                                   300                                   285
        16                   PALM HARBOR                                                  FL                                  34683                  PUD                                                          10.65                              0.5                                0                           0.0195                               10.1305                            6/10/2030                                   300                                   286
        17                   LONG BEACH                                                   CA                                  90813                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                            5/16/2030                                   300                                   285
        18                   DAVENPORT                                                    CA                                  95017                  Single Family                                                9.575                              0.5                                0                           0.0195                                9.0555                            5/19/2030                                   300                                   285
        19                   GARDENA                                                      CA                                  90247                  Single Family                                               10.275                              0.5                                0                           0.0195                                9.7555                             6/4/2030                                   300                                   286
        20                   PERRIS                                                       CA                                  92571                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                             6/1/2030                                   300                                   286
        21                   LAKESIDE                                                     CA                                  92040                  Condominium                                                   10.8                              0.5                                0                           0.0195                               10.2805                            5/26/2030                                   300                                   285
        22                   SAN JOSE                                                     CA                                  95132                  Single Family                                                10.55                              0.5                                0                           0.0195                               10.0305                            5/27/2030                                   300                                   285
        23                   OVERLAND PARK                                                KS                                  66204                  Single Family                                                9.775                              0.5                                0                           0.0195                                9.2555                            5/20/2030                                   300                                   285
        24                   INGLEWOOD                                                    CA                                  90301                  Single Family                                               10.275                              0.5                                0                           0.0195                                9.7555                            5/27/2030                                   300                                   285
        25                   SAN JOSE                                                     CA                                  95121                  PUD                                                          9.775                              0.5                                0                           0.0195                                9.2555                            5/16/2030                                   300                                   285
        26                   ELK GROVE                                                    CA                                  95757                  Single Family                                                10.65                              0.5                                0                           0.0195                               10.1305                            5/11/2030                                   300                                   285
        27                   BOWIE                                                        MD                                  20716                  PUD                                                           10.8                              0.5                                0                           0.0195                               10.2805                            6/20/2030                                   300                                   286
        28                   MASSAPEQUA PARK                                              NY                                  11762                  Single Family                                               10.975                              0.5                                0                           0.0195                               10.4555                            5/11/2030                                   300                                   285
        29                   ROLLING HILLS ESTATES                                        CA                                  90274                  Condominium                                                  10.05                              0.5                                0                           0.0195                                9.5305                            5/10/2030                                   300                                   285
        30                   LINCOLN                                                      CA                                  95648                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                             5/6/2030                                   300                                   285
        31                   PHOENIX                                                      AZ                                  85003                  Single Family                                                9.525                              0.5                                0                           0.0195                                9.0055                            5/19/2030                                   300                                   285
        32                   WHITTIER                                                     CA                                  90604                  Single Family                                               10.675                              0.5                                0                           0.0195                               10.1555                            5/18/2030                                   300                                   285
        33                   PEMBROKE PINES                                               FL                                  33026                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        34                   CLOVIS                                                       CA                                  93611                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             3/1/2031                                   300                                   295
        35                   ATLANTA                                                      GA                                  30318                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             3/1/2031                                   300                                   295
        36                   WOODBRIDGE                                                   VA                                  22192                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2031                                   300                                   295
        37                   PALM COAST                                                   FL                                  32137                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        38                   MIRAMAR                                                      FL                                  33023                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        39                   ATWATER                                                      CA                                  95301                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        40                   DUBLIN                                                       OH                                  43016                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                             3/1/2031                                   300                                   295
        41                   BLAINE                                                       MN                                  55434                  Townhouse                                                    9.875                              0.5                                0                           0.0195                                9.3555                             3/1/2031                                   300                                   295
        42                   AUSTELL                                                      GA                                  30168                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             3/1/2031                                   300                                   295
        43                   OXFORD                                                       MI                                  48371                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             3/1/2031                                   300                                   295
        44                   CONCORD                                                      CA                                  94518                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        45                   GAINESVILLE                                                  GA                                  30506                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             3/1/2031                                   300                                   295
        46                   TUCSON                                                       AZ                                  85743                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             3/1/2031                                   300                                   295
        47                   VIRGINIA BEACH                                               VA                                  23453                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
        48                   SAFETY HARBOR                                                FL                                  34695                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
        49                   AVONDALE                                                     AZ                                  85323                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                             3/1/2031                                   300                                   295
        50                   PEORIA                                                       AZ                                  85383                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                             3/1/2031                                   300                                   295
        51                   CHELSEA                                                      AL                                  35043                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
        52                   BETHEL                                                       CT                                   6801                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        53                   KAYSVILLE                                                    UT                                  84037                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        54                   NORTH MIAMI BEACH                                            FL                                  33160                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
        55                   GILBERT                                                      AZ                                  85297                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        56                   AVENTURA                                                     FL                                  33180                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
        57                   MIAMI                                                        FL                                  33196                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
        58                   KISSIMMEE                                                    FL                                  34759                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2031                                   300                                   295
        59                   FALLS CHURCH                                                 VA                                  22042                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        60                   FORT LAUDERDALE                                              FL                                  33311                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             3/1/2031                                   300                                   295
        61                   MIAMI                                                        FL                                  33165                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        62                   TAMPA                                                        FL                                  33634                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        63                   ORLANDO                                                      FL                                  32811                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
        64                   GRAND TERRACE                                                CA                                  92313                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                             3/1/2031                                   300                                   295
        65                   OVIEDO                                                       FL                                  32765                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             3/1/2031                                   300                                   295
        66                   LAS VEGAS                                                    NV                                  89106                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2031                                   300                                   295
        67                   MIDLAND                                                      GA                                  31820                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2031                                   300                                   295
        68                   WEST BRANCH                                                  IA                                  52358                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
        69                   LAS VEGAS                                                    NV                                  89103                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
        70                   COLORADO SPRINGS                                             CO                                  80922                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             3/1/2031                                   300                                   295
        71                   FORT MILL                                                    SC                                  29715                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                             3/1/2031                                   300                                   295
        72                   FAIRFAX                                                      VA                                  22033                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             3/1/2031                                   300                                   295
        73                   FRESNO                                                       CA                                  93706                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
        74                   PORT RICHEY                                                  FL                                  34668                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2031                                   300                                   295
        75                   ANNANDALE                                                    VA                                  22003                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
        76                   TUCKER                                                       GA                                  30084                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
        77                   SILVER SPRING                                                MD                                  20905                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
        78                   NORTH MIAMI BEACH                                            FL                                  33162                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        79                   HENDERSONVILLE                                               NC                                  28791                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                             3/1/2031                                   300                                   295
        80                   ATLANTA                                                      GA                                  30309                  Hi-Rise Condo                                                14.25                              0.5                                0                           0.0195                               13.7305                             3/1/2031                                   300                                   295
        81                   BOONES MILL                                                  VA                                  24065                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             3/1/2031                                   300                                   295
        82                   COLORADO SPRINGS                                             CO                                  80915                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             3/1/2031                                   300                                   295
        83                   HIALEAH                                                      FL                                  33016                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        84                   ACWORTH                                                      GA                                  30102                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
        85                   APISON                                                       TN                                  37302                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             3/1/2021                                   180                                   175
        86                   MELBOURNE                                                    FL                                  32935                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2031                                   300                                   295
        87                   NEWNAN                                                       GA                                  30265                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             3/1/2031                                   300                                   295
        88                   SAN DIEGO                                                    CA                                  92116                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        89                   LAS VEGAS                                                    NV                                  89115                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             3/1/2031                                   300                                   295
        90                   LAUDERDALE BY THE SEA                                        FL                                  33062                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        91                   KISSIMMEE                                                    FL                                  34759                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
        92                   WESTON                                                       FL                                  33327                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
        93                   WINTER HAVEN                                                 FL                                  33884                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
        94                   WOODBRIDGE                                                   VA                                  22193                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
        95                   MANASSAS                                                     VA                                  20111                  Townhouse                                                        8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
        96                   DAMASCUS                                                     MD                                  20872                  Townhouse                                                        8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
        97                   GAINESVILLE                                                  VA                                  20155                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
        98                   SUWANEE                                                      GA                                  30024                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
        99                   POTTERVILLE                                                  MI                                  48876                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                             3/1/2031                                   300                                   295
       100                   GALLOWAY                                                     OH                                  43119                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             3/1/2031                                   300                                   295
       101                   WINTER HAVEN                                                 FL                                  33884                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
       102                   OAKLAND                                                      CA                                  94605                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
       103                   SANTA CLARITA                                                CA                                  91350                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
       104                   MIAMI                                                        FL                                  33172                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       105                   INDIO                                                        CA                                  92201                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       106                   CHARLESTON                                                   SC                                  29414                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       107                   NOLENSVILLE                                                  TN                                  37135                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       108                   CONIFER                                                      CO                                  80433                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       109                   PARKER                                                       CO                                  80138                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
       110                   DETROIT                                                      MI                                  48202                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                             3/1/2031                                   300                                   295
       111                   DENVER                                                       CO                                  80204                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
       112                   HIALEAH                                                      FL                                  33016                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
       113                   BONITA SPRINGS                                               FL                                  34135                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       114                   ORLANDO                                                      FL                                  32829                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       115                   KENNESAW                                                     GA                                  30144                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             3/1/2031                                   300                                   295
       116                   WARWICK                                                      RI                                   2888                  2-4 Family                                                      12                              0.5                                0                           0.0195                               11.4805                             3/1/2031                                   300                                   295
       117                   JACKSONVILLE                                                 FL                                  32225                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             3/1/2031                                   300                                   295
       118                   ANTIOCH                                                      CA                                  94531                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2031                                   300                                   295
       119                   BEAUFORT                                                     SC                                  29906                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             3/1/2031                                   300                                   295
       120                   COLORADO SPRINGS                                             CO                                  80921                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2031                                   300                                   295
       121                   BESSEMER                                                     AL                                  35022                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
       122                   LAKE ELSINORE                                                CA                                  92532                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             3/1/2031                                   300                                   295
       123                   OPA LOCKA                                                    FL                                  33056                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             3/1/2031                                   300                                   295
       124                   MARIETTA                                                     GA                                  30060                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       125                   NORTHRIDGE                                                   CA                                  91343                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             3/1/2031                                   300                                   295
       126                   HOPKINS                                                      SC                                  29061                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             3/1/2031                                   300                                   295
       127                   WINDSOR                                                      CT                                   6095                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
       128                   DURHAM                                                       NC                                  27703                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             3/1/2031                                   300                                   295
       129                   HOMESTEAD                                                    FL                                  33032                  PUD                                                         11.125                              0.5                                0                           0.0195                               10.6055                             2/1/2031                                   300                                   294
       130                   HAMPTON                                                      VA                                  23666                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             3/1/2031                                   300                                   295
       131                   SAN CLEMENTE                                                 CA                                  92672                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             3/1/2031                                   300                                   295
       132                   BISMARCK                                                     ND                                  58503                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             3/1/2031                                   300                                   295
       133                   PORT SAINT LUCIE                                             FL                                  34983                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
       134                   ELYRIA                                                       OH                                  44035                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
       135                   ATLANTA                                                      GA                                  30340                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             3/1/2031                                   300                                   295
       136                   HOMESTEAD                                                    FL                                  33032                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
       137                   FAYETTEVILLE                                                 GA                                  30215                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
       138                   MERIDIAN                                                     ID                                  83642                  PUD                                                         11.375                              0.5                                0                           0.0195                               10.8555                             3/1/2031                                   300                                   295
       139                   STAFFORD                                                     VA                                  22554                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                             3/1/2031                                   300                                   295
       140                   GLENDALE                                                     AZ                                  85381                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
       141                   CARLSBAD                                                     CA                                  92009                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
       142                   COLORADO SPRINGS                                             CO                                  80906                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             3/1/2031                                   300                                   295
       143                   CHANDLER                                                     AZ                                  85226                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
       144                   NEW RIVER                                                    AZ                                  85087                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             3/1/2031                                   300                                   295
       145                   COLORADO SPRINGS                                             CO                                  80921                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             3/1/2031                                   300                                   295
       146                   FORT MYERS                                                   FL                                  33913                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             3/1/2031                                   300                                   295
       147                   ORANGE PARK                                                  FL                                  32065                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                             3/1/2031                                   300                                   295
       148                   BULLHEAD CITY                                                AZ                                  86442                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                             3/1/2031                                   300                                   295
       149                   HIGHLANDS RANCH                                              CO                                  80130                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             3/1/2031                                   300                                   295
       150                   WINDERMERE                                                   FL                                  34786                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             3/1/2031                                   300                                   295
       151                   LEHIGH ACRES                                                 FL                                  33936                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
       152                   WEST SACRAMENTO                                              CA                                  95605                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       153                   HIALEAH                                                      FL                                  33010                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             3/1/2031                                   300                                   295
       154                   MIAMI                                                        FL                                  33174                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       155                   COLORADO SPRINGS                                             CO                                  80920                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             3/1/2031                                   300                                   295
       156                   HURON                                                        OH                                  44839                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                             3/1/2031                                   300                                   295
       157                   MOORESVILLE                                                  NC                                  28115                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             2/1/2031                                   300                                   294
       158                   PURCELLVILLE                                                 VA                                  20132                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             2/1/2031                                   300                                   294
       159                   HYANNIS                                                      MA                                   2601                  Condominium                                                  13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
       160                   KNOXVILLE                                                    TN                                  37918                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             3/1/2021                                   180                                   175
       161                   UNION CITY                                                   GA                                  30291                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
       162                   DETROIT                                                      MI                                  48234                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             2/1/2031                                   300                                   294
       163                   CASTLE ROCK                                                  CO                                  80109                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             3/1/2031                                   300                                   295
       164                   GREELEY                                                      CO                                  80634                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       165                   THORNTON                                                     CO                                  80241                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
       166                   GILBERT                                                      AZ                                  85296                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             2/1/2031                                   300                                   294
       167                   EL MIRAGE                                                    AZ                                  85335                  PUD                                                         11.375                              0.5                                0                           0.0195                               10.8555                             2/1/2031                                   300                                   294
       168                   WINTER HAVEN                                                 FL                                  33880                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             3/1/2031                                   300                                   295
       169                   TAMARAC                                                      FL                                  33321                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                             2/1/2031                                   300                                   294
       170                   DETROIT                                                      MI                                  48206                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             2/1/2031                                   300                                   294
       171                   ATLANTA                                                      GA                                  30312                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       172                   FORT WALTON BEACH                                            FL                                  32547                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       173                   CASA GRANDE                                                  AZ                                  85222                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             3/1/2031                                   300                                   295
       174                   STOCKBRIDGE                                                  GA                                  30281                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       175                   FAIRBURN                                                     GA                                  30213                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
       176                   DENVER                                                       CO                                  80220                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       177                   PORT SAINT LUCIE                                             FL                                  34953                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       178                   SAINT PETERSBURG                                             FL                                  33712                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             2/1/2030                                   300                                   282
       179                   WHITTIER                                                     CA                                  90605                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       180                   PALM HARBOR                                                  FL                                  34684                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       181                   CHANDLER                                                     AZ                                  85249                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
       182                   MIAMI                                                        FL                                  33177                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       183                   LONGS                                                        SC                                  29568                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
       184                   BONITA SPRINGS                                               FL                                  34134                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       185                   MANASSAS                                                     VA                                  20110                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       186                   LAWRENCEVILLE                                                GA                                  30043                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       187                   FAIRFAX                                                      VA                                  22031                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       188                   LORTON                                                       VA                                  22079                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       189                   SUWANEE                                                      GA                                  30024                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       190                   SAN DIEGO                                                    CA                                  92154                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       191                   CHICAGO                                                      IL                                  60641                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             2/1/2031                                   300                                   294
       192                   MIAMI                                                        FL                                  33145                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             2/1/2031                                   300                                   294
       193                   LOS ANGELES                                                  CA                                  90008                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       194                   LANCASTER                                                    CA                                  93536                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       195                   LANCASTER                                                    CA                                  93536                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       196                   CARY                                                         NC                                  27513                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             2/1/2031                                   300                                   294
       197                   LAS VEGAS                                                    NV                                  89139                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       198                   RALEIGH                                                      NC                                  27606                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
       199                   LORTON                                                       VA                                  22079                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       200                   COMPTON                                                      CA                                  90222                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       201                   BOTHELL                                                      WA                                  98012                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       202                   FAIRFAX                                                      VA                                  22030                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       203                   FREMONT                                                      CA                                  94536                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       204                   WEST BLOOMFIELD                                              MI                                  48322                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       205                   MIAMI                                                        FL                                  33172                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       206                   SAN JOSE                                                     CA                                  95116                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             2/1/2031                                   300                                   294
       207                   BRANDON                                                      FL                                  33510                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       208                   CAPE CORAL                                                   FL                                  33990                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
       209                   LITCHFIELD PARK                                              AZ                                  85340                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                             2/1/2031                                   300                                   294
       210                   APOPKA                                                       FL                                  32703                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                             3/1/2031                                   300                                   295
       211                   MUSCLE SHOALS                                                AL                                  35661                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       212                   LESLIE                                                       GA                                  31764                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
       213                   LAND O LAKES                                                 FL                                  34638                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
       214                   PASADENA                                                     CA                                  91106                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       215                   ORLANDO                                                      FL                                  32821                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       216                   KISSIMMEE                                                    FL                                  34744                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       217                   MIAMI                                                        FL                                  33186                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             2/1/2031                                   300                                   294
       218                   MISSION VIEJO                                                CA                                  92691                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       219                   MARGATE                                                      FL                                  33063                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       220                   TAMPA                                                        FL                                  33637                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             2/1/2031                                   300                                   294
       221                   CLEARWATER                                                   FL                                  33763                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       222                   COLORADO SPRINGS                                             CO                                  80922                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       223                   THOMSON                                                      GA                                  30824                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       224                   TAMPA                                                        FL                                  33612                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       225                   RALEIGH                                                      NC                                  27603                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       226                   DORAL                                                        FL                                  33178                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       227                   TULSA                                                        OK                                  74134                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       228                   ROHNERT PARK                                                 CA                                  94928                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       229                   ELLENTON                                                     FL                                  34222                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       230                   HOMESTEAD                                                    FL                                  33035                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       231                   FONTANA                                                      CA                                  92336                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       232                   PINOLE                                                       CA                                  94564                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       233                   FORT WASHINGTON                                              MD                                  20744                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       234                   LOS ANGELES                                                  CA                                  90004                  2-4 Family                                                       8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       235                   OXON HILL                                                    MD                                  20745                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       236                   EL MONTE                                                     CA                                  91732                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       237                   POTOMAC                                                      MD                                  20854                  Townhouse                                                        8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       238                   ANAHEIM                                                      CA                                  92806                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       239                   PICO RIVERA                                                  CA                                  90660                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       240                   MIDLOTHIAN                                                   VA                                  23114                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       241                   TURLOCK                                                      CA                                  95382                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       242                   TORRANCE                                                     CA                                  90503                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       243                   SANTA ANA                                                    CA                                  92703                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       244                   GLENDALE                                                     CA                                  91202                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       245                   GILBERT                                                      AZ                                  85234                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       246                   EDGEWATER                                                    MD                                  21037                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       247                   LAWRENCEVILLE                                                GA                                  30044                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       248                   FONTANA                                                      CA                                  92336                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       249                   PALMDALE                                                     CA                                  93551                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       250                   BELLFLOWER                                                   CA                                  90706                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       251                   GARDEN GROVE                                                 CA                                  92840                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       252                   KIRKLAND                                                     WA                                  98033                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       253                   WOODBRIDGE                                                   VA                                  22193                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       254                   LORTON                                                       VA                                  22079                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       255                   ALEXANDRIA                                                   VA                                  22312                  Townhouse                                                        8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       256                   DULUTH                                                       GA                                  30096                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       257                   HERNDON                                                      VA                                  20170                  Townhouse                                                        8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       258                   SUWANEE                                                      GA                                  30024                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
       259                   UPPER MARLBORO                                               MD                                  20774                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       260                   HARVEST                                                      AL                                  35749                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       261                   STONE MOUNTAIN                                               GA                                  30088                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       262                   CHARLOTTE                                                    NC                                  28269                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       263                   AURORA                                                       CO                                  80013                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       264                   OCALA                                                        FL                                  34479                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                             2/1/2031                                   300                                   294
       265                   DEERFIED BEACH                                               FL                                  33441                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       266                   CLINTON                                                      MD                                  20735                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       267                   WICHITA                                                      KS                                  67210                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
       268                   DAMASCUS                                                     MD                                  20872                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       269                   JACKSON                                                      TN                                  38305                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
       270                   MORGAN HILL                                                  CA                                  95037                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       271                   ORLANDO                                                      FL                                  32824                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       272                   BEREA                                                        OH                                  44017                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
       273                   OCALA                                                        FL                                  34473                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                             2/1/2031                                   300                                   294
       274                   COLORADO SPRINGS                                             CO                                  80904                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
       275                   VIRGINIA BEACH                                               VA                                  23455                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       276                   SPRING HILL                                                  FL                                  34609                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                             2/1/2031                                   300                                   294
       277                   CONYERS                                                      GA                                  30094                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
       278                   LITHIA                                                       FL                                  33547                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
       279                   LA JOLLA                                                     CA                                  92037                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       280                   MESA                                                         AZ                                  85209                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       281                   CHICAGO                                                      IL                                  60621                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       282                   TALLAHASSEE                                                  FL                                  32301                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       283                   DOLTON                                                       IL                                  60419                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             2/1/2031                                   300                                   294
       284                   SOUTH WINDSOR                                                CT                                   6074                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             2/1/2031                                   300                                   294
       285                   ROYAL PALM BEACH                                             FL                                  33411                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       286                   MOUNT GILEAD                                                 OH                                  43338                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       287                   PHOENIX                                                      AZ                                  85013                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       288                   SIERRA VISTA                                                 AZ                                  85635                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       289                   SEBASTOPOL                                                   CA                                  95472                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                             2/1/2031                                   300                                   294
       290                   SCOTTSDALE                                                   AZ                                  85257                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       291                   STERLING HEIGHTS                                             MI                                  48310                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       292                   MARGATE                                                      FL                                  33063                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             2/1/2031                                   300                                   294
       293                   HARTFORD                                                     CT                                   6114                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
       294                   OVIEDO                                                       FL                                  32766                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       295                   VIRGINIA BEACH                                               VA                                  23454                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             2/1/2031                                   300                                   294
       296                   KISSIMMEE                                                    FL                                  34746                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
       297                   TEMPLE HILLS                                                 MD                                  20748                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       298                   CUYAHOGA FALLS                                               OH                                  44223                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       299                   PARKLAND                                                     FL                                  33067                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                             2/1/2031                                   300                                   294
       300                   RANCHO CUCAMONGA                                             CA                                  91737                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       301                   SAINT PAUL PARK                                              MN                                  55071                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
       302                   NORRIDGE                                                     IL                                  60706                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       303                   GLENDALE                                                     AZ                                  85310                  PUD                                                          8.625                              0.5                                0                           0.0195                                8.1055                            6/20/2031                                   300                                   298
       304                   BERLIN                                                       NJ                                   8009                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                            6/20/2031                                   300                                   298
       305                   OKLAHOMA CITY                                                OK                                  73142                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            6/20/2031                                   300                                   298
       306                   ALEXANDRIA                                                   VA                                  22309                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       307                   PORTLAND                                                     OR                                  97230                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       308                   PATTERSON                                                    CA                                  95363                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            6/20/2031                                   300                                   298
       309                   SPOKANE                                                      WA                                  99205                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       310                   FALLS CHURCH                                                 VA                                  22043                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       311                   DAVIE                                                        FL                                  33325                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       312                   OAKLAND                                                      CA                                  94607                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            6/20/2031                                   300                                   298
       313                   COLUMBIA                                                     MD                                  21044                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       314                   JACKSONVILLE                                                 FL                                  32210                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       315                   CHICAGO                                                      IL                                  60660                  Condominium                                                      9                              0.5                                0                           0.0195                                8.4805                            7/20/2031                                   300                                   299
       316                   PALM HARBOR                                                  FL                                  34685                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            6/20/2031                                   300                                   298
       317                   MANASSAS                                                     VA                                  20111                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       318                   RALEIGH                                                      NC                                  27609                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       319                   BRIDGEPORT                                                   CT                                   6606                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       320                   GRANTS PASS                                                  OR                                  97527                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       321                   GILROY                                                       CA                                  95020                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            6/20/2031                                   300                                   298
       322                   SALT LAKE CITY                                               UT                                  84088                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       323                   ELKRIDGE                                                     MD                                  21075                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       324                   HERNDON                                                      VA                                  20170                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                            3/20/2031                                   300                                   295
       325                   RIVERSIDE                                                    CA                                  92505                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            3/20/2031                                   300                                   295
       326                   WALNUT                                                       CA                                  91789                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                            3/20/2031                                   300                                   295
       327                   VICTORVILLE                                                  CA                                  92392                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
       328                   MODESTO                                                      CA                                  95356                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       329                   CHANDLER                                                     AZ                                  85248                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                            6/20/2031                                   300                                   298
       330                   BOCA RATON                                                   FL                                  33496                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       331                   ALEXANDRIA                                                   VA                                  22315                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            6/20/2031                                   300                                   298
       332                   PARKERSBURG                                                  WV                                  26101                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       333                   CORAL SPRINGS                                                FL                                  33067                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       334                   RANCHO CUCAMONGA                                             CA                                  91730                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       335                   ALAMEDA                                                      CA                                  94501                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       336                   DENVER                                                       CO                                  80229                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       337                   MURRIETA                                                     CA                                  92563                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       338                   SEATTLE                                                      WA                                  98133                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            6/20/2031                                   300                                   298
       339                   BAKERSFIELD                                                  CA                                  93312                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            6/20/2031                                   300                                   298
       340                   HUNTERSVILLE                                                 NC                                  28078                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       341                   LOUISVILLE                                                   KY                                  40216                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       342                   NORTH CANTON                                                 OH                                  44720                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       343                   MANASSAS                                                     VA                                  20112                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            6/20/2031                                   300                                   298
       344                   RALEIGH                                                      NC                                  27605                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       345                   BEND                                                         OR                                  97701                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       346                   LAGUNA NIGUEL                                                CA                                  92677                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       347                   HASTINGS                                                     MN                                  55033                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       348                   MARTINEZ                                                     CA                                  94553                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       349                   GLENVIEW                                                     IL                                  60025                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       350                   AURORA                                                       CO                                  80013                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            6/20/2031                                   300                                   298
       351                   GILBERT                                                      AZ                                  85296                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            6/20/2031                                   300                                   298
       352                   CHICAGO                                                      IL                                  60640                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                            6/20/2031                                   300                                   298
       353                   YUBA CITY                                                    CA                                  95993                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       354                   BEND                                                         OR                                  97702                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            6/20/2031                                   300                                   298
       355                   ACCORD                                                       NY                                  12404                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            7/20/2031                                   300                                   299
       356                   GLENDALE                                                     AZ                                  85307                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       357                   TACOMA                                                       WA                                  98406                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       358                   ELK GROVE                                                    CA                                  95757                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             6/1/2031                                   300                                   298
       359                   ALEXANDRIA                                                   VA                                  22303                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       360                   PARK RIDGE                                                   IL                                  60068                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       361                   COON RAPIDS                                                  MN                                  55433                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       362                   CLARKSBURG                                                   MD                                  20871                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       363                   WARRENVILLE                                                  IL                                  60555                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            6/20/2031                                   300                                   298
       364                   LAS VEGAS                                                    NV                                  89148                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       365                   OAKLAND                                                      CA                                  94619                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            6/20/2031                                   300                                   298
       366                   GRAND JUNCTION                                               CO                                  81506                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       367                   WALNUT CREEK                                                 CA                                  94597                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       368                   EGG HARBOR TOWNSHIP                                          NJ                                   8234                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       369                   WALNUT CREEK                                                 CA                                  94597                  Hi-Rise Condo                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       370                   CHEVY CHASE                                                  MD                                  20815                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       371                   WEST CHICAGO                                                 IL                                  60185                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            6/20/2031                                   300                                   298
       372                   OAKLAND                                                      CA                                  94602                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            6/20/2031                                   300                                   298
       373                   LEONARDTOWN                                                  MD                                  20650                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       374                   MCLEAN                                                       VA                                  22101                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            6/20/2031                                   300                                   298
       375                   CHANDLER                                                     AZ                                  85248                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            6/20/2031                                   300                                   298
       376                   PHOENIX                                                      AZ                                  85040                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       377                   WILLIAMSTOWN                                                 KY                                  41097                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       378                   SUMMERVILLE                                                  SC                                  29456                  PUD                                                         11.875                              0.5                                0                           0.0195                               11.3555                            6/20/2031                                   300                                   298
       379                   FISHERS                                                      IN                                  46038                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       380                   ANNAPOLIS                                                    MD                                  21401                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       381                   LONGS                                                        SC                                  29568                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            6/20/2031                                   300                                   298
       382                   BREMERTON                                                    WA                                  98311                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       383                   PRIOR LAKE                                                   MN                                  55372                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            6/20/2031                                   300                                   298
       384                   LOWELL                                                       OR                                  97452                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            6/20/2031                                   300                                   298
       385                   LAS VEGAS                                                    NV                                  89144                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            7/20/2031                                   300                                   299
       386                   AVON                                                         IN                                  46123                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       387                   SPRINGFIELD                                                  TN                                  37172                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       388                   BELGRADE                                                     MT                                  59714                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            6/20/2031                                   300                                   298
       389                   CULVER CITY                                                  CA                                  90230                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       390                   MARYSVILLE                                                   WA                                  98270                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       391                   NORWALK                                                      CA                                  90650                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       392                   SURPRISE                                                     AZ                                  85374                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
       393                   MORENO VALLEY                                                CA                                  92557                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
       394                   ORLANDO                                                      FL                                  32829                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       395                   ODENVILLE                                                    AL                                  35120                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       396                   HEMET                                                        CA                                  92545                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       397                   CARLSBAD                                                     CA                                  92008                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       398                   LONG BEACH                                                   CA                                  90802                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       399                   NAPLES                                                       FL                                  34109                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       400                   HATTIESBURG                                                  MS                                  39402                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       401                   LAS VEGAS                                                    NV                                  89102                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             2/1/2031                                   300                                   294
       402                   SAINT PETERSBURG                                             FL                                  33701                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             2/1/2031                                   300                                   294
       403                   CULPEPER                                                     VA                                  22701                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       404                   PICKERINGTON                                                 OH                                  43147                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       405                   SAN JACINTO                                                  CA                                  92583                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       406                   TAMPA                                                        FL                                  33624                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
       407                   BEREA                                                        OH                                  44017                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
       408                   INDIO                                                        CA                                  92203                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
       409                   LINDENHURST                                                  IL                                  60046                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       410                   CHICAGO                                                      IL                                  60610                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       411                   EAGLE                                                        ID                                  83616                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            5/20/2031                                   300                                   297
       412                   RONKONKOMA                                                   NY                                  11779                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       413                   JAMAICA PLAIN                                                MA                                   2130                  Condominium                                                 10.125                              0.5                                0                           0.0195                                9.6055                            6/20/2031                                   300                                   298
       414                   DALY CITY                                                    CA                                  94015                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       415                   BAKERSFIELD                                                  CA                                  93311                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            6/20/2031                                   300                                   298
       416                   PHOENIX                                                      AZ                                  85040                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       417                   AURORA                                                       IL                                  60504                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            5/20/2031                                   300                                   297
       418                   BELAIR                                                       MD                                  21015                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       419                   SADDLE RIVER                                                 NJ                                   7458                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       420                   PLEASANT VALLEY                                              NY                                  12569                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       421                   PORTLAND                                                     OR                                  97229                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       422                   MINNEAPOLIS                                                  MN                                  55410                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       423                   ORLANDO                                                      FL                                  32832                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                            6/20/2031                                   300                                   298
       424                   BEND                                                         OR                                  97702                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       425                   BREMERTON                                                    WA                                  98312                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       426                   PHOENIX                                                      AZ                                  85024                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       427                   WASHINGTON                                                   DC                                  20009                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       428                   FAIR HAVEN                                                   NJ                                   7704                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            5/20/2031                                   300                                   297
       429                   CRETE                                                        IL                                  60417                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       430                   CULVER CITY                                                  CA                                  90230                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       431                   ALPINE                                                       CA                                  91901                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            5/20/2031                                   300                                   297
       432                   MORGAN HILL                                                  CA                                  95037                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            6/20/2031                                   300                                   298
       433                   GLENDALE                                                     AZ                                  85304                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            6/20/2031                                   300                                   298
       434                   EASLEY                                                       SC                                  29642                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       435                   ORLANDO                                                      FL                                  32806                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       436                   GREENBELT                                                    MD                                  20770                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                            5/20/2031                                   300                                   297
       437                   RIVERSIDE                                                    CA                                  92508                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            6/20/2031                                   300                                   298
       438                   MARIETTA                                                     OH                                  45750                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       439                   CORAL GABLES                                                 FL                                  33134                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       440                   LUMBERTON                                                    NJ                                   8048                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       441                   EAST FALMOUTH                                                MA                                   2536                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       442                   MESA                                                         AZ                                  85205                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       443                   CHICAGO                                                      IL                                  60657                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       444                   KLAMATH FALLS                                                OR                                  97603                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                            6/20/2031                                   300                                   298
       445                   MELBOURNE BEACH                                              FL                                  32951                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       446                   EL CENTRO                                                    CA                                  92243                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       447                   WALDORF                                                      MD                                  20603                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            6/20/2031                                   300                                   298
       448                   CANUTE                                                       OK                                  73626                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       449                   RENTON                                                       WA                                  98056                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       450                   LAS VEGAS                                                    NV                                  89146                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       451                   CROFTON                                                      MD                                  21114                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       452                   CLOVIS                                                       CA                                  93611                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            6/20/2031                                   300                                   298
       453                   BEN LOMOND                                                   CA                                  95005                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                            5/20/2031                                   300                                   297
       454                   DALLAS                                                       GA                                  30157                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       455                   CHICAGO                                                      IL                                  60641                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       456                   CEDAR CITY                                                   UT                                  84720                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       457                   WASHINGTON                                                   DC                                  20011                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                            6/20/2031                                   300                                   298
       458                   STATEN ISLAND                                                NY                                  10312                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       459                   MURRIETA                                                     CA                                  92563                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            5/20/2031                                   300                                   297
       460                   HIGHLAND                                                     CA                                  92346                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            6/20/2031                                   300                                   298
       461                   ARNOLD                                                       MD                                  21012                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       462                   NORTH YARMOUTH                                               ME                                   4097                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       463                   ORCHARD PARK                                                 NY                                  14127                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       464                   YREKA                                                        CA                                  96097                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       465                   RANCHO CORDOVA                                               CA                                  95670                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       466                   RIVA                                                         MD                                  21140                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       467                   RIALTO                                                       CA                                  92377                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            6/20/2031                                   300                                   298
       468                   LAGUNA HILLS                                                 CA                                  92653                  Condominium                                                  10.25                              0.5                                0                           0.0195                                9.7305                            6/20/2031                                   300                                   298
       469                   ELK GROVE                                                    CA                                  95757                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            6/20/2031                                   300                                   298
       470                   CHARLESTON                                                   SC                                  29412                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       471                   SOUTH SAN FRANCISCO                                          CA                                  94080                  Condominium                                                 10.875                              0.5                                0                           0.0195                               10.3555                            6/20/2031                                   300                                   298
       472                   SOUTH SAN FRANCISCO                                          CA                                  94080                  Condominium                                                 10.875                              0.5                                0                           0.0195                               10.3555                            6/20/2031                                   300                                   298
       473                   CENTREVILLE                                                  VA                                  20120                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            5/20/2031                                   300                                   297
       474                   HAMPTON BAYS                                                 NY                                  11946                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            6/20/2031                                   300                                   298
       475                   WASHINGTON                                                   DC                                  20020                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       476                   STATEN ISLAND                                                NY                                  10308                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       477                   CONCORD TWP                                                  OH                                  44077                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            6/20/2031                                   300                                   298
       478                   MOUNTAIN HOUSE                                               CA                                  95391                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            6/20/2031                                   300                                   298
       479                   PHOENIX                                                      AZ                                  85016                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       480                   WESTMINSTER                                                  MD                                  21157                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            6/20/2031                                   300                                   298
       481                   ODENTON                                                      MD                                  21113                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       482                   LONG BEACH                                                   CA                                  90802                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       483                   WARRENVILLE                                                  IL                                  60555                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       484                   HUNTERSVILLE                                                 NC                                  28078                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       485                   GLENDALE                                                     AZ                                  85310                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       486                   SKOKIE                                                       IL                                  60076                  Single Family                                                  7.5                              0.5                                0                           0.0195                                6.9805                            6/20/2031                                   300                                   298
       487                   PORT TOBACCO                                                 MD                                  20677                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       488                   SPRING VALLEY                                                CA                                  91977                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       489                   WESTMORELAND                                                 NH                                   3467                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       490                   DALY CITY                                                    CA                                  94014                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       491                   TUCSON                                                       AZ                                  85747                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       492                   LINCOLN                                                      MA                                   1773                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            6/20/2031                                   300                                   298
       493                   DENVER                                                       CO                                  80211                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                            6/20/2031                                   300                                   298
       494                   SOUTHPORT                                                    NC                                  28461                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       495                   STOCKTON                                                     CA                                  95215                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       496                   LEBANON                                                      PA                                  17042                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       497                   LAKE ORION                                                   MI                                  48362                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       498                   GOLD RIVER                                                   CA                                  95670                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                            6/20/2031                                   300                                   298
       499                   DES PLAINES                                                  IL                                  60018                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       500                   CHICAGO                                                      IL                                  60637                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       501                   ANAHEIM                                                      CA                                  92806                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            6/20/2031                                   300                                   298
       502                   ROMEOVILLE                                                   IL                                  60446                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       503                   CAMERON PARK                                                 CA                                  95682                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       504                   CARY                                                         NC                                  27511                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       505                   LAS VEGAS                                                    NV                                  89103                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            5/20/2031                                   300                                   297
       506                   EDMOMD                                                       OK                                  73013                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       507                   MISSION VIEJO                                                CA                                  92691                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       508                   LAS VEGAS                                                    NV                                  89107                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            6/20/2031                                   300                                   298
       509                   OAKLAND                                                      CA                                  94619                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            6/20/2031                                   300                                   298
       510                   CULVER CITY                                                  CA                                  90230                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       511                   APPLE VALLEY                                                 CA                                  92307                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       512                   DANBURY                                                      CT                                   6811                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            6/20/2031                                   300                                   298
       513                   BARNEGAT                                                     NJ                                   8005                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       514                   NORFOLK                                                      VA                                  23507                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       515                   BEND                                                         OR                                  97701                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            6/20/2031                                   300                                   298
       516                   POPLAR GROVE                                                 IL                                  61065                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       517                   DALY CITY                                                    CA                                  94014                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       518                   LYNNWOOD                                                     WA                                  98087                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       519                   RANCHO CUCAMONGA                                             CA                                  91701                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       520                   NASHVILLE                                                    TN                                  37211                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            4/20/2031                                   300                                   296
       521                   CLERMONT                                                     FL                                  34711                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            6/20/2031                                   300                                   298
       522                   HIALEAH                                                      FL                                  33012                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                            6/20/2031                                   300                                   298
       523                   WESTON                                                       FL                                  33327                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            6/20/2031                                   300                                   298
       524                   CHICAGO                                                      IL                                  60618                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       525                   BOWIE                                                        MD                                  20721                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       526                   WHITEHALL                                                    PA                                  18052                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       527                   OROVILLE                                                     CA                                  95966                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            6/20/2031                                   300                                   298
       528                   ELMHURST                                                     IL                                  60126                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       529                   SAN JOSE                                                     CA                                  95124                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            6/20/2031                                   300                                   298
       530                   CHICAGO                                                      IL                                  60607                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                            5/20/2031                                   300                                   297
       531                   RAMONA                                                       CA                                  92065                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            6/20/2031                                   300                                   298
       532                   MARYSVILLE                                                   CA                                  95901                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       533                   CHARLOTTE                                                    NC                                  28277                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       534                   PARAMOUNT                                                    CA                                  90723                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            5/20/2031                                   300                                   297
       535                   MILFORD                                                      MA                                   1757                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       536                   NYACK                                                        NY                                  10960                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            6/20/2031                                   300                                   298
       537                   SILVER SPRING                                                MD                                  20905                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       538                   BIDDEFORD                                                    ME                                   4005                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       539                   PHOENIX                                                      AZ                                  85041                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       540                   CROWNSVILLE                                                  MD                                  21032                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       541                   GLEN MILLS                                                   PA                                  19342                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            6/20/2031                                   300                                   298
       542                   GOSHEN                                                       OH                                  45122                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       543                   DENVER                                                       CO                                  80249                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       544                   RALEIGH                                                      NC                                  27613                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            6/20/2031                                   300                                   298
       545                   ROMEOVILLE                                                   IL                                  60446                  PUD                                                         11.125                              0.5                                0                           0.0195                               10.6055                            5/20/2031                                   300                                   297
       546                   NEWPORT                                                      PA                                  17074                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            6/20/2031                                   300                                   298
       547                   STOCKTON                                                     CA                                  95205                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       548                   S LAKE TAHOE                                                 CA                                  96150                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       549                   BALTIMORE                                                    MD                                  21228                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            6/20/2031                                   300                                   298
       550                   OAK PARK                                                     IL                                  60302                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            5/20/2031                                   300                                   297
       551                   NORWALK                                                      CA                                  90650                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            5/20/2031                                   300                                   297
       552                   WOODSIDE                                                     NY                                  11377                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                             5/1/2031                                   300                                   297
       553                   BELLINGHAM                                                   WA                                  98226                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       554                   CHATHAM                                                      NJ                                   7928                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       555                   WILMETTE                                                     IL                                  60091                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            6/20/2031                                   300                                   298
       556                   WILLIMANTIC                                                  CT                                   6226                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       557                   NEWBURGH                                                     NY                                  12550                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       558                   VANCEBORO                                                    NC                                  28586                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            4/20/2031                                   300                                   296
       559                   NASHVILLE                                                    NC                                  27856                  Single Family                                                 6.25                              0.5                                0                           0.0195                                5.7305                            6/20/2031                                   300                                   298
       560                   LAS VEGAS                                                    NV                                  89130                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                            5/20/2031                                   300                                   297
       561                   TENINO                                                       WA                                  98589                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       562                   WASHOUGAL                                                    WA                                  98671                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                            5/20/2031                                   300                                   297
       563                   TUCSON                                                       AZ                                  85704                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            5/20/2031                                   300                                   297
       564                   HIALEAH                                                      FL                                  33016                  Condominium                                                 11.125                              0.5                                0                           0.0195                               10.6055                            4/20/2031                                   300                                   296
       565                   HUNTINGTON BEACH                                             CA                                  92646                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            6/20/2031                                   300                                   298
       566                   LIVONIA                                                      MI                                  48154                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       567                   SAN JACINTO                                                  CA                                  92583                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       568                   BROOKLYN                                                     NY                                  11212                  2-4 Family                                                     6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       569                   PHILADELPHIA                                                 PA                                  19107                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                            5/20/2031                                   300                                   297
       570                   EAST FALLOWFIELD TOWNSHIP                                    PA                                  19320                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       571                   CORONA                                                       CA                                  92879                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       572                   UPPER DARBY                                                  PA                                  19082                  Single Family                                               12.625                              0.5                                0                           0.0195                               12.1055                            5/20/2031                                   300                                   297
       573                   STERLING                                                     VA                                  20164                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                            5/20/2031                                   300                                   297
       574                   SELLERSBURG                                                  IN                                  47172                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                            4/20/2031                                   300                                   296
       575                   CRESTWOOD                                                    KY                                  40014                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       576                   HERCULES                                                     CA                                  94547                  Condominium                                                 10.125                              0.5                                0                           0.0195                                9.6055                            5/20/2031                                   300                                   297
       577                   MEDFORD                                                      NY                                  11763                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       578                   CONCORD                                                      CA                                  94521                  Single Family                                                7.875                              0.5                                0                           0.0195                                7.3555                            5/20/2031                                   300                                   297
       579                   JOPLIN                                                       MO                                  64804                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            4/20/2031                                   300                                   296
       580                   READING                                                      MA                                   1867                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       581                   RICHMOND                                                     VA                                  23234                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            6/20/2031                                   300                                   298
       582                   HAMBURG                                                      NJ                                   7419                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       583                   CHULA VISTA                                                  CA                                  91914                  Condominium                                                  9.875                              0.5                                0                           0.0195                                9.3555                            5/20/2031                                   300                                   297
       584                   RENO                                                         NV                                  89502                  2-4 Family                                                   9.625                              0.5                                0                           0.0195                                9.1055                            5/20/2031                                   300                                   297
       585                   KAPOLEI                                                      HI                                  96707                  Condominium                                                  9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       586                   NEWTOWN                                                      CT                                   6470                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            6/20/2031                                   300                                   298
       587                   PORT ST LUCIE                                                FL                                  34984                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            6/20/2031                                   300                                   298
       588                   LONG BEACH                                                   CA                                  90806                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       589                   SACRAMENTO                                                   CA                                  95821                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            5/20/2031                                   300                                   297
       590                   ALEXANDRIA                                                   VA                                  22304                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       591                   SEVERANCE                                                    CO                                  80546                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       592                   SAN FRANCISCO                                                CA                                  94134                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/20/2031                                   300                                   296
       593                   MARINA                                                       CA                                  93933                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                            5/20/2031                                   300                                   297
       594                   LOS ANGELES                                                  CA                                  90012                  Condominium                                                  7.875                              0.5                                0                           0.0195                                7.3555                            5/20/2031                                   300                                   297
       595                   BEDMINSTER                                                   NJ                                   7921                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            6/20/2031                                   300                                   298
       596                   OLATHE                                                       KS                                  66062                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            5/20/2031                                   300                                   297
       597                   MONTICELLO                                                   IL                                  61856                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       598                   PHOENIX                                                      AZ                                  85044                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       599                   MIAMI                                                        FL                                  33178                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       600                   GLENDALE                                                     CA                                  91204                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            5/20/2031                                   300                                   297
       601                   CASTLE ROCK                                                  CO                                  80104                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            5/20/2031                                   300                                   297
       602                   HULL                                                         MA                                   2045                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       603                   HUNTINGTON STATION                                           NY                                  11746                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       604                   WESTFIELD                                                    IN                                  46074                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       605                   GRANDVIEW                                                    NY                                  10960                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       606                   LA HABRA                                                     CA                                  90631                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       607                   CHICAGO                                                      IL                                  60616                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       608                   WESTBURY                                                     NY                                  11590                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            6/20/2031                                   300                                   298
       609                   NAPLES                                                       FL                                  34104                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       610                   SANDY HOOK                                                   CT                                   6482                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       611                   MT HOLLY                                                     NC                                  28120                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            4/20/2031                                   300                                   296
       612                   KALAMAZOO                                                    MI                                  49009                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       613                   MILWAUKIE                                                    OR                                  97222                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       614                   WAPPINGERS FALLS                                             NY                                  12590                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       615                   SALEM                                                        MA                                   1970                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                            4/20/2031                                   300                                   296
       616                   BROWNS VALLEY                                                CA                                  95918                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            5/20/2031                                   300                                   297
       617                   EAST HAMPTON                                                 NY                                  11937                  Condominium                                                  9.625                              0.5                                0                           0.0195                                9.1055                            5/20/2031                                   300                                   297
       618                   COATESVILLE                                                  PA                                  19320                  PUD                                                         11.125                              0.5                                0                           0.0195                               10.6055                            6/20/2031                                   300                                   298
       619                   HIGHLAND PARK                                                IL                                  60035                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            6/20/2031                                   300                                   298
       620                   LOS ANGELES                                                  CA                                  90045                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       621                   CALDWELL                                                     ID                                  83607                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       622                   MEDFORD                                                      NY                                  11763                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       623                   BROOKLYN                                                     NY                                  11236                  2-4 Family                                                     6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       624                   WATERTOWN                                                    MA                                   2472                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       625                   WHITE PLAINS                                                 NY                                  10605                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            6/20/2031                                   300                                   298
       626                   DISCOVERY BAY                                                CA                                  94514                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            5/20/2031                                   300                                   297
       627                   HERCULES                                                     CA                                  94547                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            6/20/2031                                   300                                   298
       628                   COMMACK                                                      NY                                  11725                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       629                   LAKE GROVE                                                   NY                                  11755                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       630                   WINNSBORO                                                    SC                                  29180                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       631                   AVON                                                         IN                                  46123                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       632                   GROSSE POINTE FARMS                                          MI                                  48236                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       633                   REDLANDS                                                     CA                                  92373                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            5/20/2031                                   300                                   297
       634                   MODESTO                                                      CA                                  95357                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       635                   RALEIGH                                                      NC                                  27606                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       636                   SPRING HILL                                                  FL                                  34604                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       637                   EWA BEACH                                                    HI                                  96706                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                            6/20/2031                                   300                                   298
       638                   VICTORVILLE                                                  CA                                  92394                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
       639                   CORONA                                                       CA                                  92880                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            6/20/2031                                   300                                   298
       640                   NEWTON                                                       NJ                                   7860                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       641                   EAST WINDSOR                                                 NJ                                   8512                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       642                   EGG HARBOR TWP.                                              NJ                                   8234                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       643                   GREENFIELD                                                   CA                                  93927                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       644                   NORMAN                                                       OK                                  73071                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                            5/20/2031                                   300                                   297
       645                   VALLEY COTTAGE                                               NY                                  10989                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       646                   CLARKSBURG                                                   MD                                  20871                  PUD                                                          9.125                              0.5                                0                           0.0195                                8.6055                            4/20/2031                                   300                                   296
       647                   WANTAGH                                                      NY                                  11793                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            4/20/2031                                   300                                   296
       648                   RENO                                                         NV                                  89503                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       649                   LA PUENTE                                                    CA                                  91744                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            5/20/2031                                   300                                   297
       650                   SOUTHAMPTON                                                  NY                                  11968                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       651                   HACKETTSTOWN                                                 NJ                                   7840                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       652                   BROOKHAVEN                                                   NY                                  11719                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                            4/20/2031                                   300                                   296
       653                   TUSTIN                                                       CA                                  92782                  Condominium                                                  9.125                              0.5                                0                           0.0195                                8.6055                            5/20/2031                                   300                                   297
       654                   ANAHEIM                                                      CA                                  92802                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       655                   ANTIOCH                                                      CA                                  94531                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            6/20/2031                                   300                                   298
       656                   BURBANK                                                      IL                                  60459                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            6/20/2031                                   300                                   298
       657                   MILPITAS                                                     CA                                  95035                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            6/20/2031                                   300                                   298
       658                   GLENDALE                                                     AZ                                  85310                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       659                   ORLANDO                                                      FL                                  32829                  Condominium                                                 10.875                              0.5                                0                           0.0195                               10.3555                            6/20/2031                                   300                                   298
       660                   BALTIMORE                                                    MD                                  21230                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       661                   COLUMBUS                                                     OH                                  43230                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       662                   HAVERSTRAW                                                   NY                                  10927                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            7/20/2031                                   300                                   299
       663                   FUQUAY VARINA                                                NC                                  27526                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       664                   CHESTER SPRINGS                                              PA                                  19425                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       665                   EVANSTON                                                     IL                                  60202                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       666                   GREELEY                                                      CO                                  80631                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       667                   DURHAM                                                       NH                                   3824                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       668                   PIONEER                                                      CA                                  95666                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       669                   SISTERS                                                      OR                                  97759                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            6/20/2031                                   300                                   298
       670                   CHICAGO                                                      IL                                  60604                  Condominium                                                   7.75                              0.5                                0                           0.0195                                7.2305                            6/20/2031                                   300                                   298
       671                   LEXINGTON                                                    KY                                  40502                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       672                   NUTLEY                                                       NJ                                   7110                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            6/20/2031                                   300                                   298
       673                   PHOENIX                                                      AZ                                  85008                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            6/20/2031                                   300                                   298
       674                   SAN FRANCISCO                                                CA                                  94107                  Condominium                                                  10.25                              0.5                                0                           0.0195                                9.7305                            6/20/2031                                   300                                   298
       675                   KUNA                                                         ID                                  83634                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       676                   JOHNSTON                                                     IA                                  50131                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       677                   GREENWOOD VILLAGE                                            CO                                  80111                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            6/20/2031                                   300                                   298
       678                   SAN DIEGO                                                    CA                                  92115                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                            6/20/2031                                   300                                   298
       679                   FREMONT                                                      CA                                  94536                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            6/20/2031                                   300                                   298
       680                   SAN JOSE                                                     CA                                  95121                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            6/20/2031                                   300                                   298
       681                   BOWIE                                                        MD                                  20715                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            6/20/2031                                   300                                   298
       682                   PINOLE                                                       CA                                  94564                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            6/20/2031                                   300                                   298
       683                   SPOKANE                                                      WA                                  99205                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       684                   SAN DIEGO                                                    CA                                  92115                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            6/20/2031                                   300                                   298
       685                   OREM                                                         UT                                  84058                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       686                   TUCSON                                                       AZ                                  85710                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       687                   ATLANTA                                                      GA                                  30317                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       688                   HANFORD                                                      CA                                  93230                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            6/20/2031                                   300                                   298
       689                   OSWEGO                                                       IL                                  60543                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            6/20/2031                                   300                                   298
       690                   GAITHERSBURG                                                 MD                                  20878                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       691                   SILVER SPRING                                                MD                                  20906                  Condominium                                                 10.375                              0.5                                0                           0.0195                                9.8555                            6/20/2031                                   300                                   298
       692                   LAKE STEVENS                                                 WA                                  98258                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       693                   GLENDALE                                                     AZ                                  85308                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       694                   SPRINGFIELD                                                  OR                                  97478                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                            6/20/2031                                   300                                   298
       695                   SAN JUAN BAUTISTA                                            CA                                  95045                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                            6/20/2031                                   300                                   298
       696                   RIVERSIDE                                                    CA                                  92504                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       697                   PORT SAINT LUCIE                                             FL                                  34984                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            6/20/2031                                   300                                   298
       698                   ANTHEM                                                       AZ                                  85086                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       699                   TUCSON                                                       AZ                                  85730                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       700                   EASTON                                                       PA                                  18042                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       701                   OCALA                                                        FL                                  34474                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       702                   SACRAMENTO                                                   CA                                  95835                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            6/20/2031                                   300                                   298
       703                   LOUISVILLE                                                   KY                                  40272                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       704                   SCOTTSDALE                                                   AZ                                  85262                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       705                   COVINA                                                       CA                                  91722                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            6/20/2031                                   300                                   298
       706                   PORTLAND                                                     OR                                  97212                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       707                   BREA                                                         CA                                  92821                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            6/20/2031                                   300                                   298
       708                   FT LAUDERDALE                                                FL                                  33309                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       709                   RALEIGH                                                      NC                                  27616                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            6/20/2031                                   300                                   298
       710                   WELLS                                                        ME                                   4090                  Condominium                                                  8.625                              0.5                                0                           0.0195                                8.1055                            6/20/2031                                   300                                   298
       711                   GLENDALE HEIGHTS                                             IL                                  60139                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                            6/20/2031                                   300                                   298
       712                   SACRAMENTO                                                   CA                                  95835                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            6/20/2031                                   300                                   298
       713                   WASHINGTON                                                   DC                                  20020                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       714                   KENILWORTH                                                   NJ                                   7003                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       715                   NEW ROCHELLE                                                 NY                                  10801                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                            6/20/2031                                   300                                   298
       716                   LEESBURG                                                     GA                                  31763                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       717                   CHICAGO                                                      IL                                  60614                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       718                   FOLSOM                                                       CA                                  95630                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       719                   GILBERT                                                      AZ                                  85233                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       720                   PHOENIX                                                      AZ                                  85020                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       721                   SANTA CRUZ                                                   CA                                  95062                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                            6/20/2031                                   300                                   298
       722                   HENDERSON                                                    NV                                  89074                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       723                   HARWINTON                                                    CT                                   6791                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       724                   BRENTWOOD                                                    CA                                  94513                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            6/20/2031                                   300                                   298
       725                   LAS VEGAS                                                    NV                                  89102                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       726                   SOUTH ELGIN                                                  IL                                  60177                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            6/20/2031                                   300                                   298
       727                   SPARKS                                                       NV                                  89436                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            6/20/2031                                   300                                   298
       728                   LAS VEGAS                                                    NV                                  89146                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       729                   POWELL                                                       OH                                  43065                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       730                   BROOKFIELD                                                   CT                                   6804                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       731                   BETHEL                                                       CT                                   6801                  2-4 Family                                                    6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       732                   WINTER HAVEN                                                 FL                                  33880                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            6/20/2031                                   300                                   298
       733                   BOSCAWEN                                                     NH                                   3303                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       734                   ALTAMONTE SPRINGS                                            FL                                  32701                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       735                   ELGIN                                                        IL                                  60123                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       736                   RYE BROOK                                                    NY                                  10573                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       737                   VOLCANO                                                      CA                                  95689                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            6/20/2031                                   300                                   298
       738                   MCDONALD                                                     PA                                  15057                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
       739                   KENILWORTH                                                   IL                                  60043                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            6/20/2031                                   300                                   298
       740                   SAN PEDRO                                                    CA                                  90732                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       741                   KANSAS CITY                                                  MO                                  64105                  Condominium                                                  9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       742                   CHESTERFIELD                                                 NJ                                   8515                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       743                   SELDEN                                                       NY                                  11784                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       744                   WASHINGTON                                                   DC                                  20002                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       745                   HILTON HEAD ISLAND                                           SC                                  29926                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                            6/20/2031                                   300                                   298
       746                   ORLANDO                                                      FL                                  32808                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            6/20/2031                                   300                                   298
       747                   BROOKFIELD                                                   CT                                   6804                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       748                   PHOENIX                                                      AZ                                  85086                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            6/20/2031                                   300                                   298
       749                   MESA                                                         AZ                                  85209                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            6/20/2031                                   300                                   298
       750                   MCHENRY                                                      IL                                  60050                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            6/20/2031                                   300                                   298
       751                   MENTONE                                                      CA                                  92359                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       752                   WHITTIER                                                     CA                                  90604                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       753                   BROOKFIELD                                                   IL                                  60513                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            6/20/2031                                   300                                   298
       754                   PEABODY                                                      MA                                   1960                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            6/20/2031                                   300                                   298
       755                   ALSIP                                                        IL                                  60803                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       756                   DAUFUSKIE ISLAND                                             SC                                  29915                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            6/20/2031                                   300                                   298
       757                   SANDY                                                        OR                                  97055                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       758                   WINCHESTER                                                   VA                                  22602                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            6/20/2031                                   300                                   298
       759                   TAMPA                                                        FL                                  33647                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                            6/20/2031                                   300                                   298
       760                   FARMINGVILLE                                                 NY                                  11738                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
       761                   VISALIA                                                      CA                                  93292                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       762                   INDIANAPOLIS                                                 IN                                  46254                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            5/20/2031                                   300                                   297
       763                   ENNIS                                                        MT                                  59729                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       764                   AUBURN                                                       MI                                  48611                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            6/20/2031                                   300                                   298
       765                   LAS VEGAS                                                    NV                                  89074                  PUD                                                         10.275                              0.5                                0                           0.0195                                9.7555                             7/1/2030                                   300                                   287
       766                   ORANGE PARK                                                  FL                                  32073                  Single Family                                                10.35                              0.5                                0                           0.0195                                9.8305                             5/6/2030                                   300                                   285
       767                   WOODBRIDGE                                                   VA                                  22193                  PUD                                                          9.925                              0.5                                0                           0.0195                                9.4055                            8/10/2030                                   300                                   288
       768                   LOS ANGELES                                                  CA                                  91306                  Single Family                                                10.55                              0.5                                0                           0.0195                               10.0305                             9/1/2030                                   300                                   289
       769                   LOS ANGELES (PACOIMA AREA                                    CA                                  91331                  Single Family                                                 11.2                              0.5                                0                           0.0195                               10.6805                            7/28/2030                                   300                                   287
       770                   HESPERIA                                                     CA                                  92345                  Single Family                                                 9.65                              0.5                                0                           0.0195                                9.1305                             8/1/2030                                   300                                   288
       771                   SAN MATEO                                                    CA                                  94404                  Condominium                                                  10.15                              0.5                                0                           0.0195                                9.6305                            5/19/2030                                   300                                   285
       772                   GILBERT                                                      AZ                                  85296                  PUD                                                         10.275                              0.5                                0                           0.0195                                9.7555                            5/19/2030                                   300                                   285
       773                   QUEEN CREEK                                                  AZ                                  85242                  PUD                                                           10.4                              0.5                                0                           0.0195                                9.8805                             5/4/2030                                   300                                   285
       774                   BRUNSWICK                                                    OH                                  44212                  Single Family                                               10.775                              0.5                                0                           0.0195                               10.2555                            5/18/2030                                   300                                   285
       775                   YUBA CITY                                                    CA                                  95991                  Single Family                                                10.45                              0.5                                0                           0.0195                                9.9305                            5/26/2030                                   300                                   285
       776                   GLENDALE                                                     AZ                                  85303                  Single Family                                                 10.7                              0.5                                0                           0.0195                               10.1805                             5/3/2030                                   300                                   285
       777                   CHULA VISTA                                                  CA                                  91911                  Single Family                                                 10.8                              0.5                                0                           0.0195                               10.2805                            5/17/2030                                   300                                   285
       778                   GOODYEAR                                                     AZ                                  85338                  PUD                                                           10.4                              0.5                                0                           0.0195                                9.8805                             6/1/2030                                   300                                   286
       779                   RANCHO CORDOVA                                               CA                                  95670                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                            5/23/2030                                   300                                   285
       780                   SACRAMENTO                                                   CA                                  95833                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                            5/10/2030                                   300                                   285
       781                   MARTINSBURG                                                  WV                                  25401                  Single Family                                                9.275                              0.5                                0                           0.0195                                8.7555                            5/20/2030                                   300                                   285
       782                   LOS ANGELES (GARDENA ARAE                                    CA                                  90249                  Single Family                                                10.55                              0.5                                0                           0.0195                               10.0305                            5/10/2030                                   300                                   285
       783                   RANCHO CORDOVA                                               CA                                  95670                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                            5/18/2030                                   300                                   285
       784                   SEATTLE                                                      WA                                  98178                  Single Family                                               10.275                              0.5                                0                           0.0195                                9.7555                            5/20/2030                                   300                                   285
       785                   LAS VEGAS                                                    NV                                  89147                  PUD                                                            9.9                              0.5                                0                           0.0195                                9.3805                             6/1/2030                                   300                                   286
       786                   PATTERSON                                                    CA                                  95363                  Single Family                                               10.775                              0.5                                0                           0.0195                               10.2555                            6/10/2030                                   300                                   286
       787                   MESA                                                         AZ                                  85201                  Single Family                                                10.65                              0.5                                0                           0.0195                               10.1305                            5/30/2030                                   300                                   285
       788                   LAS VEGAS                                                    NV                                  89138                  PUD                                                            9.9                              0.5                                0                           0.0195                                9.3805                             5/1/2030                                   300                                   285
       789                   HAWTHORNE                                                    CA                                  90250                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                             6/3/2030                                   300                                   286
       790                   LAGUNA NIGUEL                                                CA                                  92677                  Condominium                                                   10.4                              0.5                                0                           0.0195                                9.8805                             6/1/2030                                   300                                   286
       791                   PALMDALE                                                     CA                                  93551                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                             6/2/2030                                   300                                   286
       792                   SAN DIEGO                                                    CA                                  92139                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                            5/26/2030                                   300                                   285
       793                   TAMPA                                                        FL                                  33647                  PUD                                                            9.9                              0.5                                0                           0.0195                                9.3805                            5/13/2030                                   300                                   285
       794                   STANWOOD                                                     WA                                  98292                  Single Family                                                10.65                              0.5                                0                           0.0195                               10.1305                            5/11/2030                                   300                                   285
       795                   RIVERSIDE                                                    CA                                  92509                  Single Family                                               10.675                              0.5                                0                           0.0195                               10.1555                             6/3/2030                                   300                                   286
       796                   RESTON                                                       VA                                  20191                  Single Family                                                15.25                              0.5                                0                           0.0195                               14.7305                            4/20/2031                                   300                                   296
       797                   CANTON                                                       GA                                  30114                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                            4/20/2031                                   300                                   296
       798                   WALDORF                                                      MD                                  20602                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
       799                   KENNESAW                                                     GA                                  30144                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
       800                   SOUTH SAN FRANCISCO                                          CA                                  94080                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             5/1/2026                                   240                                   237
       801                   SAN DIEGO                                                    CA                                  92101                  Condominium                                                 10.925                              0.5                                0                           0.0195                               10.4055                             6/6/2030                                   300                                   286
       802                   HASTINGS                                                     MN                                  55033                  PUD                                                         11.175                              0.5                                0                           0.0195                               10.6555                            5/25/2030                                   300                                   285
       803                   REDDING                                                      CA                                  96003                  Single Family                                                8.775                              0.5                                0                           0.0195                                8.2555                            5/25/2030                                   300                                   285
       804                   WEST COVINA                                                  CA                                  91790                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                             6/1/2030                                   300                                   286
       805                   PHOENIX                                                      AZ                                  85027                  Single Family                                                9.525                              0.5                                0                           0.0195                                9.0055                            5/12/2030                                   300                                   285
       806                   SACRAMENTO                                                   CA                                  95823                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                             6/6/2030                                   300                                   286
       807                   SAN JOSE                                                     CA                                  95122                  Condominium                                                   10.4                              0.5                                0                           0.0195                                9.8805                             6/1/2030                                   300                                   286
       808                   PHOENIX                                                      AZ                                  85053                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                            5/24/2030                                   300                                   285
       809                   AURORA                                                       CO                                  80016                  PUD                                                          10.55                              0.5                                0                           0.0195                               10.0305                            5/26/2030                                   300                                   285
       810                   MISSION VIEJO                                                CA                                  92692                  Condominium                                                  10.15                              0.5                                0                           0.0195                                9.6305                            5/24/2030                                   300                                   285
       811                   TAMPA                                                        FL                                  33603                  Single Family                                               11.575                              0.5                                0                           0.0195                               11.0555                            5/25/2030                                   300                                   285
       812                   PHOENIX                                                      AZ                                  85050                  PUD                                                          10.15                              0.5                                0                           0.0195                                9.6305                             5/5/2030                                   300                                   285
       813                   SACRAMENTO                                                   CA                                  95819                  Single Family                                                9.025                              0.5                                0                           0.0195                                8.5055                            5/12/2030                                   300                                   285
       814                   CHANDLER                                                     AZ                                  85224                  PUD                                                            9.4                              0.5                                0                           0.0195                                8.8805                            5/12/2030                                   300                                   285
       815                   LOS ANGELES (CANOGA PARK                                     CA                                  91306                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                            5/24/2030                                   300                                   285
       816                   FRAZIER PARK                                                 CA                                  93225                  Single Family                                                  9.9                              0.5                                0                           0.0195                                9.3805                            5/17/2030                                   300                                   285
       817                   SCOTTSDALE                                                   AZ                                  85259                  PUD                                                           8.25                              0.5                                0                           0.0195                                7.7305                            5/13/2030                                   300                                   285
       818                   PEORIA                                                       AZ                                  85381                  Single Family                                               12.525                              0.5                                0                           0.0195                               12.0055                            5/20/2030                                   300                                   285
       819                   HENDERSON                                                    NV                                  89015                  PUD                                                         10.075                              0.5                                0                           0.0195                                9.5555                             6/1/2030                                   300                                   286
       820                   PHOENIX                                                      AZ                                  85051                  Townhouse                                                     10.9                              0.5                                0                           0.0195                               10.3805                            5/10/2030                                   300                                   285
       821                   VICTORVILLE                                                  CA                                  92392                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                            5/12/2030                                   300                                   285
       822                   WINTER GARDEN                                                FL                                  34787                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       823                   ALEXANDER                                                    NC                                  28701                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
       824                   CLEVELAND                                                    OH                                  44109                  2-4 Family                                                   10.75                              0.5                                0                           0.0195                               10.2305                             2/1/2031                                   300                                   294
       825                   NEW ALBANY                                                   OH                                  43054                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             2/1/2031                                   300                                   294
       826                   SACRAMENTO                                                   CA                                  95824                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       827                   KENNESAW                                                     GA                                  30152                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             2/1/2031                                   300                                   294
       828                   SURPRISE                                                     AZ                                  85379                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       829                   TUCSON                                                       AZ                                  85743                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       830                   BOYNTON BEACH                                                FL                                  33435                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       831                   HUNTINGTON                                                   NY                                  11743                  Single Family                                               12.375                              0.5                                0                           0.0195                               11.8555                             1/1/2031                                   300                                   293
       832                   RENTON                                                       WA                                  98055                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       833                   SEFFNER                                                      FL                                  33584                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                             2/1/2031                                   300                                   294
       834                   SAN DIEGO                                                    CA                                  92111                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       835                   CENTENNIAL                                                   CO                                  80112                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
       836                   MANCHESTER                                                   CT                                   6040                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                             2/1/2031                                   300                                   294
       837                   TAMPA                                                        FL                                  33626                  PUD                                                         11.375                              0.5                                0                           0.0195                               10.8555                             2/1/2031                                   300                                   294
       838                   WEST PALM BEACH                                              FL                                  33407                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       839                   FONTANA                                                      CA                                  92336                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       840                   FAIRFAX                                                      VA                                  22032                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            5/19/2030                                   300                                   285
       841                   WOODBURN                                                     OR                                  97071                  PUD                                                            8.9                              0.5                                0                           0.0195                                8.3805                            5/22/2030                                   300                                   285
       842                   CHINO HILLS                                                  CA                                  91709                  Single Family                                               10.925                              0.5                                0                           0.0195                               10.4055                             5/5/2030                                   300                                   285
       843                   SACRAMENTO                                                   CA                                  95823                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                             5/4/2030                                   300                                   285
       844                   DALY CITY                                                    CA                                  94015                  Condominium                                                   10.4                              0.5                                0                           0.0195                                9.8805                             6/2/2030                                   300                                   286
       845                   SUISUN CITY                                                  CA                                  94585                  Single Family                                               10.275                              0.5                                0                           0.0195                                9.7555                            5/25/2030                                   300                                   285
       846                   SUN CITY                                                     CA                                  92585                  PUD                                                           10.4                              0.5                                0                           0.0195                                9.8805                            5/13/2030                                   300                                   285
       847                   REDWOOD CITY                                                 CA                                  94061                  Single Family                                                 10.8                              0.5                                0                           0.0195                               10.2805                            5/17/2030                                   300                                   285
       848                   ESCONDIDO                                                    CA                                  92027                  Single Family                                               10.925                              0.5                                0                           0.0195                               10.4055                            5/12/2030                                   300                                   285
       849                   MIAMI                                                        FL                                  33176                  PUD                                                          10.65                              0.5                                0                           0.0195                               10.1305                            5/12/2030                                   300                                   285
       850                   SIMI VALLEY                                                  CA                                  93065                  Condominium                                                   10.4                              0.5                                0                           0.0195                                9.8805                            5/17/2030                                   300                                   285
       851                   HOLLYWOOD                                                    FL                                  33024                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       852                   KISSIMMEE                                                    FL                                  34746                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       853                   FAYETTEVILLE                                                 GA                                  30214                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
       854                   HEMET                                                        CA                                  92545                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       855                   COVINGTON                                                    GA                                  30014                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       856                   MARYSVILLE                                                   CA                                  95901                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                             1/1/2031                                   300                                   293
       857                   FLINT                                                        MI                                  48507                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       858                   LEBANON                                                      OH                                  45036                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
       859                   HIGLEY                                                       AZ                                  85236                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       860                   POWAY                                                        CA                                  92064                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             1/1/2031                                   300                                   293
       861                   HENDERSON                                                    NV                                  89052                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
       862                   LA HABRA                                                     CA                                  90631                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             1/1/2031                                   300                                   293
       863                   DORAL                                                        FL                                  33178                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       864                   VENICE                                                       FL                                  34292                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
       865                   MIAMI                                                        FL                                  33186                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
       866                   FREDERICKSBURG                                               VA                                  22408                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             1/1/2031                                   300                                   293
       867                   ORLANDO                                                      FL                                  32827                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       868                   AURORA                                                       CO                                  80012                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                             1/1/2031                                   300                                   293
       869                   KANSAS CITY                                                  MO                                  64108                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
       870                   HUNTERSVILLE                                                 NC                                  28078                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       871                   PALM COAST                                                   FL                                  32164                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       872                   ELLIJAY                                                      GA                                  30540                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       873                   PORT SAINT LUCIE                                             FL                                  34953                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                             1/1/2031                                   300                                   293
       874                   PEMBROKE PINES                                               FL                                  33028                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
       875                   ST. PETERSBURG                                               FL                                  33705                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
       876                   APOPKA                                                       FL                                  32712                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                             1/1/2031                                   300                                   293
       877                   CICERO                                                       IL                                  60804                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             2/1/2031                                   300                                   294
       878                   SCOTTS VALLEY                                                CA                                  95066                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       879                   SCOTTSDALE                                                   AZ                                  85262                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             1/1/2031                                   300                                   293
       880                   ENGLEWOOD                                                    CO                                  80111                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       881                   PALM COAST                                                   FL                                  32164                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
       882                   NOKESVILLE                                                   VA                                  20181                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
       883                   SAINT CLOUD                                                  FL                                  34772                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             1/1/2031                                   300                                   293
       884                   HERNDON                                                      VA                                  20171                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       885                   BRIDGEPORT                                                   CT                                   6604                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       886                   PEMBROKE PINES                                               FL                                  33028                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       887                   DORAL                                                        FL                                  33178                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       888                   GAINESVILLE                                                  FL                                  32607                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       889                   VILLA RICA                                                   GA                                  30180                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             1/1/2031                                   300                                   293
       890                   MIAMI                                                        FL                                  33137                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       891                   SAINT PAUL                                                   MN                                  55104                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       892                   GRAND JUNCTION                                               CO                                  81501                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       893                   BOWIE                                                        MD                                  20716                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       894                   CUYAHOGA FALLS                                               OH                                  44223                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       895                   CASTLE ROCK                                                  CO                                  80104                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       896                   TEMECULA                                                     CA                                  92591                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
       897                   ANTIOCH                                                      CA                                  94509                  2-4 Family                                                   11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       898                   MIRAMAR                                                      FL                                  33027                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
       899                   SANFORD                                                      FL                                  32771                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       900                   LOGANDALE                                                    NV                                  89021                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
       901                   MARIETTA                                                     GA                                  30064                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
       902                   TERRE HAUTE                                                  IN                                  47803                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
       903                   EAST HARTFORD                                                CT                                   6108                  2-4 Family                                                    12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       904                   LITTLETON                                                    CO                                  80120                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       905                   FORT LAUDERDALE                                              FL                                  33317                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       906                   MIRAMAR                                                      FL                                  33023                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
       907                   APPLE VALLEY                                                 CA                                  92307                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                             2/1/2031                                   300                                   294
       908                   LAFAYETTE                                                    CO                                  80026                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             1/1/2031                                   300                                   293
       909                   MOUNT PLEASANT                                               SC                                  29464                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             1/1/2031                                   300                                   293
       910                   SAN LEANDRO                                                  CA                                  94578                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       911                   CORONA                                                       CA                                  92882                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       912                   DORAL                                                        FL                                  33178                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       913                   OXFORD                                                       GA                                  30054                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
       914                   BEDFORD                                                      NH                                   3110                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
       915                   FORT MYERS                                                   FL                                  33907                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       916                   HALLANDALE BEACH                                             FL                                  33009                  Hi-Rise Condo                                                10.75                              0.5                                0                           0.0195                               10.2305                             1/1/2031                                   300                                   293
       917                   STONE MOUNTAIN                                               GA                                  30083                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
       918                   SAMMAMISH                                                    WA                                  98074                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             1/1/2031                                   300                                   293
       919                   FRESNO                                                       CA                                  93726                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             1/1/2031                                   300                                   293
       920                   LAGRANGE                                                     GA                                  30240                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       921                   GROTON                                                       SD                                  57445                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       922                   SUGAR HILL                                                   GA                                  30518                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             1/1/2031                                   300                                   293
       923                   PALM COAST                                                   FL                                  32164                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
       924                   LEHIGH ACRES                                                 FL                                  33972                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
       925                   ORLANDO                                                      FL                                  32835                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             1/1/2031                                   300                                   293
       926                   DORAL                                                        FL                                  33178                  Condominium                                                  10.75                              0.5                                0                           0.0195                               10.2305                             1/1/2031                                   300                                   293
       927                   HAVERHILL                                                    FL                                  33417                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       928                   PORT SAINT LUCIE                                             FL                                  34953                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             1/1/2031                                   300                                   293
       929                   BISMARCK                                                     ND                                  58501                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       930                   HENDERSON                                                    NV                                  89014                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
       931                   LITTLETON                                                    CO                                  80126                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       932                   PEORIA                                                       AZ                                  85381                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
       933                   MADISON                                                      MS                                  39110                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       934                   LONGS                                                        SC                                  29568                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             1/1/2031                                   300                                   293
       935                   AURORA                                                       CO                                  80015                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
       936                   MONTGOMERY                                                   IL                                  60538                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       937                   GILBERT                                                      AZ                                  85236                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       938                   MIAMI                                                        FL                                  33145                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
       939                   ANDOVER                                                      MN                                  55304                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                             1/1/2031                                   300                                   293
       940                   VANCOUVER                                                    WA                                  98661                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
       941                   STOCKTON                                                     CA                                  95207                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
       942                   FARGO                                                        ND                                  58103                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       943                   GERMANTOWN                                                   IL                                  62245                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             1/1/2031                                   300                                   293
       944                   SAINT PETERSBURG                                             FL                                  33713                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       945                   JACKSONVILLE                                                 FL                                  32221                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       946                   PHOENIX                                                      AZ                                  85015                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       947                   WOOSTER                                                      OH                                  44691                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
       948                   SAN DIEGO                                                    CA                                  92154                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       949                   HORSE SHOE                                                   NC                                  28742                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       950                   ATLANTA                                                      GA                                  30319                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             1/1/2031                                   300                                   293
       951                   MINNEAPOLIS                                                  MN                                  55418                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                             1/1/2031                                   300                                   293
       952                   AUGUSTA                                                      GA                                  30909                  PUD                                                         12.375                              0.5                                0                           0.0195                               11.8555                             1/1/2031                                   300                                   293
       953                   KIRTLAND                                                     OH                                  44094                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
       954                   SAINT GEORGE                                                 UT                                  84770                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       955                   ST. LOUIS                                                    MO                                  63112                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       956                   PHOENIX                                                      AZ                                  85037                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       957                   MABLETON                                                     GA                                  30126                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
       958                   GARDNER                                                      KS                                  66030                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             1/1/2031                                   300                                   293
       959                   SURPRISE                                                     AZ                                  85379                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
       960                   LAS VEGAS                                                    NV                                  89117                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
       961                   AURORA                                                       CO                                  80013                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
       962                   MORGAN                                                       UT                                  84050                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       963                   PORT SAINT LUCIE                                             FL                                  34953                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       964                   CANTON                                                       OH                                  44708                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       965                   THORNTON                                                     CO                                  80241                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       966                   MARIETTA                                                     GA                                  30064                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       967                   ORANGE                                                       CA                                  92867                  Condominium                                                     12                              0.5                                0                           0.0195                               11.4805                             1/1/2031                                   300                                   293
       968                   KISSIMMEE                                                    FL                                  34746                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             1/1/2031                                   300                                   293
       969                   RIVERVIEW                                                    FL                                  33569                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       970                   MABLETON                                                     GA                                  30126                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                             1/1/2031                                   300                                   293
       971                   SANGER                                                       CA                                  93657                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       972                   HIALEAH                                                      FL                                  33014                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       973                   CLEVELAND                                                    OH                                  44110                  Single Family                                               12.375                              0.5                                0                           0.0195                               11.8555                             1/1/2031                                   300                                   293
       974                   ENGLEWOOD                                                    FL                                  34223                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
       975                   PITTSBURGH                                                   PA                                  15239                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             1/1/2031                                   300                                   293
       976                   AUBURNDALE                                                   FL                                  33823                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
       977                   PEMBROKE PINES                                               FL                                  33026                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
       978                   MISSION VIEJO                                                CA                                  92691                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       979                   PALMETTO                                                     FL                                  34221                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             1/1/2031                                   300                                   293
       980                   FAIRFAX                                                      VA                                  22032                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
       981                   WILDOMAR                                                     CA                                  92595                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             1/1/2031                                   300                                   293
       982                   WATERFORD                                                    MI                                  48329                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             2/1/2031                                   300                                   294
       983                   POUGHKEEPSIE                                                 FL                                  12603                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
       984                   INVER GROVE HEIGHTS                                          MN                                  55076                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
       985                   WARRENTON                                                    VA                                  20186                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       986                   GRAND RAPIDS                                                 MI                                  49503                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
       987                   GLENDALE                                                     AZ                                  85302                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
       988                   LONGMONT                                                     CO                                  80503                  PUD                                                          11.35                              0.5                                0                           0.0195                               10.8305                            5/10/2030                                   300                                   285
       989                   HARWOOD HEIGHTS                                              IL                                  60706                  Condominium                                                  10.65                              0.5                                0                           0.0195                               10.1305                            5/20/2030                                   300                                   285
       990                   MURRIETA                                                     CA                                  92563                  PUD                                                         10.525                              0.5                                0                           0.0195                               10.0055                             6/1/2030                                   300                                   286
       991                   RIALTO                                                       CA                                  92377                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                             5/6/2030                                   300                                   285
       992                   SHORELINE                                                    WA                                  98133                  Single Family                                               10.275                              0.5                                0                           0.0195                                9.7555                            5/17/2030                                   300                                   285
       993                   SAN JOSE                                                     CA                                  95111                  Condominium                                                   10.4                              0.5                                0                           0.0195                                9.8805                             5/6/2030                                   300                                   285
       994                   NAPA                                                         CA                                  94558                  Single Family                                                9.525                              0.5                                0                           0.0195                                9.0055                             5/1/2030                                   300                                   285
       995                   STAFFORD                                                     VA                                  22554                  PUD                                                         10.025                              0.5                                0                           0.0195                                9.5055                             6/6/2030                                   300                                   286
       996                   WOODLAND                                                     CA                                  95695                  PUD                                                           10.4                              0.5                                0                           0.0195                                9.8805                             6/6/2030                                   300                                   286
       997                   GILROY                                                       CA                                  95020                  Single Family                                               11.275                              0.5                                0                           0.0195                               10.7555                             6/3/2030                                   300                                   286
       998                   SAN DIEGO                                                    CA                                  92173                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                            5/23/2030                                   300                                   285
       999                   SACRAMENTO                                                   CA                                  95823                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                             6/1/2030                                   300                                   286
      1000                   FACTORYVILLE                                                 PA                                  18419                  Single Family                                               11.025                              0.5                                0                           0.0195                               10.5055                             6/3/2030                                   300                                   286
      1001                   TRACY                                                        CA                                  95376                  Single Family                                                8.775                              0.5                                0                           0.0195                                8.2555                            5/24/2030                                   300                                   285
      1002                   QUEEN CREEK                                                  AZ                                  85242                  PUD                                                         10.775                              0.5                                0                           0.0195                               10.2555                            5/24/2030                                   300                                   285
      1003                   LOS ANGELES (ENCINO AREA)                                    CA                                  91316                  Single Family                                                  9.9                              0.5                                0                           0.0195                                9.3805                            5/26/2030                                   300                                   285
      1004                   SANTA BARBARA                                                CA                                  93101                  Condominium                                                  9.275                              0.5                                0                           0.0195                                8.7555                            5/13/2030                                   300                                   285
      1005                   SAN JOSE                                                     CA                                  95131                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                            5/19/2030                                   300                                   285
      1006                   SAN GABRIEL AREA                                             CA                                  91775                  Single Family                                                9.775                              0.5                                0                           0.0195                                9.2555                            5/26/2030                                   300                                   285
      1007                   BAKERSFIELD                                                  CA                                  93308                  PUD                                                           10.9                              0.5                                0                           0.0195                               10.3805                             6/3/2030                                   300                                   286
      1008                   LOS ANGELES (SA                                              CA                                  91776                  Single Family                                                9.025                              0.5                                0                           0.0195                                8.5055                            5/10/2030                                   300                                   285
      1009                   HARLEYSVILLE                                                 PA                                  19438                  Single Family                                                8.225                              0.5                                0                           0.0195                                7.7055                            5/27/2030                                   300                                   285
      1010                   SIMI VALLEY                                                  CA                                  93063                  Condominium                                                 12.275                              0.5                                0                           0.0195                               11.7555                             6/1/2030                                   300                                   286
      1011                   JACKSONVILLE                                                 FL                                  32257                  PUD                                                         10.425                              0.5                                0                           0.0195                                9.9055                            5/12/2030                                   300                                   285
      1012                   SAN DIEGO                                                    CA                                  92120                  Single Family                                                 10.9                              0.5                                0                           0.0195                               10.3805                            5/25/2030                                   300                                   285
      1013                   RENTON                                                       WA                                  98055                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                            5/25/2030                                   300                                   285
      1014                   BREA                                                         CA                                  92821                  Single Family                                               11.725                              0.5                                0                           0.0195                               11.2055                             6/1/2030                                   300                                   286
      1015                   RIVERSIDE (AREA)                                             CA                                  92509                  Single Family                                                 10.8                              0.5                                0                           0.0195                               10.2805                            5/19/2030                                   300                                   285
      1016                   ORTING                                                       WA                                  98360                  PUD                                                         10.275                              0.5                                0                           0.0195                                9.7555                            5/18/2030                                   300                                   285
      1017                   NEWMAN                                                       CA                                  95360                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                             6/3/2030                                   300                                   286
      1018                   LA MESA                                                      CA                                  91942                  PUD                                                         10.525                              0.5                                0                           0.0195                               10.0055                             5/7/2030                                   300                                   285
      1019                   CHINO                                                        CA                                  91710                  Single Family                                                9.825                              0.5                                0                           0.0195                                9.3055                            5/10/2030                                   300                                   285
      1020                   LOS ANGELES (LA                                              CA                                  91744                  Single Family                                                9.025                              0.5                                0                           0.0195                                8.5055                            5/16/2030                                   300                                   285
      1021                   ROCHESTER                                                    NY                                  14609                  Single Family                                               11.275                              0.5                                0                           0.0195                               10.7555                             6/6/2030                                   300                                   286
      1022                   MONROE                                                       WA                                  98272                  Single Family                                                10.55                              0.5                                0                           0.0195                               10.0305                             6/2/2030                                   300                                   286
      1023                   SAN LEANDRO                                                  CA                                  94578                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                            5/25/2030                                   300                                   285
      1024                   LA CROSSE                                                    WI                                  54601                  Single Family                                               11.525                              0.5                                0                           0.0195                               11.0055                             6/1/2030                                   300                                   286
      1025                   GARDEN GROVE                                                 CA                                  92843                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1026                   STAFFORD                                                     VA                                  22554                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1027                   TEMPLE HILLS                                                 MD                                  20748                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1028                   ALEXANDRIA                                                   VA                                  22311                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1029                   PHOENIX                                                      AZ                                  85037                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1030                   MUKILTEO                                                     WA                                  98275                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1031                   FREDERICKSBURG                                               VA                                  22407                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1032                   DUMFRIES                                                     VA                                  22026                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1033                   LOS ANGELES                                                  CA                                  90019                  2-4 Family                                                       8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1034                   CHESTER                                                      VA                                  23836                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1035                   ANNANDALE                                                    VA                                  22003                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1036                   MANASSAS                                                     VA                                  20110                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1037                   CORONA                                                       CA                                  92882                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1038                   HIGHLAND                                                     CA                                  92346                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1039                   FAIRFAX                                                      VA                                  22031                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1040                   SPRINGFIELD                                                  VA                                  22150                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1041                   ANNANDALE                                                    VA                                  22003                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1042                   DULUTH                                                       GA                                  30097                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1043                   RESEDA                                                       CA                                  91335                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1044                   FAIRFAX                                                      VA                                  22032                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1045                   BURKE                                                        VA                                  22015                  Townhouse                                                        8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1046                   LAWRENCEVILLE                                                GA                                  30044                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1047                   FAIRFAX                                                      VA                                  22030                  Townhouse                                                        8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1048                   WOODBRIDGE                                                   VA                                  22192                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1049                   DELUTH                                                       GA                                  30096                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1050                   LAWNDALE                                                     CA                                  90260                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1051                   FAIRFAX                                                      VA                                  22030                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1052                   FAIRFAX                                                      VA                                  22030                  Townhouse                                                        8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1053                   SACRAMENTO                                                   CA                                  95842                  2-4 Family                                                       8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1054                   DACULA                                                       GA                                  30019                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      1055                   MURRIETA                                                     CA                                  92562                  Single Family                                               10.025                              0.5                                0                           0.0195                                9.5055                            5/25/2030                                   300                                   285
      1056                   SACRAMENTO                                                   CA                                  95835                  Condominium                                                 10.025                              0.5                                0                           0.0195                                9.5055                             5/9/2030                                   300                                   285
      1057                   SAN JOSE                                                     CA                                  95112                  Condominium                                                  10.55                              0.5                                0                           0.0195                               10.0305                             6/1/2030                                   300                                   286
      1058                   HAYWARD                                                      CA                                  94541                  PUD                                                          9.525                              0.5                                0                           0.0195                                9.0055                             6/1/2030                                   300                                   286
      1059                   SAN SANMATEO                                                 CA                                  94403                  Hi-Rise Condo                                                  9.9                              0.5                                0                           0.0195                                9.3805                             6/1/2030                                   300                                   286
      1060                   LAS VEGAS                                                    NV                                  89128                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             6/1/2030                                   300                                   286
      1061                   SANTA CLARITA (CANYON COU                                    CA                                  91351                  Condominium                                                 10.525                              0.5                                0                           0.0195                               10.0055                             6/3/2030                                   300                                   286
      1062                   TRACY                                                        CA                                  95376                  Single Family                                               10.275                              0.5                                0                           0.0195                                9.7555                             6/1/2030                                   300                                   286
      1063                   LOS ANGELES (SUNLAND AREA                                    CA                                  91040                  Single Family                                               11.475                              0.5                                0                           0.0195                               10.9555                             6/1/2030                                   300                                   286
      1064                   EL CAJON                                                     CA                                  92020                  Single Family                                                9.025                              0.5                                0                           0.0195                                8.5055                             6/7/2030                                   300                                   286
      1065                   SACRAMENTO                                                   CA                                  95831                  Single Family                                               10.675                              0.5                                0                           0.0195                               10.1555                             5/9/2030                                   300                                   285
      1066                   LONG BEACH                                                   CA                                  90805                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                            5/13/2030                                   300                                   285
      1067                   CALABASAS                                                    CA                                  91302                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            8/15/2030                                   300                                   288
      1068                   LOS ANGELES                                                  CA                                  90049                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             8/1/2030                                   300                                   288
      1069                   RESEDA                                                       CA                                  91335                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             8/1/2030                                   300                                   288
      1070                   DENVER                                                       CO                                  80206                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            8/15/2030                                   300                                   288
      1071                   REDDING                                                      CA                                  96002                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             9/1/2030                                   300                                   289
      1072                   TEMECULA                                                     CA                                  92592                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             9/1/2030                                   300                                   289
      1073                   CHULA VISTA                                                  CA                                  91915                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                             9/1/2030                                   300                                   289
      1074                   CHULA VISTA                                                  CA                                  91911                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             9/1/2030                                   300                                   289
      1075                   TEMECULA                                                     CA                                  92592                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             9/1/2030                                   300                                   289
      1076                   KISSIMMEE                                                    FL                                  34746                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
      1077                   LARGO                                                        FL                                  33771                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2031                                   300                                   295
      1078                   HOMESTEAD                                                    FL                                  33035                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             3/1/2031                                   300                                   295
      1079                   COTTONWOOD HEIGHTS                                           UT                                  84121                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
      1080                   BEAR                                                         DE                                  19701                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             3/1/2031                                   300                                   295
      1081                   COLORADO SPRINGS                                             CO                                  80918                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
      1082                   HIGHLANDS RANCH                                              CO                                  80126                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                             3/1/2031                                   300                                   295
      1083                   AURORA                                                       CO                                  80015                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             3/1/2031                                   300                                   295
      1084                   CHESAPEAKE                                                   VA                                  23323                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
      1085                   OAKLAND                                                      CA                                  94605                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
      1086                   CAPITOL HEIGHTS                                              MD                                  20743                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             3/1/2031                                   300                                   295
      1087                   BRANDON                                                      FL                                  33511                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
      1088                   KENNER                                                       LA                                  70065                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                             3/1/2031                                   300                                   295
      1089                   LAS VEGAS                                                    NV                                  89108                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
      1090                   PHOENIX                                                      AZ                                  85027                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      1091                   CAPE CORAL                                                   FL                                  33993                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      1092                   MIAMI                                                        FL                                  33161                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      1093                   LOS ANGELES                                                  CA                                  90011                  2-4 Family                                                  10.875                              0.5                                0                           0.0195                               10.3555                             4/1/2031                                   300                                   296
      1094                   ATLANTA                                                      GA                                  30312                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      1095                   ATLANTA                                                      GA                                  30342                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      1096                   EL CAJON                                                     CA                                  92020                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      1097                   STREAMWOOD                                                   IL                                  60107                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                             4/1/2031                                   300                                   296
      1098                   LONGMONT                                                     CO                                  80501                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      1099                   BRIGHTON                                                     CO                                  80603                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             4/1/2031                                   300                                   296
      1100                   LAS VEGAS                                                    NV                                  89148                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      1101                   MIAMI                                                        FL                                  33173                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      1102                   DURANGO                                                      CO                                  81301                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      1103                   APOPKA                                                       FL                                  32703                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      1104                   ORLANDO                                                      FL                                  32810                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      1105                   ALEXANDRIA                                                   VA                                  22315                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      1106                   PAWLEYS ISLAND                                               SC                                  29585                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      1107                   SUNRISE                                                      FL                                  33351                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      1108                   SOUTHFIELD                                                   MI                                  48075                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      1109                   DALLAS                                                       GA                                  30132                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      1110                   MIRAMAR                                                      FL                                  33027                  Condominium                                                     12                              0.5                                0                           0.0195                               11.4805                             4/1/2031                                   300                                   296
      1111                   OCEANSIDE                                                    CA                                  92056                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      1112                   NAVARRE                                                      FL                                  32566                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      1113                   PALMER LAKE                                                  CO                                  80133                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             4/1/2031                                   300                                   296
      1114                   HENDERSONVILLE                                               NC                                  28791                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      1115                   COCONUT CREEK                                                FL                                  33066                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      1116                   RALEIGH                                                      NC                                  27615                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      1117                   MIAMI                                                        FL                                  33155                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      1118                   VIRGINIA BEACH                                               VA                                  23455                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             4/1/2031                                   300                                   296
      1119                   SPENCER                                                      OH                                  44275                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             5/1/2031                                   300                                   297
      1120                   MIAMI                                                        FL                                  33161                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                            5/24/2031                                   300                                   297
      1121                   DORAL                                                        FL                                  33178                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      1122                   CASTLE ROCK                                                  CO                                  80104                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      1123                   VANCOUVER                                                    WA                                  98682                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      1124                   PHOENIX                                                      AZ                                  85033                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             4/1/2031                                   300                                   296
      1125                   LEMON GROVE                                                  CA                                  91945                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      1126                   LEHIGH ACRES                                                 FL                                  33971                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      1127                   LAS VEGAS                                                    NV                                  89129                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             5/1/2031                                   300                                   297
      1128                   INDIAN TRAIL                                                 NC                                  28079                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                             5/1/2031                                   300                                   297
      1129                   NORTH SALT LAKE                                              UT                                  84054                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             5/1/2031                                   300                                   297
      1130                   TORRANCE                                                     CA                                  90505                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      1131                   ATLANTA                                                      GA                                  30317                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      1132                   HEMET                                                        CA                                  92545                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      1133                   SAN JACINTO                                                  CA                                  92582                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      1134                   MIAMI                                                        FL                                  33157                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      1135                   CLEARWATER                                                   FL                                  33759                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                             5/1/2031                                   300                                   297
      1136                   INDEPENDENCE                                                 MO                                  64055                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      1137                   DULUTH                                                       GA                                  30096                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             5/1/2031                                   300                                   297
      1138                   PLANTATION                                                   FL                                  33324                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             5/1/2031                                   300                                   297
      1139                   WARWICK                                                      GA                                  31796                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             5/1/2031                                   300                                   297
      1140                   MIAMI                                                        FL                                  33155                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      1141                   ELK GROVE                                                    CA                                  95624                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      1142                   MIAMI                                                        FL                                  33144                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      1143                   DENVER                                                       CO                                  80249                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2031                                   300                                   297
      1144                   HENDERSON                                                    NV                                  89052                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2031                                   300                                   298
      1145                   WEST PALM BEACH                                              FL                                  33417                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      1146                   PORTLAND                                                     OR                                  97236                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      1147                   LAKE ALFRED                                                  FL                                  33850                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      1148                   MISSION VIEJO                                                CA                                  92691                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             5/1/2031                                   300                                   297
      1149                   BOUNTIFUL                                                    UT                                  84010                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      1150                   FOLSOM                                                       CA                                  95630                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      1151                   TAMPA                                                        FL                                  33617                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             6/1/2031                                   300                                   298
      1152                   ORLANDO                                                      FL                                  32835                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                             6/1/2031                                   300                                   298
      1153                   NORTH MYRTLE BEACH                                           SC                                  29852                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                             6/1/2031                                   300                                   298
      1154                   ELLENWOOD                                                    GA                                  30294                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             6/1/2031                                   300                                   298
      1155                   ORLANDO                                                      FL                                  32810                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2031                                   300                                   298
      1156                   YUMA                                                         AZ                                  85367                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1157                   ORLANDO                                                      FL                                  32828                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             6/1/2031                                   300                                   298
      1158                   DENVER                                                       CO                                  80218                  Condominium                                                 10.375                              0.5                                0                           0.0195                                9.8555                             6/1/2031                                   300                                   298
      1159                   GROTON                                                       CT                                   6340                  2-4 Family                                                      13                              0.5                                0                           0.0195                               12.4805                             6/1/2031                                   300                                   298
      1160                   CHICAGO                                                      IL                                  60605                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                             4/1/2031                                   300                                   296
      1161                   SOUTH OZONE PARK                                             NY                                  11420                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             2/1/2031                                   300                                   294
      1162                   CHICAGO                                                      IL                                  60655                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            7/31/2025                                   240                                   227
      1163                   CHICAGO                                                      IL                                  60630                  2-4 Family                                                   8.875                              0.5                                0                           0.0195                                8.3555                            7/31/2025                                   240                                   227
      1164                   ELK GROVE VILLAGE                                            IL                                  60007                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            7/31/2025                                   240                                   227
      1165                   HICKORY HILLS                                                IL                                  60457                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            7/31/2025                                   240                                   227
      1166                   NILES                                                        IL                                  60714                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            7/31/2025                                   240                                   227
      1167                   OAK CREEK                                                    WI                                  53154                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            7/31/2025                                   240                                   227
      1168                   OAK PARK                                                     IL                                  60302                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                            7/31/2025                                   240                                   227
      1169                   OSWEGO                                                       IL                                  60543                  PUD                                                           8.25                              0.5                                0                           0.0195                                7.7305                            7/31/2025                                   240                                   227
      1170                   GLENVIEW                                                     IL                                  60026                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            8/30/2025                                   240                                   228
      1171                   ORLAND PARK                                                  IL                                  60467                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                            7/31/2025                                   240                                   227
      1172                   JUPITER                                                      FL                                  33458                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            7/31/2025                                   240                                   227
      1173                   ROUND                                                        IL                                  60073                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            7/31/2025                                   240                                   227
      1174                   BOLINGBROOK                                                  IL                                  60440                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            7/31/2025                                   240                                   227
      1175                   PARK RIDGE                                                   IL                                  60068                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            7/31/2025                                   240                                   227
      1176                   CHICAGO                                                      IL                                  60634                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            7/31/2025                                   240                                   227
      1177                   JOLIET                                                       IL                                  60435                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            7/31/2025                                   240                                   227
      1178                   NORRIDGE                                                     IL                                  60706                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            7/31/2025                                   240                                   227
      1179                   CHICAGO                                                      IL                                  60632                  2-4 Family                                                    9.25                              0.5                                0                           0.0195                                8.7305                            8/30/2025                                   240                                   228
      1180                   CHICAGO                                                      IL                                  60647                  2-4 Family                                                     8.5                              0.5                                0                           0.0195                                7.9805                            8/30/2025                                   240                                   228
      1181                   MATTESON                                                     IL                                  60443                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            8/30/2025                                   240                                   228
      1182                   PALOS HILLS                                                  IL                                  60465                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            8/30/2025                                   240                                   228
      1183                   BERWYN                                                       IL                                  60402                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                            8/30/2025                                   240                                   228
      1184                   SUN PRAIRIE                                                  WI                                  53590                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            8/30/2025                                   240                                   228
      1185                   BUFFALO GROVE                                                IL                                  60089                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            8/30/2025                                   240                                   228
      1186                   SOMONAUK                                                     IL                                  60552                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            8/30/2025                                   240                                   228
      1187                   AURORA                                                       IL                                  60598                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            8/30/2025                                   240                                   228
      1188                   NEW LENOX                                                    IL                                  60451                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            8/30/2025                                   240                                   228
      1189                   OTTAWA                                                       IL                                  61350                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            8/30/2025                                   240                                   228
      1190                   JOLIET                                                       IL                                  60435                  Condominium                                                      9                              0.5                                0                           0.0195                                8.4805                            8/30/2025                                   240                                   228
      1191                   LAKE ZURICH                                                  IL                                  60047                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            9/30/2025                                   240                                   229
      1192                   DES PLAINES                                                  IL                                  60016                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            8/30/2025                                   240                                   228
      1193                   SAINT CHARLES                                                IL                                  60175                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            8/30/2025                                   240                                   228
      1194                   ADDISON                                                      IL                                  60101                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            9/30/2025                                   240                                   229
      1195                   COUNTRY CLUB HILLS                                           IL                                  60478                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            8/30/2025                                   240                                   228
      1196                   CRIVITZ                                                      WI                                  54114                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            8/30/2025                                   240                                   228
      1197                   LISLE                                                        IL                                  60532                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                            9/30/2025                                   240                                   229
      1198                   CHICAGO                                                      IL                                  60652                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            8/30/2025                                   240                                   228
      1199                   HUBERTUS                                                     WI                                  53033                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            8/30/2025                                   240                                   228
      1200                   CHICAGO                                                      IL                                  60641                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            8/30/2025                                   240                                   228
      1201                   SAINT CHARLES                                                IL                                  60174                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            8/30/2025                                   240                                   228
      1202                   PEWAUKEE                                                     WI                                  53072                  Condominium                                                   8.25                              0.5                                0                           0.0195                                7.7305                            8/30/2025                                   240                                   228
      1203                   CHICAGO                                                      IL                                  60652                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            9/30/2025                                   240                                   229
      1204                   CHICAGO                                                      IL                                  60622                  2-4 Family                                                       9                              0.5                                0                           0.0195                                8.4805                            9/30/2025                                   240                                   229
      1205                   MOUNT PROSPECT                                               IL                                  60056                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            9/30/2025                                   240                                   229
      1206                   PARK RIDGE                                                   IL                                  60068                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            9/30/2025                                   240                                   229
      1207                   VILLAGE OF LAKEWOOD                                          IL                                  60014                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            9/30/2025                                   240                                   229
      1208                   CHICAGO                                                      IL                                  60652                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            9/30/2025                                   240                                   229
      1209                   OSWEGO                                                       IL                                  60543                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                            9/30/2025                                   240                                   229
      1210                   CHICAGO                                                      IL                                  60618                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            9/30/2025                                   240                                   229
      1211                   SUSSEX                                                       WI                                  53089                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            9/30/2025                                   240                                   229
      1212                   WARRENVILLE                                                  IL                                  60555                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            9/30/2025                                   240                                   229
      1213                   BURR RIDGE                                                   IL                                  60527                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            9/30/2025                                   240                                   229
      1214                   CICERO                                                       IL                                  60804                  2-4 Family                                                    9.25                              0.5                                0                           0.0195                                8.7305                            9/30/2025                                   240                                   229
      1215                   CHICAGO                                                      IL                                  60629                  2-4 Family                                                   9.625                              0.5                                0                           0.0195                                9.1055                           10/30/2025                                   240                                   230
      1216                   CHICAGO                                                      IL                                  60622                  2-4 Family                                                    9.25                              0.5                                0                           0.0195                                8.7305                           10/30/2025                                   240                                   230
      1217                   ALGONQUIN                                                    IL                                  60102                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                           10/30/2025                                   240                                   230
      1218                   OAK PARK                                                     IL                                  60302                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                           10/30/2025                                   240                                   230
      1219                   HARTLAND                                                     WI                                  53029                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           10/30/2025                                   240                                   230
      1220                   NORTHBROOK                                                   IL                                  60062                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           10/30/2025                                   240                                   230
      1221                   CHICAGO                                                      IL                                  60610                  Condominium                                                  9.875                              0.5                                0                           0.0195                                9.3555                           10/30/2025                                   240                                   230
      1222                   SAINT CHARLES                                                IL                                  60175                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                           10/30/2025                                   240                                   230
      1223                   CHICAGO                                                      IL                                  60634                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                           10/30/2025                                   240                                   230
      1224                   HOME GLEN                                                    IL                                  60491                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                           10/30/2025                                   240                                   230
      1225                   CICERO                                                       IL                                  60804                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           10/30/2025                                   240                                   230
      1226                   CHICAGO                                                      IL                                  60641                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                           10/30/2025                                   240                                   230
      1227                   CHICAGO                                                      IL                                  60657                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                           10/30/2025                                   240                                   230
      1228                   NORTHBROOK                                                   IL                                  60062                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                           11/30/2025                                   240                                   231
      1229                   SOUTH ELGIN                                                  IL                                  60177                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                           10/30/2025                                   240                                   230
      1230                   CHICAGO                                                      IL                                  60614                  Condominium                                                   8.75                              0.5                                0                           0.0195                                8.2305                           10/30/2025                                   240                                   230
      1231                   DEER PARK                                                    IL                                  60010                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                           10/30/2025                                   240                                   230
      1232                   CHICAGO                                                      IL                                  60651                  2-4 Family                                                   9.625                              0.5                                0                           0.0195                                9.1055                           10/30/2025                                   240                                   230
      1233                   CLARENDON                                                    IL                                  60514                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                           10/30/2025                                   240                                   230
      1234                   CHICAGO                                                      IL                                  60657                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                           10/30/2025                                   240                                   230
      1235                   BERWYN                                                       IL                                  60402                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                           10/30/2025                                   240                                   230
      1236                   EVANSTON                                                     IL                                  60202                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                           11/30/2025                                   240                                   231
      1237                   BUFFALO GROVE                                                IL                                  60089                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                           11/30/2025                                   240                                   231
      1238                   MUNDELEIN                                                    IL                                  60060                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                           11/30/2025                                   240                                   231
      1239                   ELGIN                                                        IL                                  60123                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                           11/30/2025                                   240                                   231
      1240                   LOS ANGELES                                                  CA                                  90019                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             1/1/2031                                   300                                   293
      1241                   LA CRESCENTA                                                 CA                                  91214                  Condominium                                                     12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
      1242                   LILBURN                                                      GA                                  30047                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
      1243                   Brea                                                         CA                                  92823                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            3/20/2031                                   300                                   295
      1244                   Manassas                                                     VA                                  20109                  Condominium                                                  16.25                              0.5                                0                           0.0195                               15.7305                            4/20/2031                                   300                                   296
      1245                   Fullerton                                                    CA                                  92833                  Condominium                                                     15                              0.5                                0                           0.0195                               14.4805                             5/1/2031                                   300                                   297
      1246                   INGLESIDE                                                    IL                                  60041                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                           12/31/2025                                   240                                   232
      1247                   CHICAGO                                                      IL                                  60605                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                           11/30/2025                                   240                                   231
      1248                   NECEDAH                                                      WI                                  54646                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                           12/31/2025                                   240                                   232
      1249                   MILWAUKEE                                                    WI                                  53223                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                           11/30/2025                                   240                                   231
      1250                   SCHILLER PARK                                                IL                                  60176                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                           11/30/2025                                   240                                   231
      1251                   PALOS HEIGHTS                                                IL                                  60463                  Single Family                                                8.125                              0.5                                0                           0.0195                                7.6055                           11/30/2025                                   240                                   231
      1252                   GERMANTOWN                                                   WI                                  53022                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                           11/30/2025                                   240                                   231
      1253                   CHICAGO                                                      IL                                  60656                  Condominium                                                    8.5                              0.5                                0                           0.0195                                7.9805                           11/30/2025                                   240                                   231
      1254                   HARTFORD                                                     WI                                  53027                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                           11/30/2025                                   240                                   231
      1255                   CHAWTHORNE HILLS                                             IL                                  60047                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                           11/30/2025                                   240                                   231
      1256                   CHICAGO                                                      IL                                  60639                  2-4 Family                                                  10.875                              0.5                                0                           0.0195                               10.3555                           11/30/2025                                   240                                   231
      1257                   CICAGO                                                       IL                                  60647                  2-4 Family                                                   8.875                              0.5                                0                           0.0195                                8.3555                           11/30/2025                                   240                                   231
      1258                   WESTCHESTER                                                  IL                                  60154                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           11/30/2025                                   240                                   231
      1259                   WESTMONT                                                     IL                                  60559                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                           11/30/2025                                   240                                   231
      1260                   APPLE VALLEY                                                 CA                                  92308                  Single Family                                                16.75                              0.5                                0                           0.0195                               16.2305                             4/1/2031                                   300                                   296
      1261                   CHINO HILLS                                                  CA                                  91709                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            3/20/2031                                   300                                   295
      1262                   ANAHEIM                                                      CA                                  92805                  Single Family                                                 14.5                              0.5                                0                           0.0195                               13.9805                            3/20/2031                                   300                                   295
      1263                   FORT WASHINGTON                                              MD                                  20744                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            3/20/2031                                   300                                   295
      1264                   FRESNO                                                       CA                                  93710                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      1265                   AUBURN                                                       WA                                  98092                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      1266                   MANASSAS                                                     VA                                  20111                  PUD                                                          15.75                              0.5                                0                           0.0195                               15.2305                            3/20/2031                                   300                                   295
      1267                   LAS VEGAS                                                    NV                                  89148                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            3/20/2031                                   300                                   295
      1268                   NORCROSS                                                     GA                                  30092                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            3/20/2031                                   300                                   295
      1269                   LAWRENCEVILLE                                                GA                                  30044                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                            3/20/2031                                   300                                   295
      1270                   STERLING                                                     VA                                  20164                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            3/20/2031                                   300                                   295
      1271                   WOODBRIDGE                                                   VA                                  22192                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      1272                   SUWANEE                                                      GA                                  30024                  Townhouse                                                       12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      1273                   DULUTH                                                       GA                                  30096                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            3/20/2031                                   300                                   295
      1274                   SMYRNA                                                       GA                                  30080                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                            3/20/2031                                   300                                   295
      1275                   GAINESVILLE                                                  VA                                  20155                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                            3/20/2031                                   300                                   295
      1276                   GERMANTOWN                                                   MD                                  20874                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      1277                   ALEXANDRIA                                                   VA                                  22311                  Condominium                                                  14.75                              0.5                                0                           0.0195                               14.2305                            3/20/2031                                   300                                   295
      1278                   GAINESVILLE                                                  VA                                  20155                  PUD                                                          15.25                              0.5                                0                           0.0195                               14.7305                            3/20/2031                                   300                                   295
      1279                   GLENDALE                                                     CA                                  91206                  Condominium                                                     13                              0.5                                0                           0.0195                               12.4805                            1/20/2031                                   300                                   293
      1280                   LANCASTER                                                    CA                                  93536                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            1/20/2031                                   300                                   293
      1281                   CALEXICO                                                     CA                                  92231                  Condominium                                                  13.75                              0.5                                0                           0.0195                               13.2305                            1/20/2031                                   300                                   293
      1282                   AZUSA                                                        CA                                  91702                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            1/20/2031                                   300                                   293
      1283                   HESPERIA                                                     CA                                  92344                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      1284                   LOS ANGELES                                                  CA                                  90059                  Single Family                                               14.125                              0.5                                0                           0.0195                               13.6055                            3/20/2031                                   300                                   295
      1285                   MURRIETA                                                     CA                                  92563                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            3/20/2031                                   300                                   295
      1286                   HERNDON                                                      VA                                  20170                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            3/20/2031                                   300                                   295
      1287                   STERLING                                                     VA                                  20164                  PUD                                                             15                              0.5                                0                           0.0195                               14.4805                            3/20/2031                                   300                                   295
      1288                   CLINTON                                                      MD                                  20735                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                            3/20/2031                                   300                                   295
      1289                   STERLING                                                     VA                                  20164                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                            1/20/2031                                   300                                   293
      1290                   CASTRO VALLEY                                                CA                                  94552                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            3/20/2031                                   300                                   295
      1291                   STERLING                                                     VA                                  20164                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                            3/20/2031                                   300                                   295
      1292                   LOS ANGELES                                                  CA                                  90029                  2-4 Family                                                      15                              0.5                                0                           0.0195                               14.4805                            3/20/2031                                   300                                   295
      1293                   ALEXANDRIA                                                   VA                                  22302                  Condominium                                                  13.75                              0.5                                0                           0.0195                               13.2305                            3/20/2031                                   300                                   295
      1294                   CLARKSTON                                                    GA                                  30021                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                            1/20/2031                                   300                                   293
      1295                   SNELLVILLE                                                   GA                                  30039                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                            3/20/2031                                   300                                   295
      1296                   HYATTSVILLE                                                  MD                                  20783                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                            3/20/2031                                   300                                   295
      1297                   LOS ANGELES                                                  CA                                  91325                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                            3/20/2031                                   300                                   295
      1298                   LAVEEN                                                       AZ                                  85339                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            3/20/2031                                   300                                   295
      1299                   VIENNA                                                       VA                                  22182                  Townhouse                                                       13                              0.5                                0                           0.0195                               12.4805                            3/20/2031                                   300                                   295
      1300                   WOODSTOCK                                                    GA                                  30188                  Single Family                                                15.25                              0.5                                0                           0.0195                               14.7305                            3/20/2031                                   300                                   295
      1301                   WOODBRIDGE                                                   VA                                  22191                  PUD                                                             15                              0.5                                0                           0.0195                               14.4805                            3/20/2031                                   300                                   295
      1302                   GAITHERSBURG                                                 MD                                  20879                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                            3/20/2031                                   300                                   295
      1303                   MANASSAS                                                     VA                                  22110                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                            3/20/2031                                   300                                   295
      1304                   LOS ANGELES                                                  CA                                  90042                  Condominium                                                     12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      1305                   LAUREL                                                       MD                                  20724                  Townhouse                                                    14.25                              0.5                                0                           0.0195                               13.7305                            3/20/2031                                   300                                   295
      1306                   DISTRICT HEIGHTS                                             MD                                  20747                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            3/20/2031                                   300                                   295
      1307                   LA MIRADA                                                    CA                                  90638                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            3/20/2031                                   300                                   295
      1308                   FAIRFAX                                                      VA                                  22030                  Townhouse                                                       14                              0.5                                0                           0.0195                               13.4805                            3/20/2031                                   300                                   295
      1309                   BUENA PARK                                                   CA                                  90621                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            3/20/2031                                   300                                   295
      1310                   STERLING                                                     VA                                  20164                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            3/20/2031                                   300                                   295
      1311                   MOUNT RAINIER                                                MD                                  20712                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            1/20/2031                                   300                                   293
      1312                   STOCKBRIDGE                                                  GA                                  30281                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             8/1/2030                                   300                                   288
      1313                   DENHAM SPRINGS                                               LA                                  70726                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             8/1/2030                                   300                                   288
      1314                   LAKE MARY                                                    FL                                  32746                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                            6/16/2030                                   300                                   286
      1315                   CHEVY CHASE                                                  MD                                  20815                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             1/9/2031                                   300                                   293
      1316                   PALM SPRINGS                                                 CA                                  92262                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            9/15/2030                                   300                                   289
      1317                   OXNARD                                                       CA                                  93030                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            9/15/2030                                   300                                   289
      1318                   LOS ANGELES                                                  CA                                  90036                  2-4 Family                                                   9.375                              0.5                                0                           0.0195                                8.8555                            9/15/2030                                   300                                   289
      1319                   SANTA CRUZ                                                   CA                                  95060                  2-4 Family                                                   11.75                              0.5                                0                           0.0195                               11.2305                            9/15/2030                                   300                                   289
      1320                   BLUE SPRINGS                                                 MO                                  64015                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            8/15/2030                                   300                                   288
      1321                   FONTANA                                                      CA                                  92336                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            10/1/2030                                   300                                   290
      1322                   LA MESA                                                      CA                                  91941                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            10/1/2030                                   300                                   290
      1323                   SAN DIEGO                                                    CA                                  92101                  Hi-Rise Condo                                                11.25                              0.5                                0                           0.0195                               10.7305                            10/1/2030                                   300                                   290
      1324                   SAN DIEGO                                                    CA                                  92101                  Hi-Rise Condo                                               12.425                              0.5                                0                           0.0195                               11.9055                            10/1/2030                                   300                                   290
      1325                   YUBA CITY                                                    CA                                  95991                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            10/1/2030                                   300                                   290
      1326                   FOUNTAIN VALLEY                                              CA                                  92708                  Single Family                                                15.75                              0.5                                0                           0.0195                               15.2305                             4/1/2031                                   300                                   296
      1327                   GLENDALE                                                     CA                                  91203                  Condominium                                                  13.75                              0.5                                0                           0.0195                               13.2305                            3/20/2031                                   300                                   295
      1328                   ATLANTA                                                      GA                                  30308                  Condominium                                                     12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      1329                   BUENA PARK                                                   CA                                  90620                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            3/20/2031                                   300                                   295
      1330                   SAN PEDRO                                                    CA                                  90731                  2-4 Family                                                   12.75                              0.5                                0                           0.0195                               12.2305                            3/20/2031                                   300                                   295
      1331                   CONCORD                                                      CA                                  94521                  PUD                                                          15.25                              0.5                                0                           0.0195                               14.7305                             4/1/2031                                   300                                   296
      1332                   COMMERCE                                                     CA                                  90040                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             4/1/2031                                   300                                   296
      1333                   ANTIOCH                                                      CA                                  94531                  Single Family                                                 14.5                              0.5                                0                           0.0195                               13.9805                            3/20/2031                                   300                                   295
      1334                   FONTANA                                                      CA                                  92336                  PUD                                                          16.75                              0.5                                0                           0.0195                               16.2305                            3/20/2031                                   300                                   295
      1335                   LOS ANGELES                                                  CA                                  90031                  2-4 Family                                                   14.75                              0.5                                0                           0.0195                               14.2305                            3/20/2031                                   300                                   295
      1336                   LOS ANGELES                                                  CA                                  90020                  Condominium                                                     16                              0.5                                0                           0.0195                               15.4805                            3/20/2031                                   300                                   295
      1337                   WOODBRIDGE                                                   VA                                  22192                  PUD                                                           14.5                              0.5                                0                           0.0195                               13.9805                            3/20/2031                                   300                                   295
      1338                   LOS ANGELES                                                  CA                                  90037                  2-4 Family                                                   12.75                              0.5                                0                           0.0195                               12.2305                            3/20/2031                                   300                                   295
      1339                   BOTHELL                                                      WA                                  98021                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                            3/20/2031                                   300                                   295
      1340                   CHINO                                                        CA                                  91710                  Condominium                                                  15.25                              0.5                                0                           0.0195                               14.7305                            3/20/2031                                   300                                   295
      1341                   PICO RIVERA                                                  CA                                  90660                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      1342                   RIVERSIDE                                                    CA                                  92506                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            3/20/2031                                   300                                   295
      1343                   RESTON                                                       VA                                  20191                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      1344                   WESTMINSTER                                                  CA                                  92683                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            3/20/2031                                   300                                   295
      1345                   ASHBURN                                                      VA                                  20148                  Townhouse                                                    13.75                              0.5                                0                           0.0195                               13.2305                            3/20/2031                                   300                                   295
      1346                   WEST COVINA                                                  CA                                  91792                  Condominium                                                  14.25                              0.5                                0                           0.0195                               13.7305                            3/20/2031                                   300                                   295
      1347                   PACOIMA                                                      CA                                  91331                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            3/20/2031                                   300                                   295
      1348                   ONTARIO                                                      CA                                  91761                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            1/20/2031                                   300                                   293
      1349                   SANTA ANA                                                    CA                                  92703                  2-4 Family                                                   16.75                              0.5                                0                           0.0195                               16.2305                            1/20/2031                                   300                                   293
      1350                   CHULA VISTA                                                  CA                                  91910                  2-4 Family                                                      16                              0.5                                0                           0.0195                               15.4805                            3/20/2031                                   300                                   295
      1351                   BELLEVUE                                                     WA                                  98006                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            1/20/2031                                   300                                   293
      1352                   MENIFEE                                                      CA                                  92584                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            3/20/2031                                   300                                   295
      1353                   SPANAWAY                                                     WA                                  98387                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            3/20/2031                                   300                                   295
      1354                   BUENA PARK                                                   CA                                  90620                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                            3/20/2031                                   300                                   295
      1355                   WOODBRIDGE                                                   VA                                  22191                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                            3/20/2031                                   300                                   295
      1356                   MARICOPA                                                     AZ                                  85239                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                            1/20/2031                                   300                                   293
      1357                   THOUSAND PALMS                                               CA                                  92276                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            3/20/2031                                   300                                   295
      1358                   HUNTINGTON PARK                                              CA                                  90255                  2-4 Family                                                      16                              0.5                                0                           0.0195                               15.4805                            3/20/2031                                   300                                   295
      1359                   LAUREL                                                       MD                                  20707                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            3/20/2031                                   300                                   295
      1360                   ONTARIO                                                      CA                                  91761                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      1361                   CORONA                                                       CA                                  92879                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                            3/20/2031                                   300                                   295
      1362                   PURCELLVILLE                                                 VA                                  20132                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            3/20/2031                                   300                                   295
      1363                   HERNDON                                                      VA                                  20170                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            3/20/2031                                   300                                   295
      1364                   SPRINGFIELD                                                  VA                                  22150                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                            3/20/2031                                   300                                   295
      1365                   MANASSAS                                                     VA                                  20109                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                            3/20/2031                                   300                                   295
      1366                   LAKEWOOD                                                     WA                                  98439                  Single Family                                                15.25                              0.5                                0                           0.0195                               14.7305                            3/20/2031                                   300                                   295
      1367                   FULLERTON                                                    CA                                  92833                  Condominium                                                   14.5                              0.5                                0                           0.0195                               13.9805                            3/20/2031                                   300                                   295
      1368                   COMPTON                                                      CA                                  90221                  2-4 Family                                                      12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      1369                   BURKE                                                        VA                                  22015                  Condominium                                                   14.5                              0.5                                0                           0.0195                               13.9805                            3/20/2031                                   300                                   295
      1370                   WHITTIER                                                     CA                                  90605                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            3/20/2031                                   300                                   295
      1371                   GAINESVILLE                                                  VA                                  20155                  PUD                                                             15                              0.5                                0                           0.0195                               14.4805                            3/20/2031                                   300                                   295
      1372                   ATLANTA                                                      GA                                  30310                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            3/20/2031                                   300                                   295
      1373                   ATLANTA                                                      GA                                  30310                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            3/20/2031                                   300                                   295
      1374                   MC LEAN                                                      VA                                  22101                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            3/20/2031                                   300                                   295
      1375                   GARDEN GROVE                                                 CA                                  92843                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            3/20/2031                                   300                                   295
      1376                   LAWRENCEVILLE                                                GA                                  30044                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            3/20/2031                                   300                                   295
      1377                   OLNEY                                                        MD                                  20832                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                            3/20/2031                                   300                                   295
      1378                   MORROW                                                       GA                                  30260                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                            1/20/2031                                   300                                   293
      1379                   PEORIA                                                       AZ                                  85383                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                            1/20/2031                                   300                                   293
      1380                   ARCADIA                                                      CA                                  91006                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                            1/20/2031                                   300                                   293
      1381                   ROCKVILLE                                                    MD                                  20853                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            3/20/2031                                   300                                   295
      1382                   LEESBURG                                                     VA                                  20176                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            3/20/2031                                   300                                   295
      1383                   CUMMING                                                      GA                                  30040                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      1384                   CALEXICO                                                     CA                                  92231                  Condominium                                                  14.25                              0.5                                0                           0.0195                               13.7305                            3/20/2031                                   300                                   295
      1385                   CALEXICO                                                     CA                                  92231                  Condominium                                                  15.25                              0.5                                0                           0.0195                               14.7305                            3/20/2031                                   300                                   295
      1386                   DULUTH                                                       GA                                  30096                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            2/20/2031                                   300                                   294
      1387                   TRIANGLE                                                     VA                                  22191                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
      1388                   ATLANTA                                                      GA                                  30324                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2031                                   300                                   295
      1389                   STAFFORD                                                     VA                                  22554                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             3/1/2031                                   300                                   295
      1390                   WOODBRIDGE                                                   VA                                  22192                  Townhouse                                                    11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      1391                   STERLING                                                     VA                                  20164                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1392                   MANASSAS                                                     VA                                  20109                  Townhouse                                                     15.5                              0.5                                0                           0.0195                               14.9805                             2/1/2031                                   300                                   294
      1393                   GAINSVILLE                                                   VA                                  20155                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             2/1/2031                                   300                                   294
      1394                   STERLING                                                     VA                                  20162                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                             2/1/2031                                   300                                   294
      1395                   LORTON                                                       VA                                  22079                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      1396                   SPRINGFIELD                                                  VA                                  22152                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      1397                   WOODBRIDGE                                                   VA                                  22193                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
      1398                   ALEXANDRIA                                                   VA                                  22309                  Condominium                                                   13.5                              0.5                                0                           0.0195                               12.9805                             2/1/2031                                   300                                   294
      1399                   WOODBRIDGE                                                   VA                                  22192                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                             2/1/2031                                   300                                   294
      1400                   SUWANNEE                                                     GA                                  30024                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1401                   DUMFRIES                                                     VA                                  22025                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1402                   LEESBURG                                                     VA                                  20176                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
      1403                   WOODBRIDGE                                                   VA                                  22191                  PUD                                                             15                              0.5                                0                           0.0195                               14.4805                             2/1/2031                                   300                                   294
      1404                   SPRINGFIELD                                                  VA                                  22151                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1405                   LOS ANGELES                                                  CA                                  90020                  Condominium                                                  13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
      1406                   FAIRFAX                                                      VA                                  22032                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      1407                   LAWRENCEVILLE                                                GA                                  30044                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
      1408                   SPOTSYLVANIA                                                 VA                                  91768                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             2/1/2031                                   300                                   294
      1409                   PHOENIX                                                      AZ                                  85012                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
      1410                   FONTANA                                                      CA                                  92335                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             3/1/2031                                   300                                   295
      1411                   ATLANTA                                                      GA                                  30318                  2-4 Family                                                    15.5                              0.5                                0                           0.0195                               14.9805                             2/1/2031                                   300                                   294
      1412                   VICTORVILLE                                                  CA                                  92394                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      1413                   DIAMOND BAR                                                  CA                                  91765                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             1/1/2031                                   300                                   293
      1414                   GARDEN GROVE                                                 CA                                  92843                  Condominium                                                     13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
      1415                   GARDEN GROVE                                                 CA                                  92841                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
      1416                   SIGNAL HILL                                                  CA                                  90755                  Condominium                                                     10                              0.5                                0                           0.0195                                9.4805                             1/1/2031                                   300                                   293
      1417                   WESTMINISTER                                                 CA                                  92683                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             2/1/2031                                   300                                   294
      1418                   ANTIOCH                                                      CA                                  94531                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                             2/1/2031                                   300                                   294
      1419                   LONG BEACH                                                   CA                                  90810                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
      1420                   LOS ANGELES                                                  CA                                  91343                  Condominium                                                     12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
      1421                   LANCASTER                                                    CA                                  93536                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             2/1/2031                                   300                                   294
      1422                   LAKE ELSINORE                                                CA                                  92532                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
      1423                   HERNDON                                                      VA                                  20170                  Townhouse                                                    12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
      1424                   ALEXANDRIA                                                   VA                                  22309                  Condominium                                                   15.5                              0.5                                0                           0.0195                               14.9805                             2/1/2031                                   300                                   294
      1425                   ESCONIDIDO                                                   CA                                  92027                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
      1426                   TRIANGLE                                                     VA                                  22172                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             3/1/2031                                   300                                   295
      1427                   SANTA CLARITA                                                CA                                  91355                  Condominium                                                  15.75                              0.5                                0                           0.0195                               15.2305                             2/1/2031                                   300                                   294
      1428                   NORTH LAS VEGAS                                              NV                                  89084                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1429                   SPRINGFIELD                                                  VA                                  22153                  Single Family                                                16.25                              0.5                                0                           0.0195                               15.7305                             2/1/2031                                   300                                   294
      1430                   FALLS CHURCH                                                 VA                                  22043                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
      1431                   SUWANNEE                                                     GA                                  30024                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
      1432                   FALLS CHURCH                                                 VA                                  91768                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      1433                   CHINO                                                        CA                                  91710                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             2/1/2031                                   300                                   294
      1434                   POMONA                                                       CA                                  91768                  2-4 Family                                                    13.5                              0.5                                0                           0.0195                               12.9805                             2/1/2031                                   300                                   294
      1435                   BERKELEY                                                     CA                                  94702                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             1/1/2031                                   300                                   293
      1436                   COLUMBUS                                                     GA                                  31907                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                             2/1/2031                                   300                                   294
      1437                   BUFORD                                                       GA                                  30519                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            12/1/2030                                   300                                   292
      1438                   BIG BEAR CITY                                                CA                                  92314                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             2/1/2031                                   300                                   294
      1439                   FONTANA                                                      CA                                  92336                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             2/1/2031                                   300                                   294
      1440                   LANHAM                                                       MD                                  20704                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
      1441                   LOS ANGELES                                                  CA                                  91331                  Condominium                                                     15                              0.5                                0                           0.0195                               14.4805                             2/1/2031                                   300                                   294
      1442                   SANTA CLARA                                                  CA                                  95051                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
      1443                   MIDWAY CITY                                                  CA                                  92655                  2-4 Family                                                      15                              0.5                                0                           0.0195                               14.4805                             2/1/2031                                   300                                   294
      1444                   WOODBRIDGE                                                   VA                                  22193                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                             2/1/2031                                   300                                   294
      1445                   AVENUE                                                       CA                                  94401                  Single Family                                                15.25                              0.5                                0                           0.0195                               14.7305                             2/1/2031                                   300                                   294
      1446                   LAS VEGAS                                                    NV                                  89084                  PUD                                                             16                              0.5                                0                           0.0195                               15.4805                             7/1/2031                                   300                                   299
      1447                   EUSTIS                                                       FL                                  32726                  PUD                                                           9.15                              0.5                                0                           0.0195                                8.6305                            5/23/2030                                   300                                   285
      1448                   LONG BEACH                                                   CA                                  90805                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                            5/20/2030                                   300                                   285
      1449                   VACAVILLE                                                    CA                                  95687                  Condominium                                                 10.275                              0.5                                0                           0.0195                                9.7555                            5/24/2030                                   300                                   285
      1450                   SAN DIEGO                                                    CA                                  92120                  Condominium                                                  10.15                              0.5                                0                           0.0195                                9.6305                             6/1/2030                                   300                                   286
      1451                   AVENAL                                                       CA                                  93204                  Single Family                                                 11.4                              0.5                                0                           0.0195                               10.8805                             6/1/2030                                   300                                   286
      1452                   TARZANA                                                      CA                                  91356                  Condominium                                                 10.525                              0.5                                0                           0.0195                               10.0055                            5/24/2030                                   300                                   285
      1453                   SACRAMENTO                                                   CA                                  95835                  PUD                                                           10.4                              0.5                                0                           0.0195                                9.8805                             6/1/2030                                   300                                   286
      1454                   SAN DIEGO                                                    CA                                  92114                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                            5/20/2030                                   300                                   285
      1455                   HEMET                                                        CA                                  92545                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                            6/28/2030                                   300                                   286
      1456                   FALLS CHURCH                                                 VA                                  22041                  Condominium                                                   10.8                              0.5                                0                           0.0195                               10.2805                             6/2/2030                                   300                                   286
      1457                   PHOENIX                                                      AZ                                  85027                  Single Family                                               10.775                              0.5                                0                           0.0195                               10.2555                            5/23/2030                                   300                                   285
      1458                   CITRUS HEIGHTS                                               CA                                  95621                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                             6/3/2030                                   300                                   286
      1459                   MIAMI                                                        FL                                  33166                  Single Family                                               10.275                              0.5                                0                           0.0195                                9.7555                            5/24/2030                                   300                                   285
      1460                   EL MIRAGE                                                    AZ                                  85335                  PUD                                                          9.775                              0.5                                0                           0.0195                                9.2555                             6/2/2030                                   300                                   286
      1461                   BRECKENRIDGE                                                 CO                                  80424                  Single Family                                               12.375                              0.5                                0                           0.0195                               11.8555                            6/15/2030                                   300                                   286
      1462                   COMO                                                         CO                                  80432                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            5/15/2030                                   300                                   285
      1463                   SALIDA                                                       CA                                  95368                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                            1/12/2031                                   300                                   293
      1464                   SANFORD                                                      FL                                  32771                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1465                   LEHIGH ACRES                                                 FL                                  33971                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1466                   ALPHARETTA                                                   GA                                  30005                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             7/1/2031                                   300                                   299
      1467                   APOLLO BEACH                                                 FL                                  33572                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1468                   MARIETTA                                                     GA                                  30008                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1469                   ORLANDO                                                      FL                                  32833                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1470                   LA MESA                                                      CA                                  91941                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             7/1/2031                                   300                                   299
      1471                   WOODBRIDGE                                                   VA                                  22191                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1472                   VICTORVILLE                                                  CA                                  92392                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1473                   Silver Spring                                                MD                                  20903                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
      1474                   Springfield                                                  VA                                  22150                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      1475                   HEMET                                                        CA                                  92544                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                             2/1/2031                                   300                                   294
      1476                   Norcross                                                     GA                                  30093                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      1477                   Springfield                                                  VA                                  22150                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      1478                   Victorville                                                  CA                                  92392                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1479                   NEW CASTLE                                                   DE                                  19720                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1480                   CINCINNATI                                                   OH                                  45240                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1481                   Gilbert                                                      AZ                                  85233                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                             2/1/2031                                   300                                   294
      1482                   Reston                                                       VA                                  20191                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
      1483                   Burke                                                        VA                                  22015                  Townhouse                                                       15                              0.5                                0                           0.0195                               14.4805                             2/1/2031                                   300                                   294
      1484                   Springfield                                                  VA                                  22152                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1485                   Falls Church                                                 VA                                  22042                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      1486                   Lawrenceville                                                GA                                  30043                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1487                   Centreville                                                  VA                                  20120                  Townhouse                                                       15                              0.5                                0                           0.0195                               14.4805                             2/1/2031                                   300                                   294
      1488                   Duluth                                                       GA                                  30097                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
      1489                   TAMPA                                                        FL                                  33629                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1490                   TAMPA                                                        FL                                  33615                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1491                   VERO BEACH                                                   FL                                  32968                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1492                   BILLERICA                                                    MA                                   1821                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             7/1/2031                                   300                                   299
      1493                   MESA                                                         AZ                                  85208                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1494                   ATLANTA                                                      GA                                  30331                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            12/1/2030                                   300                                   292
      1495                   ALPHARETTA                                                   GA                                  30004                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                            12/1/2030                                   300                                   292
      1496                   LOS ANGELES                                                  CA                                  90020                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             2/1/2031                                   300                                   294
      1497                   STAFFORD                                                     VA                                  22556                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            12/1/2030                                   300                                   292
      1498                   HUNTINGDON VALLEY                                            PA                                  19006                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            4/20/2031                                   300                                   296
      1499                   Fredericksburg                                               VA                                  22405                  Townhouse                                                       14                              0.5                                0                           0.0195                               13.4805                             2/1/2031                                   300                                   294
      1500                   Atlanta                                                      GA                                  30338                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1501                   Westminster                                                  CA                                  92683                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      1502                   Falls Church                                                 VA                                  22041                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1503                   Phoenix                                                      AZ                                  85051                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1504                   CORAL SPRINGS                                                FL                                  33067                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1505                   LAKE WORTH                                                   FL                                  33461                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1506                   SUNRISE                                                      FL                                  33351                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1507                   SAINT PAUL                                                   MN                                  55119                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1508                   WINGATE                                                      NC                                  28174                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1509                   EUGENE                                                       OR                                  97404                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1510                   MARIETTA                                                     GA                                  30064                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1511                   TRAVERSE CITY                                                MI                                  49684                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1512                   DAVENPORT                                                    FL                                  33896                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1513                   SCOTTSDALE                                                   AZ                                  85250                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1514                   Fairfax                                                      VA                                  22031                  Condominium                                                  15.25                              0.5                                0                           0.0195                               14.7305                             2/1/2031                                   300                                   294
      1515                   QUEEN CREEK                                                  AZ                                  85243                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
      1516                   Beaumont                                                     CA                                  92223                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             2/1/2031                                   300                                   294
      1517                   Stafford                                                     VA                                  22556                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                             2/1/2031                                   300                                   294
      1518                   EL MONTE                                                     CA                                  91731                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1519                   MYRTLE BEACH                                                 SC                                  29579                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1520                   DELTONA                                                      FL                                  32738                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1521                   LONE TREE                                                    CO                                  80124                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1522                   AURORA                                                       CO                                  80012                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1523                   ENGLEWOOD                                                    FL                                  34224                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1524                   HARVEY                                                       LA                                  70058                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1525                   VALLEJO                                                      CA                                  94590                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1526                   MARCO ISLAND                                                 FL                                  34145                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1527                   FORT MOHAVE                                                  AZ                                  86426                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1528                   SOUTH JORDAN                                                 UT                                  84095                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1529                   NORTHGLENN                                                   CO                                  80233                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1530                   VISALIA                                                      CA                                  93292                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1531                   MISSION VIEJO                                                CA                                  92692                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1532                   TUCSON                                                       AZ                                  85706                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1533                   MCDONOUGH                                                    GA                                  30252                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1534                   BRISTOW                                                      VA                                  20136                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1535                   STROUDSBURG                                                  PA                                  18360                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1536                   PLAINFIELD                                                   IL                                  60586                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1537                   LAND O LAKES                                                 FL                                  34639                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1538                   ASHBURN                                                      VA                                  20147                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1539                   SHREVEPORT                                                   LA                                  71115                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1540                   MIAMI GARDENS                                                FL                                  33056                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1541                   LAS VEGAS                                                    NV                                  89109                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1542                   NEWNAN                                                       GA                                  30265                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1543                   WATERTOWN                                                    SD                                  57201                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1544                   PALM BEACH GARDENS                                           FL                                  33418                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1545                   Atlanta                                                      GA                                  30311                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                             2/1/2031                                   300                                   294
      1546                   Woodbridge                                                   VA                                  22193                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      1547                   Chantilly                                                    VA                                  20151                  PUD                                                           14.5                              0.5                                0                           0.0195                               13.9805                             2/1/2031                                   300                                   294
      1548                   Edmonds                                                      WA                                  98026                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1549                   HOMOSASSA                                                    FL                                  34448                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1550                   SMYRNA                                                       TN                                  37167                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1551                   NORTH MIAMI                                                  FL                                  33181                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1552                   HENDERSONVILLE                                               NC                                  28792                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1553                   SARASOTA                                                     FL                                  34235                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                             7/1/2031                                   300                                   299
      1554                   GILBERT                                                      AZ                                  85234                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1555                   NAPLES                                                       FL                                  34116                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1556                   MELBOURNE                                                    FL                                  32901                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1557                   APOPKA                                                       FL                                  32712                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1558                   ATLANTA                                                      GA                                  30331                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1559                   AURORA                                                       CO                                  80016                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1560                   BLOOMINGTON                                                  MN                                  55437                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1561                   ONTARIO                                                      CA                                  91762                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1562                   LAS VEGAS                                                    NV                                  89102                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1563                   TRENTON                                                      MI                                  48183                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1564                   GARDEN GROVE                                                 CA                                  92845                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1565                   WASHINGTON                                                   UT                                  84780                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1566                   MARSEILLES                                                   IL                                  61341                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1567                   MIAMI                                                        FL                                  33182                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1568                   VALLEJO                                                      CA                                  94590                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1569                   RENO                                                         NV                                  89512                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1570                   HERRIMAN                                                     UT                                  84065                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1571                   OSTEEN                                                       FL                                  32764                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1572                   PALM HARBOR                                                  FL                                  34683                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1573                   DAVIE                                                        FL                                  33314                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1574                   CAMDEN-WYOMING                                               DE                                  19934                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1575                   Las Vegas                                                    NV                                  89118                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1576                   Annandale                                                    VA                                  22003                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             2/1/2031                                   300                                   294
      1577                   Boyds                                                        MD                                  20841                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
      1578                   Phoenix                                                      AZ                                  85035                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      1579                   WOODBRIRGE                                                   VA                                  22191                  Townhouse                                                     13.5                              0.5                                0                           0.0195                               12.9805                             2/1/2031                                   300                                   294
      1580                   Ollala                                                       WA                                  98359                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
      1581                   Torrance                                                     CA                                  90504                  Condominium                                                   13.5                              0.5                                0                           0.0195                               12.9805                             2/1/2031                                   300                                   294
      1582                   Leesburg                                                     VA                                  20175                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             2/1/2031                                   300                                   294
      1583                   Burtonsville                                                 MD                                  20866                  Townhouse                                                       14                              0.5                                0                           0.0195                               13.4805                             2/1/2031                                   300                                   294
      1584                   Alexandria                                                   VA                                  22310                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                             2/1/2031                                   300                                   294
      1585                   Phoenix                                                      AZ                                  85033                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1586                   Stafford                                                     VA                                  22556                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                             2/1/2031                                   300                                   294
      1587                   MIAMI                                                        FL                                  33186                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2031                                   300                                   298
      1588                   MIAMI                                                        FL                                  33176                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2031                                   300                                   298
      1589                   VALLEJO                                                      CA                                  94591                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1590                   HIALEAH                                                      FL                                  33012                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1591                   BUCKEYE                                                      AZ                                  85326                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1592                   WEST PALM BEACH                                              FL                                  33405                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1593                   ACWORTH                                                      GA                                  30102                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1594                   DENVER                                                       CO                                  80210                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1595                   MIAMI                                                        FL                                  33175                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1596                   TAMPA                                                        FL                                  33612                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1597                   SUNRISE                                                      FL                                  33323                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1598                   SAINT PETERSBURG                                             FL                                  33710                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1599                   PLEASANT GROVE                                               AL                                  35127                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1600                   BETHEL                                                       MN                                  55005                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1601                   LAS VEGAS                                                    NV                                  89135                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1602                   RIVERSIDE                                                    CA                                  92503                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1603                   ESCONDIDO                                                    CA                                  92025                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1604                   HENDERSON                                                    NV                                  89015                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1605                   RIVIERA BEACH                                                FL                                  33404                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1606                   MEBANE                                                       NC                                  27302                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1607                   DALLAS                                                       GA                                  30132                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1608                   ORLANDO                                                      FL                                  32837                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1609                   GOLDEN                                                       CO                                  80401                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1610                   RIVERSIDE                                                    CA                                  92509                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1611                   MCDONOUGH                                                    GA                                  30253                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1612                   VENICE                                                       FL                                  34293                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1613                   TRACY                                                        CA                                  95376                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1614                   OAKLEY                                                       CA                                  94561                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1615                   HIALEAH                                                      FL                                  33012                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1616                   CONYERS                                                      GA                                  30094                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1617                   TALLAHASSEE                                                  FL                                  32301                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1618                   SAINT CLOUD                                                  FL                                  34772                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1619                   GILBERT                                                      AZ                                  85233                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1620                   CARMICHAEL                                                   CA                                  95608                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1621                   SACRAMENTO                                                   CA                                  95821                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1622                   MIAMI                                                        FL                                  33135                  2-4 Family                                                    6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1623                   HENDERSON                                                    NV                                  89015                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1624                   DUNNELLON                                                    FL                                  34432                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1625                   WINDERMERE                                                   FL                                  34786                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1626                   LITTLETON                                                    CO                                  80129                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1627                   MESA                                                         AZ                                  85212                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1628                   HEMET                                                        CA                                  92545                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1629                   PALM COAST                                                   FL                                  32137                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1630                   STONE MOUNTAIN                                               GA                                  30087                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1631                   AURORA                                                       CO                                  80013                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1632                   RICHMOND HILL                                                GA                                  31324                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1633                   MIAMI                                                        FL                                  33175                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1634                   WILLIAMSBURG                                                 VA                                  23185                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1635                   PEMBROKE PINES                                               FL                                  33028                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1636                   BOCA RATON                                                   FL                                  33487                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1637                   KISSIMMEE                                                    FL                                  34744                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1638                   LEHI                                                         UT                                  84043                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1639                   LAKE ELSINORE                                                CA                                  92530                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1640                   NORTH PORT                                                   FL                                  34286                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1641                   LITTLETON                                                    CO                                  80128                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1642                   IRVINE                                                       CA                                  92612                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1643                   ORANGE BEACH                                                 AL                                  36561                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1644                   LOS ANGELES                                                  CA                                  90042                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1645                   SAN MATEO                                                    CA                                  94403                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1646                   MESA                                                         AZ                                  85210                  Single Family                                                 3.25                              0.5                                0                           0.0195                                2.7305                             6/1/2031                                   300                                   298
      1647                   MANASSAS                                                     VA                                  20109                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1648                   ATLANTA                                                      GA                                  30331                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1649                   HAMPTON                                                      NH                                   3842                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1650                   BAILEY                                                       CO                                  80421                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1651                   CHANDLER                                                     AZ                                  85248                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1652                   MIAMI                                                        FL                                  33193                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1653                   MESA                                                         AZ                                  85208                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1654                   LAS VEGAS                                                    NV                                  89143                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1655                   SUNRISE                                                      FL                                  33322                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1656                   MIDDLEBURG HEIGHTS                                           OH                                  44130                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1657                   HEMET                                                        CA                                  92545                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1658                   NEWTOWN                                                      PA                                  18940                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1659                   MIAMI                                                        FL                                  33186                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1660                   EVERETT                                                      WA                                  98204                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1661                   ORLANDO                                                      FL                                  32826                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1662                   WEST MELBOURNE                                               FL                                  32904                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1663                   LITHONIA                                                     GA                                  30038                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1664                   MYSTIC                                                       CT                                   6355                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1665                   RIVERTON                                                     UT                                  84065                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1666                   ORLANDO                                                      FL                                  32832                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1667                   DAVENPORT                                                    FL                                  33897                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                             7/1/2031                                   300                                   299
      1668                   FALLSTON                                                     MD                                  21047                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1669                   SUNRISE                                                      FL                                  33323                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1670                   CONYERS                                                      GA                                  30013                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1671                   DALLAS                                                       GA                                  30132                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1672                   WELLINGTON                                                   FL                                  33414                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1673                   PERRIS                                                       CA                                  92571                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1674                   DAYTONA BEACH                                                FL                                  32117                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1675                   EDMOND                                                       OK                                  73003                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1676                   SPRING HILL                                                  FL                                  34608                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1677                   ESTERO                                                       FL                                  33928                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1678                   MURRIETA                                                     CA                                  92563                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1679                   OCALA                                                        FL                                  34470                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1680                   NASHVILLE                                                    TN                                  37215                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1681                   SAN LORENZO                                                  CA                                  94580                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1682                   PAINESVILLE                                                  OH                                  44077                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1683                   WOODBRIDGE                                                   VA                                  22192                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1684                   FOUNTAIN                                                     CO                                  80817                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1685                   BRISTOW                                                      VA                                  20136                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1686                   HEBER CITY                                                   UT                                  84032                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1687                   CHELSEA                                                      AL                                  35043                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1688                   KISSIMMEE                                                    FL                                  34759                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1689                   ESTERO                                                       FL                                  33928                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1690                   PORT ORANGE                                                  FL                                  32129                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1691                   VERO BEACH                                                   FL                                  32967                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1692                   GARDEN GROVE                                                 CA                                  92840                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1693                   RIVERSIDE                                                    CA                                  92508                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1694                   NORFOLK                                                      VA                                  23503                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1695                   RANCHO SANTA MARGARITA                                       CA                                  92688                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             7/1/2031                                   300                                   299
      1696                   LAS VEGAS                                                    NV                                  89118                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1697                   TEMECULA                                                     CA                                  92591                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      1698                   WEST PALM BEACH                                              FL                                  33401                  Condominium                                                      9                              0.5                                0                           0.0195                                8.4805                            4/20/2031                                   300                                   296
      1699                   JACKSONVILLE                                                 FL                                  32259                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                           11/25/2029                                   300                                   279
      1700                   GALT                                                         CA                                  95632                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                            9/25/2029                                   300                                   277
      1701                   OLYMPIA                                                      WA                                  98513                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                           12/22/2030                                   300                                   292
      1702                   LAS VEGAS                                                    NV                                  89131                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1703                   BURBANK                                                      CA                                  91505                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1704                   SWARTZ CREEK                                                 MI                                  48473                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1705                   BALTIMORE                                                    MD                                  21239                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1706                   MIAMI                                                        FL                                  33155                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2031                                   300                                   298
      1707                   Las Vegas                                                    NV                                  89138                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1708                   Brunswick                                                    MD                                  21716                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      1709                   Laurel                                                       MD                                  20708                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1710                   Manassas                                                     VA                                  20109                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                             1/1/2031                                   300                                   293
      1711                   LIVERMORE                                                    CA                                  94550                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1712                   BISMARCK                                                     ND                                  58503                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1713                   WILLOUGHBY HILLS                                             OH                                  44094                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1714                   SALT LAKE CITY                                               UT                                  84120                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1715                   MARIETTA                                                     GA                                  30066                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1716                   TALLAHASSEE                                                  FL                                  32301                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1717                   WILMINGTON                                                   CA                                  90744                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1718                   LONG BEACH                                                   CA                                  90813                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1719                   Suwanee                                                      GA                                  30024                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             1/1/2031                                   300                                   293
      1720                   Springfield                                                  VA                                  22150                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                             2/1/2031                                   300                                   294
      1721                   Bakersfield                                                  CA                                  93314                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             1/1/2031                                   300                                   293
      1722                   Silver Spring                                                MD                                  20906                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             2/1/2031                                   300                                   294
      1723                   Duluth                                                       GA                                  30097                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
      1724                   SANTA CLARITA                                                CA                                  91387                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2031                                   300                                   298
      1725                   Fruitland                                                    MD                                  21826                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             2/1/2031                                   300                                   294
      1726                   Suwanee                                                      GA                                  30024                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                             1/1/2031                                   300                                   293
      1727                   Riverside                                                    CA                                  92507                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             2/1/2031                                   300                                   294
      1728                   Culpeper                                                     VA                                  22701                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      1729                   PORT SAINT LUCIE                                             FL                                  34952                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             6/1/2031                                   300                                   298
      1730                   Glendale                                                     CA                                  91203                  Condominium                                                  13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
      1731                   Woodbridge                                                   VA                                  22193                  Townhouse                                                     14.5                              0.5                                0                           0.0195                               13.9805                             2/1/2031                                   300                                   294
      1732                   QUEEN CREEK                                                  AZ                                  85242                  PUD                                                           15.5                              0.5                                0                           0.0195                               14.9805                             2/1/2031                                   300                                   294
      1733                   Centreville                                                  VA                                  20120                  Townhouse                                                     14.5                              0.5                                0                           0.0195                               13.9805                             2/1/2031                                   300                                   294
      1734                   LANSING                                                      MI                                  48917                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1735                   TARPON SPRINGS                                               FL                                  34689                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1736                   LAS VEGAS                                                    NV                                  89131                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1737                   UNIVERSITY PLACE                                             WA                                  98466                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             6/1/2031                                   300                                   298
      1738                   BATON ROUGE                                                  LA                                  70814                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             6/1/2031                                   300                                   298
      1739                   HOWELL                                                       MI                                  48843                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1740                   ZEBULON                                                      NC                                  27597                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1741                   CHURCHVILLE                                                  VA                                  24421                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1742                   MIRAMAR                                                      FL                                  33027                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      1743                   Herndon                                                      VA                                  20170                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             1/1/2031                                   300                                   293
      1744                   Suwanee                                                      GA                                  30024                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                             1/1/2031                                   300                                   293
      1745                   Fairfax                                                      VA                                  22030                  PUD                                                             15                              0.5                                0                           0.0195                               14.4805                             1/1/2031                                   300                                   293
      1746                   Silver Spring                                                MD                                  20906                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             2/1/2031                                   300                                   294
      1747                   Powder Springs                                               GA                                  30127                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             1/1/2031                                   300                                   293
      1748                   LEHIGH ACRES                                                 FL                                  33971                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             6/1/2031                                   300                                   298
      1749                   SALISBURY                                                    MD                                  21801                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             6/1/2031                                   300                                   298
      1750                   THORNTON                                                     CO                                  80241                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2031                                   300                                   298
      1751                   MIAMI                                                        FL                                  33155                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             6/1/2031                                   300                                   298
      1752                   NEW PORT RICHEY                                              FL                                  34654                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             6/1/2031                                   300                                   298
      1753                   HONOLULU                                                     HI                                  96825                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             6/1/2031                                   300                                   298
      1754                   BAKERSFIELD                                                  CA                                  93314                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             6/1/2031                                   300                                   298
      1755                   (CHATSWORTH AREA) LOS ANG                                    CA                                  91311                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             6/1/2031                                   300                                   298
      1756                   (SAN PEDRO AREA) LOS ANGE                                    CA                                  90732                  Condominium                                                  9.375                              0.5                                0                           0.0195                                8.8555                             6/1/2031                                   300                                   298
      1757                   KANSAS CITY                                                  MO                                  64152                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                             5/1/2031                                   300                                   297
      1758                   SAMMAMISH                                                    WA                                  98075                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                             6/1/2031                                   300                                   298
      1759                   INDIO                                                        CA                                  92201                  PUD                                                              8                              0.5                                0                           0.0195                                7.4805                             5/1/2031                                   300                                   297
      1760                   VENICE                                                       CA                                  90291                  Condominium                                                 10.375                              0.5                                0                           0.0195                                9.8555                             5/1/2031                                   300                                   297
      1761                   WEST HAVEN                                                   CT                                   6516                  2-4 Family                                                  13.625                              0.5                                0                           0.0195                               13.1055                             5/1/2031                                   300                                   297
      1762                   LOS ANGELES                                                  CA                                  90047                  2-4 Family                                                  14.125                              0.5                                0                           0.0195                               13.6055                             5/1/2031                                   300                                   297
      1763                   SIGNAL HILL                                                  CA                                  90755                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                             5/1/2031                                   300                                   297
      1764                   FORT LAUDERDALE                                              FL                                  33305                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      1765                   CATHEDRAL CITY                                               CA                                  92234                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             6/1/2031                                   300                                   298
      1766                   RUMSON                                                       NJ                                   7760                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             6/1/2031                                   300                                   298
      1767                   HAYWARD                                                      CA                                  94544                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             6/1/2031                                   300                                   298
      1768                   PINEHURST                                                    NC                                  28374                  Single Family                                                10.55                              0.5                                0                           0.0195                               10.0305                             5/1/2031                                   300                                   297
      1769                   CAMARILLO                                                    CA                                  93012                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                             6/1/2031                                   300                                   298
      1770                   BEAUMONT                                                     CA                                  92223                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                            5/15/2031                                   300                                   297
      1771                   CHINO HILLS                                                  CA                                  91709                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             6/1/2031                                   300                                   298
      1772                   FLAGSTAFF                                                    AZ                                  86001                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            5/15/2031                                   300                                   297
      1773                   SACRAMENTO                                                   CA                                  95823                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             6/1/2031                                   300                                   298
      1774                   TEMECULA                                                     CA                                  92591                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            6/15/2031                                   300                                   298
      1775                   WINNETKA                                                     CA                                  91306                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                            6/15/2031                                   300                                   298
      1776                   ROSEMEAD                                                     CA                                  91770                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            6/15/2031                                   300                                   298
      1777                   RIVERSIDE                                                    CA                                  92505                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                            6/15/2031                                   300                                   298
      1778                   SACRAMENTO                                                   CA                                  95835                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             5/1/2031                                   300                                   297
      1779                   TEMPE                                                        AZ                                  85283                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            2/15/2031                                   300                                   294
      1780                   MANASQUAN                                                    NJ                                   8736                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             5/1/2031                                   300                                   297
      1781                   PASADENA                                                     CA                                  91101                  Condominium                                                 12.875                              0.5                                0                           0.0195                               12.3555                             5/1/2031                                   300                                   297
      1782                   SAVANNAH                                                     GA                                  31410                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             5/1/2031                                   300                                   297
      1783                   PHOENIX                                                      AZ                                  85024                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             5/1/2031                                   300                                   297
      1784                   CHARLOTTESVILLE                                              VA                                  22901                  Single Family                                                  9.3                              0.5                                0                           0.0195                                8.7805                             5/1/2031                                   300                                   297
      1785                   PHOENIX                                                      AZ                                  85032                  PUD                                                          9.375                              0.5                                0                           0.0195                                8.8555                            4/15/2031                                   300                                   296
      1786                   TACOMA                                                       WA                                  98408                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                             5/1/2031                                   300                                   297
      1787                   (SHERMAN OAKS AREA) LOS A                                    CA                                  91401                  Condominium                                                  9.375                              0.5                                0                           0.0195                                8.8555                             5/1/2031                                   300                                   297
      1788                   PALMDALE                                                     CA                                  93551                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             5/1/2031                                   300                                   297
      1789                   LOS ANGELES                                                  CA                                  90046                  2-4 Family                                                   9.125                              0.5                                0                           0.0195                                8.6055                             5/1/2031                                   300                                   297
      1790                   NEWBURGH                                                     NY                                  12550                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                             5/1/2031                                   300                                   297
      1791                   (PANORAMA CITY AREA) LOS                                     CA                                  91402                  Single Family                                                 9.05                              0.5                                0                           0.0195                                8.5305                             5/1/2031                                   300                                   297
      1792                   DARIEN                                                       CT                                   6820                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             5/1/2031                                   300                                   297
      1793                   MESA                                                         AZ                                  85201                  Condominium                                                 10.125                              0.5                                0                           0.0195                                9.6055                             5/1/2031                                   300                                   297
      1794                   APPLE VALLEY                                                 CA                                  92308                  Single Family                                                10.55                              0.5                                0                           0.0195                               10.0305                             5/1/2031                                   300                                   297
      1795                   RIVERBANK                                                    CA                                  95367                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                             5/1/2031                                   300                                   297
      1796                   LOS ANGELES                                                  CA                                  90026                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             5/1/2031                                   300                                   297
      1797                   (NORTH HOLLYWOOD AREA) LO                                    CA                                  91605                  Single Family                                               12.125                              0.5                                0                           0.0195                               11.6055                             5/1/2031                                   300                                   297
      1798                   TORRANCE                                                     CA                                  90505                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             5/1/2031                                   300                                   297
      1799                   (CHATSWORTH AREA) LOS ANG                                    CA                                  91311                  Single Family                                               13.125                              0.5                                0                           0.0195                               12.6055                             5/1/2031                                   300                                   297
      1800                   PORT HUENEME                                                 CA                                  93041                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             5/1/2031                                   300                                   297
      1801                   TEHACHAPI                                                    CA                                  93561                  PUD                                                           9.55                              0.5                                0                           0.0195                                9.0305                             5/1/2031                                   300                                   297
      1802                   LOS ANGELES                                                  CA                                  90069                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             6/1/2031                                   300                                   298
      1803                   SOUTH EASTON                                                 MA                                   2375                  Single Family                                               10.575                              0.5                                0                           0.0195                               10.0555                             5/1/2031                                   300                                   297
      1804                   (SHERMAN OAKS AREA) LOS A                                    CA                                  91423                  Single Family                                                8.925                              0.5                                0                           0.0195                                8.4055                             5/9/2031                                   300                                   297
      1805                   HIGHLAND                                                     CA                                  92346                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                             5/1/2031                                   300                                   297
      1806                   SAN JOSE                                                     CA                                  95136                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             5/1/2031                                   300                                   297
      1807                   CLEARWATER BEACH                                             FL                                  33767                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             6/1/2031                                   300                                   298
      1808                   INDIO                                                        CA                                  92203                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      1809                   (WINNETKA AREA) LOS ANGEL                                    CA                                  91306                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                             6/1/2031                                   300                                   298
      1810                   MEDFIELD                                                     MA                                   2052                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             6/1/2031                                   300                                   298
      1811                   FREDERICKSBURG                                               VA                                  22407                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                             5/1/2031                                   300                                   297
      1812                   CHICAGO                                                      IL                                  60615                  Condominium                                                  8.625                              0.5                                0                           0.0195                                8.1055                             5/1/2031                                   300                                   297
      1813                   SANTA BARBARA                                                CA                                  93108                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                             6/1/2031                                   300                                   298
      1814                   ATLANTA                                                      GA                                  30349                  PUD                                                         11.125                              0.5                                0                           0.0195                               10.6055                            5/15/2031                                   300                                   297
      1815                   HACIENDA HEIGHTS                                             CA                                  91745                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                            5/15/2031                                   300                                   297
      1816                   HARBOR CITY                                                  CA                                  90710                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                            5/15/2031                                   300                                   297
      1817                   MIAMI BEACH                                                  FL                                  33139                  Condominium                                                 10.625                              0.5                                0                           0.0195                               10.1055                            5/15/2031                                   300                                   297
      1818                   SANTA BARBARA                                                CA                                  93109                  Condominium                                                 11.375                              0.5                                0                           0.0195                               10.8555                             5/1/2031                                   300                                   297
      1819                   NEWPORT BEACH                                                CA                                  92661                  2-4 Family                                                   10.75                              0.5                                0                           0.0195                               10.2305                            5/15/2031                                   300                                   297
      1820                   NORTH KINGSTOWN                                              RI                                   2852                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            5/15/2031                                   300                                   297
      1821                   LANAI CITY                                                   HI                                  96763                  PUD                                                          8.125                              0.5                                0                           0.0195                                7.6055                            5/15/2031                                   300                                   297
      1822                   LAGUNA NIGUEL                                                CA                                  92677                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            5/15/2031                                   300                                   297
      1823                   DOWNEY                                                       CA                                  90242                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                            5/15/2031                                   300                                   297
      1824                   HUNTINGTON BEACH                                             CA                                  92648                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                            5/15/2031                                   300                                   297
      1825                   DOWNEY                                                       CA                                  90240                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            5/15/2031                                   300                                   297
      1826                   OXNARD                                                       CA                                  93030                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                            5/15/2031                                   300                                   297
      1827                   LAGUNA HILLS                                                 CA                                  92653                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            5/15/2031                                   300                                   297
      1828                   HOLLISTER                                                    CA                                  95023                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            5/15/2031                                   300                                   297
      1829                   BAKERSFIELD                                                  CA                                  93304                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            5/15/2031                                   300                                   297
      1830                   WINNETKA                                                     CA                                  91306                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                            5/15/2031                                   300                                   297
      1831                   ARVADA                                                       CO                                  80005                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            5/15/2031                                   300                                   297
      1832                   NAPLES                                                       FL                                  34120                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                             5/1/2031                                   300                                   297
      1833                   KAPOLEI                                                      HI                                  96707                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            5/15/2031                                   300                                   297
      1834                   ALTADENA                                                     CA                                  91001                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            5/15/2031                                   300                                   297
      1835                   OAKLAND                                                      CA                                  94603                  2-4 Family                                                  12.625                              0.5                                0                           0.0195                               12.1055                            5/15/2031                                   300                                   297
      1836                   HOQUIAM                                                      WA                                  98550                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                            6/15/2031                                   300                                   298
      1837                   NORWALK                                                      CA                                  90650                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            5/15/2031                                   300                                   297
      1838                   CALABASAS                                                    CA                                  91302                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            5/15/2031                                   300                                   297
      1839                   LOS ANGELES                                                  CA                                  90069                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                            5/15/2031                                   300                                   297
      1840                   SAN LUIS OBISPO                                              CA                                  93401                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                            5/15/2031                                   300                                   297
      1841                   CYPRESS                                                      CA                                  90630                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            5/15/2031                                   300                                   297
      1842                   PANORAMA CITY                                                CA                                  91402                  Condominium                                                 11.875                              0.5                                0                           0.0195                               11.3555                            5/15/2031                                   300                                   297
      1843                   ORLANDO                                                      FL                                  32836                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                            5/15/2031                                   300                                   297
      1844                   MURRIETA                                                     CA                                  92563                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                            5/15/2031                                   300                                   297
      1845                   JUPITER                                                      FL                                  33478                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                            5/15/2031                                   300                                   297
      1846                   BREA                                                         CA                                  92821                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            5/15/2031                                   300                                   297
      1847                   LA PALMA                                                     CA                                  90623                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            5/15/2031                                   300                                   297
      1848                   CAMERON PARK                                                 CA                                  95682                  Single Family                                               12.125                              0.5                                0                           0.0195                               11.6055                            6/15/2031                                   300                                   298
      1849                   ARROYO GRANDE                                                CA                                  93420                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                            5/15/2031                                   300                                   297
      1850                   LAS VEGAS                                                    NV                                  89135                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            5/15/2031                                   300                                   297
      1851                   SAN LEANDRO                                                  CA                                  94577                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             6/1/2031                                   300                                   298
      1852                   SAN JOSE                                                     CA                                  95118                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            5/15/2031                                   300                                   297
      1853                   LAGUNA BEACH                                                 CA                                  92651                  2-4 Family                                                  11.625                              0.5                                0                           0.0195                               11.1055                            5/15/2031                                   300                                   297
      1854                   HOLLISTER                                                    CA                                  95023                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            5/15/2031                                   300                                   297
      1855                   BREA                                                         CA                                  92521                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            6/15/2031                                   300                                   298
      1856                   HOLLISTER                                                    CA                                  95023                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                             5/1/2031                                   300                                   297
      1857                                                         22032                  VA                                  22032                  PUD                                                         11.875                              0.5                                0                           0.0195                               11.3555                             6/1/2031                                   300                                   298
      1858                   SHERMAN OAKS                                                 CA                                  91423                  Single Family                                               12.875                              0.5                                0                           0.0195                               12.3555                            5/15/2031                                   300                                   297
      1859                   BROOKLYN                                                     NY                                  11213                  2-4 Family                                                    12.5                              0.5                                0                           0.0195                               11.9805                            6/15/2031                                   300                                   298
      1860                   SPRING VALLEY                                                CA                                  91977                  2-4 Family                                                   10.75                              0.5                                0                           0.0195                               10.2305                            6/15/2031                                   300                                   298
      1861                   ANAHEIM                                                      CA                                  92808                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                             5/1/2031                                   300                                   297
      1862                   KISSIMMEE                                                    FL                                  34741                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                            6/15/2031                                   300                                   298
      1863                   ALISO VIEJO                                                  CA                                  92656                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            6/15/2031                                   300                                   298
      1864                   RIVERSIDE                                                    CA                                  92503                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            5/15/2031                                   300                                   297
      1865                   SAN CLEMENTE                                                 CA                                  92673                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                            6/15/2031                                   300                                   298
      1866                   MOUNTVILLE                                                   PA                                  17554                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             6/1/2031                                   300                                   298
      1867                   SANTA ANA                                                    CA                                  92707                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             5/1/2031                                   300                                   297
      1868                   PAIA                                                         HI                                  96779                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2031                                   300                                   298
      1869                   VISALIA                                                      CA                                  93291                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            5/15/2031                                   300                                   297
      1870                   VAN NUYS                                                     CA                                  91405                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            5/15/2031                                   300                                   297
      1871                   SAN JUAN CAPISTRANO                                          CA                                  92675                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      1872                   BOULDER                                                      CO                                  80302                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            5/15/2031                                   300                                   297
      1873                   SALINAS                                                      CA                                  93901                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                            5/15/2031                                   300                                   297
      1874                   ELK GROVE                                                    CA                                  95624                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            5/15/2031                                   300                                   297
      1875                   JERSEY CITY                                                  NJ                                   7305                  2-4 Family                                                    12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      1876                   PALMDALE                                                     CA                                  93550                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                            5/15/2031                                   300                                   297
      1877                   N LAUDERDALE                                                 FL                                  33068                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                            6/15/2031                                   300                                   298
      1878                   COSTA MESA                                                   CA                                  92627                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            5/15/2031                                   300                                   297
      1879                   HESPERIA                                                     CA                                  92345                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            6/15/2031                                   300                                   298
      1880                   SAN JOSE                                                     CA                                  95122                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            5/15/2031                                   300                                   297
      1881                   CORONA                                                       CA                                  92882                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            5/15/2031                                   300                                   297
      1882                   FAIRVIEW                                                     NJ                                   7022                  2-4 Family                                                      12                              0.5                                0                           0.0195                               11.4805                            6/15/2031                                   300                                   298
      1883                   OAKLAND                                                      CA                                  94619                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            5/15/2031                                   300                                   297
      1884                   TORRANCE                                                     CA                                  90503                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                            5/15/2031                                   300                                   297
      1885                   LAWNDALE                                                     CA                                  90260                  2-4 Family                                                      12                              0.5                                0                           0.0195                               11.4805                            5/15/2031                                   300                                   297
      1886                   UNION CITY                                                   CA                                  94587                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                            6/15/2031                                   300                                   298
      1887                   HYDE PARK                                                    MA                                   2136                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            5/15/2031                                   300                                   297
      1888                   SAN FRANCISCO                                                CA                                  94112                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            5/15/2031                                   300                                   297
      1889                   ESCONDIDO                                                    CA                                  92027                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            5/15/2031                                   300                                   297
      1890                   RESTON                                                       VA                                  20191                  Condominium                                                  8.875                              0.5                                0                           0.0195                                8.3555                            3/13/2031                                   300                                   295
      1891                   FRANKLIN PARK                                                IL                                  60131                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            3/10/2031                                   300                                   295
      1892                   ELK GROVE                                                    CA                                  95624                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            4/20/2031                                   300                                   296
      1893                   VICTORY GARDENS                                              NJ                                   7801                  Condominium                                                 10.375                              0.5                                0                           0.0195                                9.8555                             3/8/2031                                   300                                   295
      1894                   GILBERT                                                      AZ                                  85233                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                            4/20/2031                                   300                                   296
      1895                   SAN DIEGO                                                    CA                                  92102                  Condominium                                                    8.5                              0.5                                0                           0.0195                                7.9805                            2/28/2031                                   300                                   294
      1896                   PORTLAND                                                     OR                                  97209                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            4/20/2031                                   300                                   296
      1897                   KING GEORGE                                                  VA                                  22485                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            3/10/2031                                   300                                   295
      1898                   LOS ANGELES                                                  CA                                  90065                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             3/7/2031                                   300                                   295
      1899                   CALEXICO                                                     CA                                  92231                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             3/6/2031                                   300                                   295
      1900                   DESERT HOT SPRINGS                                           CA                                  92240                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             3/9/2031                                   300                                   295
      1901                   WASHINGTON                                                   UT                                  84780                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                             3/1/2031                                   300                                   295
      1902                   MIAMI                                                        FL                                  33157                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             4/1/2031                                   300                                   296
      1903                   AVONDALE                                                     AZ                                  85323                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            4/20/2031                                   300                                   296
      1904                   SPARTA                                                       NJ                                   7871                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            3/10/2031                                   300                                   295
      1905                   EMERALD ISLE                                                 NC                                  28594                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            4/20/2031                                   300                                   296
      1906                   SILVER SPRING                                                MD                                  20903                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            3/14/2031                                   300                                   295
      1907                   ANNAPOLIS                                                    MD                                  21401                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                             3/8/2031                                   300                                   295
      1908                   PHOENIX                                                      AZ                                  85006                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             3/2/2031                                   300                                   295
      1909                   LAKE FOREST                                                  CA                                  92679                  Condominium                                                  10.75                              0.5                                0                           0.0195                               10.2305                             3/3/2031                                   300                                   295
      1910                   LA PLATA                                                     MD                                  20646                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             3/3/2031                                   300                                   295
      1911                   LOS ANGELES                                                  CA                                  90065                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                             3/9/2031                                   300                                   295
      1912                   BEND                                                         OR                                  97701                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                             3/3/2031                                   300                                   295
      1913                   CAMAS                                                        WA                                  98607                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            3/14/2031                                   300                                   295
      1914                   PLEASANT GROVE                                               UT                                  84062                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            3/15/2031                                   300                                   295
      1915                   LAS VEGAS                                                    NV                                  89146                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            4/20/2031                                   300                                   296
      1916                   LAS VEGAS                                                    NV                                  89104                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            4/20/2031                                   300                                   296
      1917                   GLENVIEW                                                     IL                                  60025                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            3/14/2031                                   300                                   295
      1918                   MORGAN HILL                                                  CA                                  95037                  Condominium                                                   8.75                              0.5                                0                           0.0195                                8.2305                            3/13/2031                                   300                                   295
      1919                   MIAMI                                                        FL                                  33132                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                            4/20/2031                                   300                                   296
      1920                   REDLANDS                                                     CA                                  92373                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            4/20/2031                                   300                                   296
      1921                   BUCKEYE                                                      AZ                                  85326                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            4/20/2031                                   300                                   296
      1922                   CALDWELL                                                     ID                                  83605                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                             3/6/2031                                   300                                   295
      1923                   THAYNE                                                       WY                                  83127                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             3/8/2031                                   300                                   295
      1924                   NORTH HIGHLANDS                                              CA                                  95660                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            4/20/2031                                   300                                   296
      1925                   BOTHELL                                                      WA                                  98021                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                            3/15/2031                                   300                                   295
      1926                   ORLANDO                                                      FL                                  32828                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                             3/8/2031                                   300                                   295
      1927                   BRAMBLETON                                                   VA                                  20148                  PUD                                                           8.25                              0.5                                0                           0.0195                                7.7305                            3/16/2031                                   300                                   295
      1928                   FOLSOM                                                       CA                                  95630                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             4/1/2031                                   300                                   296
      1929                   SACRAMENTO                                                   CA                                  95830                  PUD                                                           8.25                              0.5                                0                           0.0195                                7.7305                             4/1/2031                                   300                                   296
      1930                   GREENVILLE                                                   SC                                  29611                  PUD                                                         12.625                              0.5                                0                           0.0195                               12.1055                            4/20/2031                                   300                                   296
      1931                   CORONA                                                       CA                                  92881                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             3/7/2031                                   300                                   295
      1932                   ORLANDO                                                      FL                                  32804                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                            4/20/2031                                   300                                   296
      1933                   ALTAMONTE SPRINGS                                            FL                                  32714                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                            4/20/2031                                   300                                   296
      1934                   LITTLETON                                                    CO                                  80120                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            3/13/2031                                   300                                   295
      1935                   JOHNS ISLAND                                                 SC                                  29455                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             4/1/2031                                   300                                   296
      1936                   EAST GRANBY                                                  CT                                   6026                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                            4/20/2031                                   300                                   296
      1937                   WOOD DALE                                                    IL                                  60191                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            3/14/2031                                   300                                   295
      1938                   CARSON CITY                                                  NV                                  89701                  Condominium                                                   8.25                              0.5                                0                           0.0195                                7.7305                            4/20/2031                                   300                                   296
      1939                   MYRTLE BEACH                                                 SC                                  29588                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            4/20/2031                                   300                                   296
      1940                   CARLSBAD                                                     CA                                  92009                  PUD                                                          8.375                              0.5                                0                           0.0195                                7.8555                            4/20/2031                                   300                                   296
      1941                   CLARKSBURG                                                   MD                                  20871                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                             4/1/2031                                   300                                   296
      1942                   SAN FRANCISCO                                                CA                                  94110                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                            4/20/2031                                   300                                   296
      1943                   LAS VEGAS                                                    NV                                  89103                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            4/20/2031                                   300                                   296
      1944                   HAINESPORT                                                   NJ                                   8036                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            1/28/2031                                   300                                   293
      1945                   BAYPORT                                                      NY                                  11705                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            3/16/2030                                   300                                   283
      1946                   WILLOUGHBY HILLS                                             OH                                  44092                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             3/7/2031                                   300                                   295
      1947                   BALTIMORE                                                    MD                                  21207                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                             3/3/2031                                   300                                   295
      1948                   BETHESDA                                                     MD                                  20817                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                             1/9/2031                                   300                                   293
      1949                   CENTER MORICHES                                              NY                                  11934                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            1/25/2031                                   300                                   293
      1950                   WATSONVILLE                                                  CA                                  95076                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            1/20/2031                                   300                                   293
      1951                   LOVELAND                                                     OH                                  45140                  PUD                                                          9.125                              0.5                                0                           0.0195                                8.6055                            7/14/2030                                   300                                   287
      1952                   HOBBSVILLE                                                   NC                                  27946                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            4/20/2031                                   300                                   296
      1953                   TAMPA                                                        FL                                  33626                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                            2/22/2031                                   300                                   294
      1954                   LANCASTER                                                    PA                                  17603                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                            1/27/2031                                   300                                   293
      1955                   MIAMI                                                        FL                                  33166                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                            3/15/2031                                   300                                   295
      1956                   MARION                                                       NC                                  28752                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/20/2031                                   300                                   293
      1957                   CHESAPEAKE                                                   VA                                  23320                  Condominium                                                  8.875                              0.5                                0                           0.0195                                8.3555                            1/24/2031                                   300                                   293
      1958                   FREDERICKSBURG                                               VA                                  22406                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                            1/17/2031                                   300                                   293
      1959                   RENO                                                         NV                                  89503                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                             3/3/2031                                   300                                   295
      1960                   WAUKEGAN                                                     IL                                  60085                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                             3/7/2031                                   300                                   295
      1961                   SANFORD                                                      ME                                   4073                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            4/20/2031                                   300                                   296
      1962                   JACKSONVILLE                                                 FL                                  32223                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             3/2/2031                                   300                                   295
      1963                   CELEBRATION                                                  FL                                  34747                  Condominium                                                 11.125                              0.5                                0                           0.0195                               10.6055                            3/14/2031                                   300                                   295
      1964                   FOUNTAIN VALLEY                                              CA                                  92708                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            4/20/2031                                   300                                   296
      1965                   LAS VEGAS                                                    NV                                  89147                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             3/9/2031                                   300                                   295
      1966                   WHEELING                                                     IL                                  60090                  Condominium                                                 11.375                              0.5                                0                           0.0195                               10.8555                            3/13/2031                                   300                                   295
      1967                   RENTON                                                       WA                                  98056                  PUD                                                          9.375                              0.5                                0                           0.0195                                8.8555                            4/20/2031                                   300                                   296
      1968                   EDMOND                                                       OK                                  73003                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             3/3/2031                                   300                                   295
      1969                   SILVER LAKE                                                  KS                                  66539                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            3/14/2031                                   300                                   295
      1970                   MT PLEASANT                                                  SC                                  29464                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                            4/10/2031                                   300                                   296
      1971                   LANSDOWNE                                                    VA                                  20176                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            2/28/2031                                   300                                   294
      1972                   ROCKLIN                                                      CA                                  95765                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                             3/1/2031                                   300                                   295
      1973                   LYNWOOD                                                      IL                                  60411                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            3/10/2031                                   300                                   295
      1974                   GRANITE BAY                                                  CA                                  95746                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            4/20/2031                                   300                                   296
      1975                   LAKE FOREST                                                  IL                                  60045                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             3/7/2031                                   300                                   295
      1976                   CHANTILLY                                                    VA                                  20152                  PUD                                                          8.625                              0.5                                0                           0.0195                                8.1055                             3/2/2031                                   300                                   295
      1977                   PRESCOTT                                                     AZ                                  86305                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            4/20/2031                                   300                                   296
      1978                   PATTERSON                                                    NY                                  12563                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            3/14/2031                                   300                                   295
      1979                   ARLINGTON                                                    VA                                  22205                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             3/7/2031                                   300                                   295
      1980                   EVERETT                                                      MA                                   2149                  Condominium                                                 10.875                              0.5                                0                           0.0195                               10.3555                             3/3/2031                                   300                                   295
      1981                   TUCSON                                                       AZ                                  85732                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             3/6/2031                                   300                                   295
      1982                   SACRAMENTO                                                   CA                                  95828                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            4/20/2031                                   300                                   296
      1983                   MURRIETA                                                     CA                                  92563                  Condominium                                                     10                              0.5                                0                           0.0195                                9.4805                            4/20/2031                                   300                                   296
      1984                   SEATTLE                                                      WA                                  98107                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            4/20/2031                                   300                                   296
      1985                   MODESTO                                                      CA                                  95350                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            3/10/2031                                   300                                   295
      1986                   SANTA ROSA                                                   CA                                  95403                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            3/14/2031                                   300                                   295
      1987                   MARIETTA                                                     GA                                  30068                  PUD                                                          8.375                              0.5                                0                           0.0195                                7.8555                            2/23/2031                                   300                                   294
      1988                   SELBYVILLE                                                   DE                                  19975                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             3/9/2031                                   300                                   295
      1989                   LINDENHURST                                                  IL                                  60046                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                             3/9/2031                                   300                                   295
      1990                   SALT LAKE CITY                                               UT                                  84106                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            4/10/2031                                   300                                   296
      1991                   HUNTINGTOWN                                                  MD                                  20639                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             3/7/2031                                   300                                   295
      1992                   LAKE FOREST                                                  CA                                  92630                  Condominium                                                  9.375                              0.5                                0                           0.0195                                8.8555                            4/20/2031                                   300                                   296
      1993                   RIVERSIDE                                                    CA                                  92503                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             3/8/2031                                   300                                   295
      1994                   SEATTLE                                                      WA                                  98122                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             3/6/2031                                   300                                   295
      1995                   FALLSTON                                                     MD                                  21047                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            3/14/2031                                   300                                   295
      1996                   CHICAGO                                                      IL                                  60647                  Condominium                                                  9.375                              0.5                                0                           0.0195                                8.8555                            4/20/2031                                   300                                   296
      1997                   CHICAGO                                                      IL                                  60612                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                             3/1/2031                                   300                                   295
      1998                   MUNDELEIN                                                    IL                                  60060                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            3/13/2031                                   300                                   295
      1999                   SAN JOSE                                                     CA                                  95121                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             4/1/2031                                   300                                   296
      2000                   ANNAPOLIS                                                    MD                                  21401                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             3/1/2031                                   300                                   295
      2001                   BRIGANTINE                                                   NJ                                   8203                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                            4/20/2031                                   300                                   296
      2002                   RALEIGH                                                      NC                                  27609                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            4/20/2031                                   300                                   296
      2003                   BELLEVUE                                                     WA                                  98004                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            3/13/2031                                   300                                   295
      2004                   MERIDIAN                                                     ID                                  83642                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      2005                   RIVERSIDE                                                    CA                                  92506                  Single Family                                                7.875                              0.5                                0                           0.0195                                7.3555                             3/7/2031                                   300                                   295
      2006                   AURORA                                                       IL                                  60506                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            4/20/2031                                   300                                   296
      2007                   TRACY                                                        CA                                  95377                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             3/2/2031                                   300                                   295
      2008                   SUNNY ISLES BEACH                                            FL                                  33160                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            3/10/2031                                   300                                   295
      2009                   BOZEMAN                                                      MT                                  59718                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            2/24/2031                                   300                                   294
      2010                   MURRIETA                                                     CA                                  92562                  PUD                                                          8.625                              0.5                                0                           0.0195                                8.1055                             3/3/2031                                   300                                   295
      2011                   GOODYEAR                                                     AZ                                  85338                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                             3/6/2031                                   300                                   295
      2012                   ELGIN                                                        IL                                  60120                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            3/15/2031                                   300                                   295
      2013                   TIGARD                                                       OR                                  97224                  PUD                                                          9.375                              0.5                                0                           0.0195                                8.8555                             3/2/2031                                   300                                   295
      2014                   GILBERT                                                      AZ                                  85233                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            4/20/2031                                   300                                   296
      2015                   SCOTTSDALE                                                   AZ                                  85251                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            4/20/2031                                   300                                   296
      2016                   ALISO VIEJO                                                  CA                                  92656                  Condominium                                                  11.25                              0.5                                0                           0.0195                               10.7305                            2/28/2031                                   300                                   294
      2017                   BOSTON                                                       MA                                   2131                  Condominium                                                  9.875                              0.5                                0                           0.0195                                9.3555                             3/8/2031                                   300                                   295
      2018                   EAST BRIDGEWATER                                             MA                                   2333                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             3/8/2031                                   300                                   295
      2019                   VALLEJO                                                      CA                                  94590                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            3/15/2031                                   300                                   295
      2020                   ODENTON                                                      MD                                  21113                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            3/20/2031                                   300                                   295
      2021                   SAUNDERSTOWN                                                 RI                                   2874                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                            3/14/2031                                   300                                   295
      2022                   CHARLESTON                                                   SC                                  29414                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            2/22/2031                                   300                                   294
      2023                   BOONE                                                        NC                                  28607                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                            2/22/2031                                   300                                   294
      2024                   COLORADO SPRINGS                                             CO                                  80908                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                            2/27/2031                                   300                                   294
      2025                   BRAMBLETON                                                   VA                                  20148                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            4/20/2031                                   300                                   296
      2026                   CONCORD                                                      CA                                  94518                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             3/3/2031                                   300                                   295
      2027                   WEST CHICAGO                                                 IL                                  60185                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             3/6/2031                                   300                                   295
      2028                   ROSEVILLE                                                    CA                                  95747                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             3/1/2031                                   300                                   295
      2029                   PINOLE                                                       CA                                  94564                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            2/21/2031                                   300                                   294
      2030                   BATON ROUGE                                                  LA                                  70817                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            2/28/2031                                   300                                   294
      2031                   HUNTINGTON BEACH                                             CA                                  92647                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             3/1/2031                                   300                                   295
      2032                   HUNTINGTON BEACH                                             CA                                  92648                  PUD                                                           8.25                              0.5                                0                           0.0195                                7.7305                            2/15/2031                                   300                                   294
      2033                   TURNERSVILLE                                                 NJ                                   8012                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            2/27/2031                                   300                                   294
      2034                   WALDORF                                                      MD                                  20603                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            2/17/2031                                   300                                   294
      2035                   NEW ROCHELLE                                                 NY                                  10804                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            3/10/2031                                   300                                   295
      2036                   STRONGSVILLE                                                 OH                                  44136                  Condominium                                                  10.25                              0.5                                0                           0.0195                                9.7305                            2/17/2031                                   300                                   294
      2037                   LEXINGTON                                                    KY                                  40515                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            2/17/2031                                   300                                   294
      2038                   WARRENVILLE                                                  IL                                  60555                  Condominium                                                 10.625                              0.5                                0                           0.0195                               10.1055                            2/23/2031                                   300                                   294
      2039                   BROOKLYN                                                     NY                                  11233                  2-4 Family                                                    9.25                              0.5                                0                           0.0195                                8.7305                            2/27/2031                                   300                                   294
      2040                   PALM BEACH GARDENS                                           FL                                  33418                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            2/10/2031                                   300                                   294
      2041                   RENO                                                         NV                                  89511                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            4/20/2031                                   300                                   296
      2042                   OCEAN                                                        NJ                                   7712                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            2/24/2031                                   300                                   294
      2043                   POLSON                                                       MT                                  59860                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                            2/23/2031                                   300                                   294
      2044                   ALEXANDRIA                                                   VA                                  22311                  PUD                                                          9.375                              0.5                                0                           0.0195                                8.8555                             3/3/2031                                   300                                   295
      2045                   ELLICOTT CITY                                                MD                                  21043                  Townhouse                                                      9.5                              0.5                                0                           0.0195                                8.9805                            2/24/2031                                   300                                   294
      2046                   NEW PORT RICHEY                                              FL                                  34655                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            4/20/2031                                   300                                   296
      2047                   WASHINGTON                                                   DC                                  20020                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            4/20/2031                                   300                                   296
      2048                   SAINT PETERSBURG                                             FL                                  33711                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                            2/27/2031                                   300                                   294
      2049                   SALINAS                                                      CA                                  93901                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            2/17/2031                                   300                                   294
      2050                   SEATTLE                                                      WA                                  98106                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            4/20/2031                                   300                                   296
      2051                   WESLEY CHAPEL                                                FL                                  33543                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                             3/1/2031                                   300                                   295
      2052                   CHANDLER                                                     AZ                                  85249                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            2/14/2031                                   300                                   294
      2053                   MAINEVILLE                                                   OH                                  45039                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             3/6/2031                                   300                                   295
      2054                   RALEIGH                                                      NC                                  27613                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                            2/24/2031                                   300                                   294
      2055                   LAVEEN                                                       AZ                                  85339                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                             2/9/2031                                   300                                   294
      2056                   WASHINGTON                                                   NJ                                   7882                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            2/13/2031                                   300                                   294
      2057                   ANDERSON                                                     CA                                  96007                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                             3/8/2031                                   300                                   295
      2058                   WADING RIVER                                                 NY                                  11792                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            2/28/2031                                   300                                   294
      2059                   MARCO ISLAND                                                 FL                                  34145                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                            2/22/2031                                   300                                   294
      2060                   BALTIMORE                                                    MD                                  21230                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            2/14/2031                                   300                                   294
      2061                   LEONARDTOWN                                                  MD                                  20650                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             2/3/2031                                   300                                   294
      2062                   ARLINGTON HEIGHTS                                            IL                                  60005                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            2/24/2031                                   300                                   294
      2063                   RICHMOND                                                     CA                                  94805                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                             3/1/2031                                   300                                   295
      2064                   PARK CITY                                                    UT                                  84098                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            2/16/2031                                   300                                   294
      2065                   SOUTH BOSTON                                                 MA                                   2127                  Condominium                                                  9.625                              0.5                                0                           0.0195                                9.1055                            2/21/2031                                   300                                   294
      2066                   DAYTONA BEACH                                                FL                                  32117                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             2/7/2031                                   300                                   294
      2067                   RIPON                                                        CA                                  95366                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             3/1/2031                                   300                                   295
      2068                   MARANA                                                       AZ                                  85653                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            2/14/2031                                   300                                   294
      2069                   KITTERY                                                      ME                                   3904                  Condominium                                                  10.75                              0.5                                0                           0.0195                               10.2305                            2/23/2031                                   300                                   294
      2070                   BRICK                                                        NJ                                   8723                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                             2/7/2031                                   300                                   294
      2071                   LITTLETON                                                    CO                                  80127                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            4/20/2031                                   300                                   296
      2072                   SEATTLE                                                      WA                                  98122                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            2/23/2031                                   300                                   294
      2073                   LOS GATOS                                                    CA                                  95033                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            2/15/2031                                   300                                   294
      2074                   CORRALES                                                     NM                                  87048                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            2/22/2031                                   300                                   294
      2075                   QUEEN CREEK                                                  AZ                                  85242                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                             3/3/2031                                   300                                   295
      2076                   MIDLOTHIAN                                                   VA                                  23112                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            2/28/2031                                   300                                   294
      2077                   PELHAM                                                       AL                                  35124                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            3/17/2031                                   300                                   295
      2078                   ROLLING MEADOWS                                              IL                                  60008                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                             3/1/2031                                   300                                   295
      2079                   REMINGTON                                                    VA                                  22734                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            2/15/2031                                   300                                   294
      2080                   PETALUMA                                                     CA                                  94954                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             3/9/2031                                   300                                   295
      2081                   RICHMOND                                                     CA                                  94801                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            2/15/2031                                   300                                   294
      2082                   RANSON                                                       WV                                  25438                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            2/24/2031                                   300                                   294
      2083                   ACTON                                                        MA                                   1720                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            2/13/2031                                   300                                   294
      2084                   FOREST HILL                                                  MD                                  21050                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             3/1/2031                                   300                                   295
      2085                   HAGERSTOWN                                                   MD                                  21742                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            2/21/2031                                   300                                   294
      2086                   BONNEY LAKE                                                  WA                                  98391                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            2/16/2031                                   300                                   294
      2087                   LAUREL                                                       MD                                  20723                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            2/24/2031                                   300                                   294
      2088                   LAS VEGAS                                                    NV                                  89156                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            2/15/2031                                   300                                   294
      2089                   ALISO VIEJO                                                  CA                                  92656                  Condominium                                                 10.875                              0.5                                0                           0.0195                               10.3555                             3/3/2031                                   300                                   295
      2090                   SANTA ROSA                                                   CA                                  95404                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            2/24/2031                                   300                                   294
      2091                   JACKSON                                                      NJ                                   8527                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             3/3/2031                                   300                                   295
      2092                   PHOENIX                                                      NY                                  13135                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            3/16/2031                                   300                                   295
      2093                   JOPLIN                                                       MO                                  64804                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            2/28/2031                                   300                                   294
      2094                   EUGENE                                                       OR                                  97401                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            4/20/2031                                   300                                   296
      2095                   BAYPORT                                                      NY                                  11705                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            3/10/2031                                   300                                   295
      2096                   DANBURY                                                      CT                                   6810                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                             3/9/2031                                   300                                   295
      2097                   MIDDLETOWN                                                   NY                                  10940                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            2/17/2031                                   300                                   294
      2098                   ANTIOCH                                                      CA                                  94509                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            2/24/2031                                   300                                   294
      2099                   DACULA                                                       GA                                  30019                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            2/23/2031                                   300                                   294
      2100                   LA GRANGE                                                    IL                                  60525                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                            2/17/2031                                   300                                   294
      2101                   DUVALL                                                       WA                                  98019                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                            2/27/2031                                   300                                   294
      2102                   PUYALLUP                                                     WA                                  98374                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            2/15/2031                                   300                                   294
      2103                   POMONA                                                       CA                                  91768                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            2/27/2031                                   300                                   294
      2104                   LAS VEGAS                                                    NV                                  89130                  PUD                                                          8.625                              0.5                                0                           0.0195                                8.1055                             3/2/2031                                   300                                   295
      2105                   RENO                                                         NV                                  89509                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            2/27/2031                                   300                                   294
      2106                   QUEEN CREEK                                                  AZ                                  85242                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            2/23/2031                                   300                                   294
      2107                   NORTH HAVEN                                                  CT                                   6473                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            2/24/2031                                   300                                   294
      2108                   ORANGE                                                       CA                                  92867                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                            2/23/2031                                   300                                   294
      2109                   SPARKS                                                       NV                                  89436                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            2/22/2031                                   300                                   294
      2110                   MOUNT PLEASANT                                               SC                                  29464                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                            2/28/2031                                   300                                   294
      2111                   PICKETTS FORGE LANE                                          GA                                  30101                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                            2/22/2031                                   300                                   294
      2112                   HONEY BROOK                                                  PA                                  19344                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             3/8/2031                                   300                                   295
      2113                   WARRENVILLE                                                  IL                                  60555                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                            2/28/2031                                   300                                   294
      2114                   WALDORF                                                      MD                                  20602                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            2/27/2031                                   300                                   294
      2115                   RALEIGH                                                      NC                                  27614                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                            2/10/2031                                   300                                   294
      2116                   APPLE VALLEY                                                 CA                                  92307                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            2/28/2031                                   300                                   294
      2117                   BLOOMINGDALE                                                 IL                                  60108                  Condominium                                                 10.625                              0.5                                0                           0.0195                               10.1055                            2/24/2031                                   300                                   294
      2118                   GURNEE                                                       IL                                  60031                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                             3/1/2031                                   300                                   295
      2119                   LAS VEGAS                                                    NV                                  89143                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                             3/3/2031                                   300                                   295
      2120                   BATTLE GROUND                                                WA                                  98604                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                             3/1/2031                                   300                                   295
      2121                   OCEAN                                                        NJ                                   7712                  Single Family                                                8.125                              0.5                                0                           0.0195                                7.6055                             3/1/2031                                   300                                   295
      2122                   CASTRO VALLEY                                                CA                                  94546                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             3/3/2031                                   300                                   295
      2123                   EWA BEACH                                                    HI                                  96706                  PUD                                                          8.375                              0.5                                0                           0.0195                                7.8555                             3/3/2031                                   300                                   295
      2124                   FRASER                                                       CO                                  80442                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            2/22/2031                                   300                                   294
      2125                   KIRKLAND                                                     WA                                  98034                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            2/15/2031                                   300                                   294
      2126                   MIAMI                                                        FL                                  33145                  Condominium                                                     10                              0.5                                0                           0.0195                                9.4805                            2/23/2031                                   300                                   294
      2127                   CAMAS                                                        WA                                  98607                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            2/17/2031                                   300                                   294
      2128                   PORTLAND                                                     OR                                  97230                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            2/23/2031                                   300                                   294
      2129                   ALEXANDRIA                                                   VA                                  22314                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                             2/9/2031                                   300                                   294
      2130                   NAMPA                                                        ID                                  83687                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                             2/9/2031                                   300                                   294
      2131                   ELKRIDGE                                                     MD                                  21075                  Condominium                                                  8.875                              0.5                                0                           0.0195                                8.3555                            4/20/2031                                   300                                   296
      2132                   WESTMINSTER                                                  CO                                  80021                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            2/20/2031                                   300                                   294
      2133                   SANTA CRUZ                                                   CA                                  95060                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            2/16/2031                                   300                                   294
      2134                   ROCKLIN                                                      CA                                  95677                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            2/14/2031                                   300                                   294
      2135                   LANCASTER                                                    CA                                  93536                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            4/20/2031                                   300                                   296
      2136                   WINTERVILLE                                                  NC                                  28590                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            2/28/2031                                   300                                   294
      2137                   HAINESPORT                                                   NJ                                   8036                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            2/24/2031                                   300                                   294
      2138                   PORTLAND                                                     OR                                  97230                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            2/15/2031                                   300                                   294
      2139                   TUCSON                                                       AZ                                  85718                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            2/27/2031                                   300                                   294
      2140                   HIGHLAND                                                     MI                                  48356                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             3/7/2031                                   300                                   295
      2141                   CASA GRANDE                                                  AZ                                  85222                  PUD                                                          8.125                              0.5                                0                           0.0195                                7.6055                             3/3/2031                                   300                                   295
      2142                   SAINT CHARLES                                                IL                                  60174                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                            3/10/2031                                   300                                   295
      2143                   MARYSVILLE                                                   CA                                  95901                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             3/7/2031                                   300                                   295
      2144                   SPRING HILL                                                  TN                                  37174                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            2/27/2031                                   300                                   294
      2145                   CHESTNUT HILL                                                MA                                   2467                  Single Family                                                8.125                              0.5                                0                           0.0195                                7.6055                            3/14/2031                                   300                                   295
      2146                   PHOENIX                                                      AZ                                  85023                  PUD                                                           8.25                              0.5                                0                           0.0195                                7.7305                            2/24/2031                                   300                                   294
      2147                   BALTIMORE                                                    MD                                  21217                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             3/6/2031                                   300                                   295
      2148                   FELTON                                                       DE                                  19943                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            3/15/2031                                   300                                   295
      2149                   LAS VEGAS                                                    NV                                  89123                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            2/27/2031                                   300                                   294
      2150                   TROUTDALE                                                    OR                                  97060                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                            2/22/2031                                   300                                   294
      2151                   RALEIGH                                                      NC                                  27610                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                             3/1/2031                                   300                                   295
      2152                   CHANTILLY                                                    VA                                  20152                  PUD                                                          8.375                              0.5                                0                           0.0195                                7.8555                            2/21/2031                                   300                                   294
      2153                   KANSAS CITY                                                  MO                                  64157                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                             4/1/2031                                   300                                   296
      2154                   RANDALLSTOWN                                                 MD                                  21133                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                            2/23/2031                                   300                                   294
      2155                   SAN JOSE                                                     CA                                  95126                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            2/22/2031                                   300                                   294
      2156                   WESLEY CHAPEL                                                FL                                  33543                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            2/16/2031                                   300                                   294
      2157                   PALATINE                                                     IL                                  60074                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                            3/10/2031                                   300                                   295
      2158                   GWYNN OAK                                                    MD                                  21207                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                            2/24/2031                                   300                                   294
      2159                   WASHINGTON                                                   DC                                  20002                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            2/28/2031                                   300                                   294
      2160                   MERRITT ISLAND                                               FL                                  32952                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                            2/27/2031                                   300                                   294
      2161                   SAN DIEGO                                                    CA                                  92122                  Single Family                                                7.875                              0.5                                0                           0.0195                                7.3555                            2/15/2031                                   300                                   294
      2162                   HOMESTEAD                                                    FL                                  33035                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                             3/7/2031                                   300                                   295
      2163                   ANNAPOLIS                                                    MD                                  21403                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                            3/15/2031                                   300                                   295
      2164                   CHANDLER                                                     AZ                                  85224                  PUD                                                         11.375                              0.5                                0                           0.0195                               10.8555                             2/6/2031                                   300                                   294
      2165                   LYNWOOD                                                      IL                                  60411                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            2/21/2031                                   300                                   294
      2166                   OLYMPIA                                                      WA                                  98503                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            2/15/2031                                   300                                   294
      2167                   VALLEY SPRINGS                                               CA                                  95252                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                            4/20/2031                                   300                                   296
      2168                   SUTTER                                                       CA                                  95982                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            2/16/2031                                   300                                   294
      2169                   CHANNAHON                                                    IL                                  60410                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            3/15/2031                                   300                                   295
      2170                   HEMET                                                        CA                                  92545                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                             3/6/2031                                   300                                   295
      2171                   WIND GAP                                                     PA                                  18091                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             3/6/2031                                   300                                   295
      2172                   NORTHBROOK                                                   IL                                  60062                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            2/17/2031                                   300                                   294
      2173                   MORGAN HILL                                                  CA                                  95037                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                            2/17/2031                                   300                                   294
      2174                   MONTICELLO                                                   GA                                  31064                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                            2/27/2031                                   300                                   294
      2175                   TUCSON                                                       AZ                                  85712                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            2/17/2031                                   300                                   294
      2176                   BREA                                                         CA                                  92823                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                             2/6/2031                                   300                                   294
      2177                   HENDERSON                                                    CO                                  80640                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/6/2031                                   300                                   294
      2178                   IMPERIAL                                                     CA                                  92251                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             3/2/2031                                   300                                   295
      2179                   SANTA ANA                                                    CA                                  92704                  Condominium                                                     12                              0.5                                0                           0.0195                               11.4805                             4/1/2031                                   300                                   296
      2180                   WAKE FOREST                                                  NC                                  27587                  PUD                                                         11.125                              0.5                                0                           0.0195                               10.6055                             2/8/2031                                   300                                   294
      2181                   CARMEL                                                       NY                                  10512                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            2/27/2031                                   300                                   294
      2182                   WEST JORDAN                                                  UT                                  84084                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            2/14/2031                                   300                                   294
      2183                   RIVERVIEW                                                    FL                                  33569                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                             3/1/2031                                   300                                   295
      2184                   SEATTLE                                                      WA                                  98103                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                             3/2/2031                                   300                                   295
      2185                   SEYMOUR                                                      MO                                  65746                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            3/10/2031                                   300                                   295
      2186                   SILVER LAKE                                                  WI                                  53170                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                             2/8/2031                                   300                                   294
      2187                   SPARKS                                                       NV                                  89436                  PUD                                                          9.125                              0.5                                0                           0.0195                                8.6055                            2/24/2031                                   300                                   294
      2188                   BEND                                                         OR                                  97702                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            2/13/2031                                   300                                   294
      2189                   PINE GARDENS COURT #105                                      NV                                  89144                  Condominium                                                  9.875                              0.5                                0                           0.0195                                9.3555                            2/15/2031                                   300                                   294
      2190                   PALM BEACH GARDENS                                           FL                                  33410                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                            2/15/2031                                   300                                   294
      2191                   DEERFIELD                                                    IL                                  60015                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             3/1/2031                                   300                                   295
      2192                   ANNAPOLIS                                                    MD                                  21409                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            2/24/2031                                   300                                   294
      2193                   CHESAPEAK BEACH                                              MD                                  20732                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            2/17/2031                                   300                                   294
      2194                   BAKERSFIELD                                                  CA                                  93312                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                            2/22/2031                                   300                                   294
      2195                   MARICOPA                                                     AZ                                  85239                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                            2/23/2031                                   300                                   294
      2196                   GLENDALE                                                     AZ                                  85310                  PUD                                                           8.25                              0.5                                0                           0.0195                                7.7305                            2/10/2031                                   300                                   294
      2197                   MIAMI BEACH                                                  FL                                  33139                  Hi-Rise Condo                                                10.75                              0.5                                0                           0.0195                               10.2305                            2/21/2031                                   300                                   294
      2198                   HESPERIA                                                     CA                                  92345                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            4/20/2031                                   300                                   296
      2199                   NEWARK                                                       DE                                  19702                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            4/20/2031                                   300                                   296
      2200                   COLUMBUS                                                     OH                                  43209                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             2/9/2031                                   300                                   294
      2201                   PARK CITY                                                    UT                                  84098                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                            3/14/2031                                   300                                   295
      2202                   GLEN BURNIE                                                  MD                                  21060                  Condominium                                                     10                              0.5                                0                           0.0195                                9.4805                            2/27/2031                                   300                                   294
      2203                   ALOHA                                                        OR                                  97007                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            2/21/2031                                   300                                   294
      2204                   HIGHLAND PARK                                                IL                                  60035                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                             4/1/2031                                   300                                   296
      2205                   WILMINGTON                                                   NC                                  28411                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                            2/24/2031                                   300                                   294
      2206                   CHANDLER                                                     AZ                                  85225                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                            2/22/2031                                   300                                   294
      2207                   BROOKEVILLE                                                  MD                                  20833                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                             2/9/2031                                   300                                   294
      2208                   PEORIA                                                       AZ                                  85381                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            3/15/2031                                   300                                   295
      2209                   LAKE VILLA                                                   IL                                  60046                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            2/18/2031                                   300                                   294
      2210                   NEWPORT BEACH                                                CA                                  92660                  Condominium                                                  7.875                              0.5                                0                           0.0195                                7.3555                            2/23/2031                                   300                                   294
      2211                   FALLSTON                                                     MD                                  21047                  PUD                                                          8.125                              0.5                                0                           0.0195                                7.6055                            2/15/2031                                   300                                   294
      2212                   BREA                                                         CA                                  92821                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            2/24/2031                                   300                                   294
      2213                   EL CAJON                                                     CA                                  92019                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                            3/13/2031                                   300                                   295
      2214                   TACOMA                                                       WA                                  98422                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             2/6/2031                                   300                                   294
      2215                   WASHINGTON                                                   DC                                  20015                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            2/24/2031                                   300                                   294
      2216                   FOUNTAIN VALLEY                                              CA                                  92708                  Condominium                                                  8.375                              0.5                                0                           0.0195                                7.8555                             3/7/2031                                   300                                   295
      2217                   RENO                                                         NV                                  89523                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            2/16/2031                                   300                                   294
      2218                   PORT ST LUCIE                                                FL                                  34986                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                             3/1/2031                                   300                                   295
      2219                   ALPHARETTA                                                   GA                                  30005                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                             2/2/2031                                   300                                   294
      2220                   QUINCY                                                       MA                                   2169                  Condominium                                                      9                              0.5                                0                           0.0195                                8.4805                            2/17/2031                                   300                                   294
      2221                   DELRAN                                                       NJ                                   8075                  Condominium                                                 11.375                              0.5                                0                           0.0195                               10.8555                             2/9/2031                                   300                                   294
      2222                   SEATTLE                                                      WA                                  98168                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            2/10/2031                                   300                                   294
      2223                   CALDWELL                                                     ID                                  83607                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             2/7/2031                                   300                                   294
      2224                   AURORA                                                       IL                                  60506                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             2/8/2031                                   300                                   294
      2225                   DENNISVILLE                                                  NJ                                   8214                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            4/20/2031                                   300                                   296
      2226                   TUCSON                                                       AZ                                  85704                  PUD                                                          9.375                              0.5                                0                           0.0195                                8.8555                            2/21/2031                                   300                                   294
      2227                   EVERETT                                                      MA                                   2149                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            1/24/2031                                   300                                   293
      2228                   SHOREHAM                                                     NY                                  11786                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            2/13/2031                                   300                                   294
      2229                   VIRGINIA BEACH                                               VA                                  23464                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                            1/26/2031                                   300                                   293
      2230                   SARASOTA                                                     FL                                  34235                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            2/24/2031                                   300                                   294
      2231                   SAN MARCOS                                                   CA                                  92069                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            2/13/2031                                   300                                   294
      2232                   BUFFALO GROVE                                                IL                                  60089                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             3/1/2031                                   300                                   295
      2233                   LAS VEGAS                                                    NV                                  89103                  Condominium                                                 12.625                              0.5                                0                           0.0195                               12.1055                            1/28/2031                                   300                                   293
      2234                   LEESBURG                                                     VA                                  20176                  PUD                                                          9.375                              0.5                                0                           0.0195                                8.8555                             2/8/2031                                   300                                   294
      2235                   MASSAPEQUA                                                   NY                                  11758                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             3/6/2031                                   300                                   295
      2236                   STRATFORD                                                    CT                                   6615                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            2/28/2031                                   300                                   294
      2237                   MUNDELEIN                                                    IL                                  60060                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      2238                   TUCSON                                                       AZ                                  85704                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            1/28/2031                                   300                                   293
      2239                   HAMILTON                                                     OH                                  45013                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            2/16/2031                                   300                                   294
      2240                   RANCHO CUCAMONGA                                             CA                                  91730                  Condominium                                                   8.75                              0.5                                0                           0.0195                                8.2305                             2/9/2031                                   300                                   294
      2241                   BROOKFIELD                                                   CT                                   6804                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            2/17/2031                                   300                                   294
      2242                   UPPER MARLBORO                                               MD                                  20772                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                             3/3/2031                                   300                                   295
      2243                   CRAWFORDSVILLE                                               IN                                  47933                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                            2/13/2031                                   300                                   294
      2244                   FORT LAUDERDALE                                              FL                                  33324                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                            2/10/2031                                   300                                   294
      2245                   SACRAMENTO                                                   CA                                  95829                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             2/1/2031                                   300                                   294
      2246                   PHILADELPHIA                                                 PA                                  19148                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            1/28/2031                                   300                                   293
      2247                   SEATTLE                                                      WA                                  98146                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             2/8/2031                                   300                                   294
      2248                   ROYAL OAK                                                    MI                                  48073                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             2/6/2031                                   300                                   294
      2249                   ADELANTO                                                     CA                                  92301                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                             2/9/2031                                   300                                   294
      2250                   MARYSVILLE                                                   CA                                  95901                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             2/3/2031                                   300                                   294
      2251                   SILVER SPRING                                                MD                                  20904                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                            1/28/2031                                   300                                   293
      2252                   BUENA PARK                                                   CA                                  90620                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            2/10/2031                                   300                                   294
      2253                   WEST POINT                                                   CA                                  95255                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            2/24/2031                                   300                                   294
      2254                   SNOHOMISH                                                    WA                                  98296                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             2/7/2031                                   300                                   294
      2255                   LAS VEGAS                                                    NV                                  89123                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            1/27/2031                                   300                                   293
      2256                   LAS VEGAS                                                    NV                                  89128                  Condominium                                                  9.625                              0.5                                0                           0.0195                                9.1055                            2/15/2031                                   300                                   294
      2257                   RALEIGH                                                      NC                                  27608                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            2/10/2031                                   300                                   294
      2258                   ROCKLAND                                                     MA                                   2370                  Condominium                                                  9.875                              0.5                                0                           0.0195                                9.3555                             3/6/2031                                   300                                   295
      2259                   SEMINOLE                                                     FL                                  33772                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            1/28/2031                                   300                                   293
      2260                   BEAR                                                         DE                                  19701                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                            1/28/2031                                   300                                   293
      2261                   PRESCOTT                                                     AZ                                  86303                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             2/2/2031                                   300                                   294
      2262                   SALEM                                                        MA                                   1970                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            2/21/2031                                   300                                   294
      2263                   UPPER MARLBORO                                               MD                                  20774                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            1/26/2031                                   300                                   293
      2264                   LOUISVILLE                                                   KY                                  40205                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            2/21/2031                                   300                                   294
      2265                   MARIETTA                                                     GA                                  30068                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                            2/16/2031                                   300                                   294
      2266                   LUSBY                                                        MD                                  20657                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            2/27/2031                                   300                                   294
      2267                   HENDERSON                                                    NV                                  89015                  PUD                                                           8.25                              0.5                                0                           0.0195                                7.7305                            1/26/2031                                   300                                   293
      2268                   TOPEKA                                                       KS                                  66604                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            2/23/2031                                   300                                   294
      2269                   POST FALLS                                                   ID                                  83854                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            2/10/2031                                   300                                   294
      2270                   SURPRISE                                                     AZ                                  85374                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            2/15/2031                                   300                                   294
      2271                   EDGEWATER                                                    MD                                  21037                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                             2/3/2031                                   300                                   294
      2272                   SPRINGFIELD                                                  VA                                  22153                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             2/3/2031                                   300                                   294
      2273                   NORTH LAS VEGAS                                              NV                                  89084                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                             3/1/2031                                   300                                   295
      2274                   WINDER                                                       GA                                  30680                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             2/6/2031                                   300                                   294
      2275                   LAS VEGAS                                                    NV                                  89123                  Condominium                                                 10.375                              0.5                                0                           0.0195                                9.8555                            1/28/2031                                   300                                   293
      2276                   STATEN ISLAND                                                NY                                  10312                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            2/22/2031                                   300                                   294
      2277                   CLAYTON                                                      NC                                  27520                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                             2/9/2031                                   300                                   294
      2278                   PENN VALLEY                                                  CA                                  95946                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             3/1/2031                                   300                                   295
      2279                   OREGON CITY                                                  OR                                  97045                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            2/14/2031                                   300                                   294
      2280                   LAGUNA NIGUEL                                                CA                                  92677                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            2/10/2031                                   300                                   294
      2281                   FREDERICKSBURG                                               VA                                  22408                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            1/28/2031                                   300                                   293
      2282                   CHICAGO                                                      IL                                  60605                  Condominium                                                 11.125                              0.5                                0                           0.0195                               10.6055                             2/2/2031                                   300                                   294
      2283                   LAS VEGAS                                                    NV                                  89139                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                            2/13/2031                                   300                                   294
      2284                   LONG BEACH                                                   CA                                  90802                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            2/15/2031                                   300                                   294
      2285                   BOISE                                                        ID                                  83709                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                             2/6/2031                                   300                                   294
      2286                   GRESHAM                                                      OR                                  97030                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                            1/28/2031                                   300                                   293
      2287                   WINDSOR DRIVE                                                NJ                                   7860                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            2/28/2031                                   300                                   294
      2288                   ASTORIA                                                      NY                                  11106                  Single Family                                               13.375                              0.5                                0                           0.0195                               12.8555                            3/14/2031                                   300                                   295
      2289                   FAIRBORN                                                     OH                                  45324                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            3/13/2031                                   300                                   295
      2290                   HOLLYWOOD                                                    FL                                  33021                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                             2/6/2031                                   300                                   294
      2291                   CHICAGO                                                      IL                                  60657                  Condominium                                                  8.375                              0.5                                0                           0.0195                                7.8555                            4/20/2031                                   300                                   296
      2292                   GLEN ALLEN                                                   VA                                  23060                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            2/17/2031                                   300                                   294
      2293                   LOS ANGELES                                                  CA                                  90059                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                             2/2/2031                                   300                                   294
      2294                   DENVER                                                       CO                                  80123                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             3/1/2031                                   300                                   295
      2295                   CASTRO VALLEY                                                CA                                  94546                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             2/2/2031                                   300                                   294
      2296                   PRESCOTT VALLEY                                              AZ                                  86314                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             2/8/2031                                   300                                   294
      2297                   PATERSON                                                     NJ                                   7501                  2-4 Family                                                   9.625                              0.5                                0                           0.0195                                9.1055                            3/10/2031                                   300                                   295
      2298                   LAND O LAKES                                                 FL                                  34639                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            2/24/2031                                   300                                   294
      2299                   RANCHO MURIETA                                               CA                                  95683                  PUD                                                          9.125                              0.5                                0                           0.0195                                8.6055                             3/1/2031                                   300                                   295
      2300                   KENNESAW                                                     GA                                  30152                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            2/24/2031                                   300                                   294
      2301                   BEAVERTON                                                    OR                                  97007                  PUD                                                         11.125                              0.5                                0                           0.0195                               10.6055                            2/10/2031                                   300                                   294
      2302                   WASHINGTON                                                   DC                                  20032                  Condominium                                                 11.125                              0.5                                0                           0.0195                               10.6055                             2/3/2031                                   300                                   294
      2303                   GLENDORA                                                     CA                                  91740                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             2/3/2031                                   300                                   294
      2304                   DUMFRIES                                                     VA                                  22026                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                             2/8/2031                                   300                                   294
      2305                   ARLINGTON                                                    VA                                  22205                  Single Family                                                8.125                              0.5                                0                           0.0195                                7.6055                            4/20/2031                                   300                                   296
      2306                   FERNDALE                                                     WA                                  98248                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                            1/28/2031                                   300                                   293
      2307                   STAR                                                         ID                                  83669                  PUD                                                          9.375                              0.5                                0                           0.0195                                8.8555                             2/6/2031                                   300                                   294
      2308                   DOWNEY                                                       CA                                  90241                  Single Family                                                8.125                              0.5                                0                           0.0195                                7.6055                            2/13/2031                                   300                                   294
      2309                   GARNER                                                       NC                                  27529                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            2/17/2031                                   300                                   294
      2310                   MAITLAND                                                     FL                                  32751                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                            2/28/2031                                   300                                   294
      2311                   UPPER MERION TOWNSHIP                                        PA                                  19406                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            1/27/2031                                   300                                   293
      2312                   ALBUQUERQUE                                                  NM                                  87111                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                             4/1/2031                                   300                                   296
      2313                   SURPRISE                                                     AZ                                  85374                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            2/14/2031                                   300                                   294
      2314                   NEWTOWN                                                      CT                                   6470                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            2/13/2031                                   300                                   294
      2315                   ESCONDIDO                                                    CA                                  92027                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             3/1/2031                                   300                                   295
      2316                   ATLANTA                                                      GA                                  30342                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            2/24/2031                                   300                                   294
      2317                   LEXINGTON PARK                                               MD                                  20653                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             3/1/2031                                   300                                   295
      2318                   HANFORD                                                      CA                                  93230                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             3/1/2031                                   300                                   295
      2319                   LAKE STEVENS                                                 WA                                  98258                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                             2/8/2031                                   300                                   294
      2320                   LAS VEGAS                                                    NV                                  89145                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            3/11/2031                                   300                                   295
      2321                   ALISO VIEJO                                                  CA                                  92656                  Condominium                                                  8.625                              0.5                                0                           0.0195                                8.1055                            2/16/2031                                   300                                   294
      2322                   CHICAGO                                                      IL                                  60638                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             2/9/2031                                   300                                   294
      2323                   WINTER HAVEN                                                 FL                                  33881                  Single Family                                               12.375                              0.5                                0                           0.0195                               11.8555                             2/1/2031                                   300                                   294
      2324                   CARY                                                         NC                                  27511                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                            2/23/2031                                   300                                   294
      2325                   LA QUINTA                                                    CA                                  92253                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            2/15/2031                                   300                                   294
      2326                   SANTA CRUZ                                                   CA                                  95060                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                             2/9/2031                                   300                                   294
      2327                   OAKLAND                                                      CA                                  94610                  Condominium                                                   8.25                              0.5                                0                           0.0195                                7.7305                             3/2/2031                                   300                                   295
      2328                   TOPEKA                                                       KS                                  66610                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                            2/24/2031                                   300                                   294
      2329                   FAIRFAX                                                      VA                                  22030                  Condominium                                                  8.875                              0.5                                0                           0.0195                                8.3555                            2/10/2031                                   300                                   294
      2330                   VIRGINIA BEACH                                               VA                                  23456                  PUD                                                          9.375                              0.5                                0                           0.0195                                8.8555                             3/2/2031                                   300                                   295
      2331                   PHOENIX                                                      AZ                                  85050                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             2/1/2031                                   300                                   294
      2332                   MAINEVILLE                                                   OH                                  45039                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            2/10/2031                                   300                                   294
      2333                   EL CERRITO                                                   CA                                  94530                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             3/1/2031                                   300                                   295
      2334                   THE DALLES                                                   OR                                  97058                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             2/6/2031                                   300                                   294
      2335                   SAN JOSE                                                     CA                                  95111                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                            10/6/2030                                   300                                   290
      2336                   HARTLAND                                                     WI                                  53029                  Single Family                                                7.625                              0.5                                0                           0.0195                                7.1055                            8/15/2030                                   300                                   288
      2337                   SAN DIEGO                                                    CA                                  92104                  Condominium                                                      6                              0.5                                0                           0.0195                                5.4805                            8/15/2030                                   300                                   288
      2338                   DAWSONVILLE                                                  GA                                  30534                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             1/1/2031                                   300                                   293
      2339                   SCOTTSDALE                                                   AZ                                  85255                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2340                   WEST PALM BEACH                                              FL                                  33411                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2341                   HUNTERSVILLE                                                 NC                                  28078                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      2342                   RIVERVIEW                                                    FL                                  33569                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                            12/1/2030                                   300                                   292
      2343                   ESCONDIDO                                                    CA                                  92026                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2344                   NIXA                                                         MO                                  65714                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            12/1/2030                                   300                                   292
      2345                   GRANADA HILLS                                                CA                                  91344                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2346                   HENDERSON                                                    NV                                  89052                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             1/1/2031                                   300                                   293
      2347                   KISSIMMEE                                                    FL                                  34759                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             1/1/2031                                   300                                   293
      2348                   CHULA VISTA                                                  CA                                  91915                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      2349                   BURKE                                                        VA                                  22015                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2350                   READING                                                      PA                                  19604                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             1/1/2031                                   300                                   293
      2351                   PHILADELPHIA                                                 PA                                  19150                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      2352                   HOLLYWOOD                                                    FL                                  33021                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      2353                   JACKSONVILLE                                                 FL                                  32246                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2354                   BOULDER                                                      CO                                  80304                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
      2355                   GAHANNA                                                      OH                                  43230                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             1/1/2031                                   300                                   293
      2356                   MIRAMAR                                                      FL                                  33029                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2357                   MODESTO                                                      CA                                  95350                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2358                   PHOENIX                                                      AZ                                  85029                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
      2359                   ELK GROVE                                                    CA                                  95624                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2360                   HENDERSON                                                    NV                                  89052                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      2361                   WESTON                                                       FL                                  33326                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      2362                   TAMARAC                                                      FL                                  33321                  Condominium                                                 10.875                              0.5                                0                           0.0195                               10.3555                             1/1/2031                                   300                                   293
      2363                   SMYRNA                                                       GA                                  30082                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             1/1/2031                                   300                                   293
      2364                   PHILADELPHIA                                                 PA                                  19147                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             1/1/2031                                   300                                   293
      2365                   LOS ANGELES                                                  CA                                  90047                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             1/1/2031                                   300                                   293
      2366                   NAPA                                                         CA                                  94558                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2367                   ANTIOCH                                                      CA                                  94531                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             1/1/2031                                   300                                   293
      2368                   FERNANDINA BEACH                                             FL                                  32034                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
      2369                   HOMESTEAD                                                    FL                                  33033                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2370                   WOODSTOCK                                                    GA                                  30188                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2371                   GOODWIN                                                      SD                                  57238                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2372                   HOMESTEAD                                                    FL                                  33035                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             1/1/2031                                   300                                   293
      2373                   OPA LOCKA                                                    FL                                  33054                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2374                   PORT SAINT LUCIE                                             FL                                  34983                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                             1/1/2031                                   300                                   293
      2375                   UPPER MARLBORO                                               MD                                  20774                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2376                   HOLLYWOOD                                                    FL                                  33024                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2377                   APACHE JUNCTION                                              AZ                                  85220                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2378                   CAVE CREEK                                                   AZ                                  85331                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
      2379                   COLORADO SPRINGS                                             CO                                  80915                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             1/1/2031                                   300                                   293
      2380                   IRVINE                                                       CA                                  92620                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2381                   HALLANDALE BEACH                                             FL                                  33009                  Condominium                                                   13.5                              0.5                                0                           0.0195                               12.9805                             1/1/2031                                   300                                   293
      2382                   MIRAMAR                                                      FL                                  33025                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2383                   LAKE MARY                                                    FL                                  32746                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                             1/1/2031                                   300                                   293
      2384                   SALEM                                                        AL                                  36874                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
      2385                   DENVER                                                       CO                                  80239                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             1/1/2031                                   300                                   293
      2386                   MIAMI                                                        FL                                  33179                  Condominium                                                 10.125                              0.5                                0                           0.0195                                9.6055                             1/1/2031                                   300                                   293
      2387                   KISSIMMEE                                                    FL                                  34743                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             1/1/2031                                   300                                   293
      2388                   CINCINNATI                                                   OH                                  45236                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             1/1/2031                                   300                                   293
      2389                   WAIANAE                                                      HI                                  96792                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             1/1/2031                                   300                                   293
      2390                   HARTVILLE                                                    OH                                  44632                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             1/1/2031                                   300                                   293
      2391                   GLENDORA                                                     CA                                  91740                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2392                   MENIFEE                                                      CA                                  92584                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             1/1/2031                                   300                                   293
      2393                   KENNESAW                                                     GA                                  30152                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             1/1/2031                                   300                                   293
      2394                   NORTH LAWRENCE                                               OH                                  44666                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             1/1/2031                                   300                                   293
      2395                   LONGMONT                                                     CO                                  80501                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
      2396                   STOW                                                         OH                                  44224                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2397                   SUNRISE                                                      FL                                  33322                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             1/1/2031                                   300                                   293
      2398                   ALEXANDRIA                                                   VA                                  22311                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                             1/1/2031                                   300                                   293
      2399                   BEAUMONT                                                     CA                                  92223                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      2400                   HUDSON                                                       FL                                  34667                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2401                   EL CAJON                                                     CA                                  92021                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            12/1/2030                                   300                                   292
      2402                   PITTSBURGH                                                   PA                                  15211                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      2403                   LANHAM                                                       MD                                  20706                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            12/1/2030                                   300                                   292
      2404                   EASTON                                                       PA                                  18045                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             1/1/2031                                   300                                   293
      2405                   TAMPA                                                        FL                                  33618                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             1/1/2031                                   300                                   293
      2406                   CLINTON                                                      WA                                  98236                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                             1/1/2031                                   300                                   293
      2407                   CORNELIUS                                                    NC                                  28031                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             1/1/2031                                   300                                   293
      2408                   COLUMBUS                                                     OH                                  43232                  2-4 Family                                                    9.75                              0.5                                0                           0.0195                                9.2305                            12/1/2030                                   300                                   292
      2409                   HILTON HEAD ISLAND                                           SC                                  29928                  Condominium                                                     12                              0.5                                0                           0.0195                               11.4805                             1/1/2031                                   300                                   293
      2410                   FRANKLIN                                                     NC                                  28734                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             1/1/2031                                   300                                   293
      2411                   BRONX                                                        NY                                  10461                  2-4 Family                                                   12.25                              0.5                                0                           0.0195                               11.7305                            12/1/2030                                   300                                   292
      2412                   JACKSONVILLE                                                 FL                                  32224                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            12/1/2030                                   300                                   292
      2413                   WESTERVILLE                                                  OH                                  43081                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                             1/1/2031                                   300                                   293
      2414                   ROSEVILLE                                                    CA                                  95678                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      2415                   HOMESTEAD                                                    FL                                  33035                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            12/1/2030                                   300                                   292
      2416                   PHOENIX                                                      AZ                                  85031                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      2417                   FALLSTON                                                     MD                                  21047                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
      2418                   SCOTTSDALE                                                   AZ                                  85257                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2419                   LATHROP                                                      CA                                  95330                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                             1/1/2031                                   300                                   293
      2420                   OLIVE BRANCH                                                 MS                                  38654                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2421                   SAN JACINTO                                                  CA                                  92583                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2422                   CHARDON                                                      OH                                  44024                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2423                   CHICAGO                                                      IL                                  60630                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             1/1/2031                                   300                                   293
      2424                   SAINT PAUL                                                   MN                                  55104                  2-4 Family                                                  11.125                              0.5                                0                           0.0195                               10.6055                             1/1/2031                                   300                                   293
      2425                   EUCLID                                                       OH                                  44123                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            12/1/2030                                   300                                   292
      2426                   KIEFER                                                       OK                                  74041                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                            11/1/2030                                   300                                   291
      2427                   MIRAMAR                                                      FL                                  33029                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                             1/1/2031                                   300                                   293
      2428                   LAS VEGAS                                                    NV                                  89117                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             1/1/2031                                   300                                   293
      2429                   KISSIMMEE                                                    FL                                  34759                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      2430                   HOMESTEAD                                                    FL                                  33033                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             1/1/2031                                   300                                   293
      2431                   GILBERT                                                      AZ                                  85296                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             1/1/2031                                   300                                   293
      2432                   MONUMENT                                                     CO                                  80132                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             3/1/2031                                   300                                   295
      2433                   CLERMONT                                                     FL                                  34711                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
      2434                   MESA                                                         AZ                                  85202                  Condominium                                                 11.375                              0.5                                0                           0.0195                               10.8555                             1/1/2031                                   300                                   293
      2435                   DEERFIELD BEACH                                              FL                                  33442                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
      2436                   LAWRENCEVILLE                                                GA                                  30024                  Townhouse                                                     11.5                              0.5                                0                           0.0195                               10.9805                            12/1/2030                                   300                                   292
      2437                   PEYTON                                                       CO                                  80831                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2438                   NORTHGLENN                                                   CO                                  80260                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      2439                   MONUMENT                                                     CO                                  80132                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2440                   LITTLE CANADA                                                MN                                  55117                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             1/1/2031                                   300                                   293
      2441                   GREENWOOD                                                    IN                                  46143                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      2442                   LAWRENCEVILLE                                                GA                                  30045                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             1/1/2031                                   300                                   293
      2443                   DORAL                                                        FL                                  33178                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                            12/1/2030                                   300                                   292
      2444                   CARLISLE                                                     PA                                  17013                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             1/1/2031                                   300                                   293
      2445                   PANAMA CITY                                                  FL                                  32405                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            12/1/2030                                   300                                   292
      2446                   RAPID CITY                                                   SD                                  57701                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             1/1/2031                                   300                                   293
      2447                   NORTH BRANCH                                                 MI                                  48461                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
      2448                   ANNAPOLIS                                                    MD                                  21403                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             1/1/2031                                   300                                   293
      2449                   GROVEPORT                                                    OH                                  43125                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             1/1/2031                                   300                                   293
      2450                   KANSAS CITY                                                  MO                                  64133                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                           10/15/2030                                   300                                   290
      2451                   MIAMI                                                        FL                                  33193                  Condominium                                                     13                              0.5                                0                           0.0195                               12.4805                            12/1/2030                                   300                                   292
      2452                   NEW PORT RICHEY                                              FL                                  34655                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                            12/1/2030                                   300                                   292
      2453                   ORANGE BEACH                                                 AL                                  36561                  Hi-Rise Condo                                               11.125                              0.5                                0                           0.0195                               10.6055                            12/1/2030                                   300                                   292
      2454                   LANCASTER                                                    CA                                  93536                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             6/1/2031                                   300                                   298
      2455                   MADISON                                                      AL                                  35757                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             6/1/2031                                   300                                   298
      2456                   HIALEAH                                                      FL                                  33018                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2031                                   300                                   298
      2457                   SAN JACINTO                                                  CA                                  92583                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             6/1/2031                                   300                                   298
      2458                   NORTH MIAMI BEACH                                            FL                                  33179                  Condominium                                                  13.25                              0.5                                0                           0.0195                               12.7305                             6/1/2031                                   300                                   298
      2459                   DAVENPORT                                                    FL                                  33896                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             6/1/2031                                   300                                   298
      2460                   CUYAHOGA FALLS                                               OH                                  44221                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             6/1/2031                                   300                                   298
      2461                   FALLS CHURCH                                                 VA                                  22043                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      2462                   BROOMFIELD                                                   CO                                  80020                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2463                   SCHAUMBURG                                                   IL                                  60194                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             6/1/2031                                   300                                   298
      2464                   FORT MYERS                                                   FL                                  33919                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                             6/1/2031                                   300                                   298
      2465                   COLCHESTER                                                   CT                                   6415                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             6/1/2031                                   300                                   298
      2466                   STONE MOUNTAIN                                               GA                                  30087                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2467                   SOUTHFIELD                                                   MI                                  48075                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             6/1/2031                                   300                                   298
      2468                   MIAMI                                                        FL                                  33196                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             6/1/2031                                   300                                   298
      2469                   CHICAGO                                                      IL                                  60651                  2-4 Family                                                   11.25                              0.5                                0                           0.0195                               10.7305                             6/1/2031                                   300                                   298
      2470                   MODESTO                                                      CA                                  95350                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2031                                   300                                   298
      2471                   MIAMI                                                        FL                                  33138                  Hi-Rise Condo                                                 12.5                              0.5                                0                           0.0195                               11.9805                             6/1/2031                                   300                                   298
      2472                   NEW ALBANY                                                   OH                                  43054                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                             5/1/2031                                   300                                   297
      2473                   SANFORD                                                      FL                                  32771                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             5/1/2031                                   300                                   297
      2474                   ORANGEVALE                                                   CA                                  95662                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             6/1/2031                                   300                                   298
      2475                   ATLANTA                                                      GA                                  30341                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2476                   DOUGLASVILLE                                                 GA                                  30135                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      2477                   BOULDER                                                      CO                                  80301                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2478                   SIOUX FALLS                                                  SD                                  57103                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2479                   TAYLORSVILLE                                                 KY                                  40071                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2480                   OVIEDO                                                       FL                                  32765                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      2481                   WASHINGTON                                                   DC                                  20017                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      2482                   NORTH LAS VEGAS                                              NV                                  89031                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2031                                   300                                   297
      2483                   Federal Way                                                  WA                                  98023                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2484                   Marysville                                                   WA                                  98270                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             1/1/2031                                   300                                   293
      2485                   Chantilly                                                    VA                                  20152                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             1/1/2031                                   300                                   293
      2486                   Gaithersburg                                                 MD                                  20886                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             1/1/2031                                   300                                   293
      2487                   WOODBRIDGE                                                   VA                                  22193                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2488                   MIAMI                                                        FL                                  33175                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2031                                   300                                   298
      2489                   CAPE CORAL                                                   FL                                  33909                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2490                   CINCINNATI                                                   OH                                  45246                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             5/1/2031                                   300                                   297
      2491                   JACKSONVILLE                                                 FL                                  32225                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2492                   GLENDALE                                                     AZ                                  85306                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             6/1/2031                                   300                                   298
      2493                   CORAL SPRINGS                                                FL                                  33065                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             6/1/2031                                   300                                   298
      2494                   GREEN ACRES                                                  FL                                  33413                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             6/1/2031                                   300                                   298
      2495                   PARKER                                                       CO                                  80134                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             6/1/2031                                   300                                   298
      2496                   CHICAGO                                                      IL                                  60607                  Hi-Rise Condo                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      2497                   TULSA                                                        OK                                  74137                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             6/1/2031                                   300                                   298
      2498                   STONE MOUNTAIN                                               GA                                  30087                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      2499                   LAS VEGAS                                                    NV                                  89141                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             6/1/2031                                   300                                   298
      2500                   COLLEGE PARK                                                 GA                                  30349                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             6/1/2031                                   300                                   298
      2501                   TAMARAC                                                      FL                                  33319                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             6/1/2031                                   300                                   298
      2502                   SUNRISE                                                      FL                                  33351                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2503                   VALRICO                                                      FL                                  33594                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2031                                   300                                   298
      2504                   HEMET                                                        CA                                  92543                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             6/1/2031                                   300                                   298
      2505                   LAHAINA                                                      HI                                  96761                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                             6/1/2031                                   300                                   298
      2506                   MIAMI                                                        FL                                  33032                  PUD                                                          6.745                              0.5                                0                           0.0195                                6.2255                             6/1/2031                                   300                                   298
      2507                   ORLANDO                                                      FL                                  32829                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2508                   MYRTLE BEACH                                                 SC                                  29588                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      2509                   SAND SPRINGS                                                 OK                                  74063                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             5/1/2031                                   300                                   297
      2510                   Sterling                                                     VA                                  20164                  Townhouse                                                    12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      2511                   Stafford                                                     VA                                  22554                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                            4/20/2031                                   300                                   296
      2512                   Lawrenceville                                                GA                                  30044                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      2513                   Fife                                                         WA                                  98424                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            5/20/2031                                   300                                   297
      2514                   Oxon Hill                                                    MD                                  20745                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            5/20/2031                                   300                                   297
      2515                   Harrisonburg                                                 VA                                  22801                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      2516                   Vienna                                                       VA                                  22180                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      2517                   HERNDON                                                      VA                                  20170                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                            5/20/2031                                   300                                   297
      2518                   Kensington                                                   MD                                  20895                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      2519                   Alexandria                                                   VA                                  22309                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      2520                   Fairfax                                                      VA                                  22030                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      2521                   Falls Church                                                 VA                                  22042                  Condominium                                                     14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      2522                   Jonesboro                                                    GA                                  30236                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      2523                   Falls Church                                                 VA                                  22041                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      2524                   Falls Church                                                 VA                                  22042                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      2525                   Boyds                                                        MD                                  20841                  PUD                                                          15.25                              0.5                                0                           0.0195                               14.7305                            4/20/2031                                   300                                   296
      2526                   Sterling                                                     VA                                  20164                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            5/20/2031                                   300                                   297
      2527                   Duluth                                                       GA                                  30096                  PUD                                                          15.25                              0.5                                0                           0.0195                               14.7305                            4/20/2031                                   300                                   296
      2528                   CHINO HILLS                                                  CA                                  91709                  Single Family                                                16.25                              0.5                                0                           0.0195                               15.7305                            4/20/2031                                   300                                   296
      2529                   Suwanee                                                      GA                                  30024                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      2530                   Decatur                                                      GA                                  30032                  Single Family                                                 16.5                              0.5                                0                           0.0195                               15.9805                            4/20/2031                                   300                                   296
      2531                   Suwanee                                                      GA                                  30024                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      2532                   Lorton                                                       VA                                  22079                  Townhouse                                                     11.5                              0.5                                0                           0.0195                               10.9805                            4/20/2031                                   300                                   296
      2533                   Cumming                                                      GA                                  30040                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      2534                   FULLERTON                                                    CA                                  92833                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            4/20/2031                                   300                                   296
      2535                   TACOMA                                                       WA                                  98443                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      2536                   MURRIETA                                                     CA                                  92563                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2537                   Duluth                                                       GA                                  30097                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             1/1/2031                                   300                                   293
      2538                   Annandale                                                    VA                                  22003                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                             1/1/2031                                   300                                   293
      2539                   Clifton                                                      VA                                  20124                  Condominium                                                     15                              0.5                                0                           0.0195                               14.4805                             1/1/2031                                   300                                   293
      2540                   Centreville                                                  VA                                  20120                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             1/1/2031                                   300                                   293
      2541                   CLERMONT                                                     FL                                  34714                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2542                   MIAMI                                                        FL                                  33157                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2543                   SAN DIEGO                                                    CA                                  92131                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2544                   WILMINGTON                                                   NC                                  28411                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      2545                   Richmond                                                     VA                                  23236                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2546                   Shoreline                                                    WA                                  98133                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             1/1/2031                                   300                                   293
      2547                   Valencia                                                     CA                                  91354                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             1/1/2031                                   300                                   293
      2548                   Folsom                                                       CA                                  95630                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             1/1/2031                                   300                                   293
      2549                   MIAMI                                                        FL                                  33183                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      2550                   LOS ANGELAS                                                  CA                                  90044                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             5/1/2031                                   300                                   297
      2551                   SAINT MARYS                                                  GA                                  31558                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      2552                   MIAMI                                                        FL                                  33145                  Condominium                                                     12                              0.5                                0                           0.0195                               11.4805                             5/1/2031                                   300                                   297
      2553                   MYRTLE BEACH                                                 SC                                  29588                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2554                   Germantown                                                   MD                                  20876                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             2/1/2031                                   300                                   294
      2555                   Germantown                                                   MD                                  20876                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                             2/1/2031                                   300                                   294
      2556                   Atlanta                                                      GA                                  30310                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             1/1/2031                                   300                                   293
      2557                   Sterling                                                     VA                                  20165                  Townhouse                                                     11.5                              0.5                                0                           0.0195                               10.9805                             2/1/2031                                   300                                   294
      2558                   LAKE WORTH                                                   FL                                  33463                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2559                   GREENACRES                                                   FL                                  33463                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      2560                   HIALEAH                                                      FL                                  33010                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             5/1/2031                                   300                                   297
      2561                   NORWALK                                                      CT                                   6854                  2-4 Family                                                      11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      2562                   Cambridge                                                    MD                                  21613                  Condominium                                                     15                              0.5                                0                           0.0195                               14.4805                             1/1/2031                                   300                                   293
      2563                   Silver Spring                                                MD                                  20903                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2564                   Conyers                                                      GA                                  30013                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             1/1/2031                                   300                                   293
      2565                   Centreville                                                  VA                                  20121                  Townhouse                                                       11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2566                   Alexandria                                                   VA                                  22312                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
      2567                   BRUNSWICK                                                    GA                                  31520                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             5/1/2031                                   300                                   297
      2568                   MIAMI                                                        FL                                  33175                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      2569                   MIAMI                                                        FL                                  33189                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2570                   GIRARD                                                       OH                                  44420                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             5/1/2031                                   300                                   297
      2571                   SNELLVILLE                                                   GA                                  30039                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             5/1/2031                                   300                                   297
      2572                   CEDAR CITY                                                   UT                                  84720                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      2573                   Gaithersburg                                                 MD                                  20878                  Townhouse                                                       12                              0.5                                0                           0.0195                               11.4805                             1/1/2031                                   300                                   293
      2574                   Leesburg                                                     VA                                  20175                  Condominium                                                  13.75                              0.5                                0                           0.0195                               13.2305                             1/1/2031                                   300                                   293
      2575                   Herndon                                                      VA                                  20170                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                             2/1/2031                                   300                                   294
      2576                   LAWRENCEVILLE                                                GA                                  30044                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                             5/1/2031                                   300                                   297
      2577                   NORTHRIDGE (LOS ANGELES)                                     CA                                  91324                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2578                   AURORA                                                       CO                                  80017                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2579                   ENGLEWOOD                                                    CO                                  80110                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2580                   HAWTHORNE                                                    CA                                  90250                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2581                   EDMOND                                                       OK                                  73034                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             6/1/2031                                   300                                   298
      2582                   PAWLEYS ISLAND                                               SC                                  29585                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             5/1/2031                                   300                                   297
      2583                   MCDONOUGH                                                    GA                                  30253                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      2584                   DENVER                                                       CO                                  80249                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2585                   DALLAS                                                       GA                                  30132                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      2586                   FLOWERY BRANCH                                               GA                                  30542                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                             5/1/2031                                   300                                   297
      2587                   CENTENNIAL                                                   CO                                  80112                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             5/1/2031                                   300                                   297
      2588                   Sterling                                                     VA                                  20164                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
      2589                   WOODBRIDGE                                                   VA                                  22193                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2590                   Brambleton                                                   VA                                  20148                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             1/1/2031                                   300                                   293
      2591                   Norwalk                                                      CA                                  90650                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             1/1/2031                                   300                                   293
      2592                   PALO ALTO                                                    CA                                  94306                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      2593                   WEST MELBOURNE                                               FL                                  32904                  PUD                                                         11.375                              0.5                                0                           0.0195                               10.8555                             5/1/2031                                   300                                   297
      2594                   MIAMI                                                        FL                                  33179                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2595                   EPHRATA                                                      PA                                  17522                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2596                   PALM COAST                                                   FL                                  32164                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      2597                   PHILADELPHIA                                                 PA                                  19129                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2031                                   300                                   297
      2598                   PALM BAY                                                     FL                                  32909                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2599                   NASHVILLE                                                    TN                                  37218                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             5/1/2031                                   300                                   297
      2600                   GAINESVILLE                                                  FL                                  32609                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      2601                   LITTLETON                                                    CO                                  80126                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             5/1/2031                                   300                                   297
      2602                   SAN BERNARDINO                                               CA                                  92410                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             5/1/2031                                   300                                   297
      2603                   PORT SAINT LUCIE                                             FL                                  34983                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2604                   JACKSONVILLE                                                 FL                                  32206                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2605                   MIAMI                                                        FL                                  33187                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2606                   DECATUR                                                      GA                                  30034                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             5/1/2031                                   300                                   297
      2607                   LOGANVILLE                                                   GA                                  30052                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2608                   SUMMERVILLE                                                  SC                                  29485                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             5/1/2031                                   300                                   297
      2609                   MADISON                                                      TN                                  37115                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             5/1/2031                                   300                                   297
      2610                   MENIFEE                                                      CA                                  92584                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2031                                   300                                   298
      2611                   AURORA                                                       CO                                  80013                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             6/1/2031                                   300                                   298
      2612                   EL DORADO HILLS                                              CA                                  95762                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             6/1/2031                                   300                                   298
      2613                   LAS CRUCES                                                   NM                                  88005                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      2614                   LINDEN                                                       VA                                  22642                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             5/1/2031                                   300                                   297
      2615                   AURORA                                                       CO                                  80016                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      2616                   PEMBROKE PINES                                               FL                                  33028                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2617                   CHULUOTA                                                     FL                                  32766                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      2618                   Round Hill                                                   VA                                  20141                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                            12/1/2030                                   300                                   292
      2619                   Sterling                                                     VA                                  20164                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                            12/1/2030                                   300                                   292
      2620                   Alexandria                                                   VA                                  22304                  Condominium                                                  15.25                              0.5                                0                           0.0195                               14.7305                            12/1/2030                                   300                                   292
      2621                   Falls Church                                                 VA                                  22041                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                            12/1/2030                                   300                                   292
      2622                   Annandale                                                    VA                                  22003                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            12/1/2030                                   300                                   292
      2623                   Herndon                                                      VA                                  20170                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            12/1/2030                                   300                                   292
      2624                   Woodbridge                                                   VA                                  22192                  Townhouse                                                       15                              0.5                                0                           0.0195                               14.4805                            12/1/2030                                   300                                   292
      2625                   Santa Ana                                                    CA                                  92705                  Condominium                                                     14                              0.5                                0                           0.0195                               13.4805                             1/1/2031                                   300                                   293
      2626                   Manassas                                                     VA                                  20110                  Condominium                                                     14                              0.5                                0                           0.0195                               13.4805                             1/1/2031                                   300                                   293
      2627                   Alpharetta                                                   GA                                  30022                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                            12/1/2030                                   300                                   292
      2628                   Falls Church                                                 VA                                  22042                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            12/1/2030                                   300                                   292
      2629                   Pomona                                                       CA                                  91768                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             1/1/2031                                   300                                   293
      2630                   Vienna                                                       VA                                  22180                  Condominium                                                  15.25                              0.5                                0                           0.0195                               14.7305                             1/1/2031                                   300                                   293
      2631                   Lithonia                                                     GA                                  30038                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             1/1/2031                                   300                                   293
      2632                   Berryville                                                   VA                                  22611                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             2/1/2031                                   300                                   294
      2633                   Stanton                                                      CA                                  92844                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                             1/1/2031                                   300                                   293
      2634                   Stafford                                                     VA                                  22556                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
      2635                   San Diego                                                    CA                                  92130                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             1/1/2031                                   300                                   293
      2636                   Strasburg                                                    VA                                  22657                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                             1/1/2031                                   300                                   293
      2637                   Tucker                                                       GA                                  30084                  PUD                                                             15                              0.5                                0                           0.0195                               14.4805                             1/1/2031                                   300                                   293
      2638                   Temecula                                                     CA                                  92591                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                             1/1/2031                                   300                                   293
      2639                   Manassas                                                     VA                                  20109                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                             1/1/2031                                   300                                   293
      2640                   Whittier                                                     CA                                  90602                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             1/1/2031                                   300                                   293
      2641                   Lorton                                                       VA                                  22079                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             1/1/2031                                   300                                   293
      2642                   Vienna                                                       VA                                  22180                  Hi-Rise Condo                                                13.75                              0.5                                0                           0.0195                               13.2305                             1/1/2031                                   300                                   293
      2643                   Springfield                                                  VA                                  22152                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             1/1/2031                                   300                                   293
      2644                   Santa Clarita                                                CA                                  91351                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             2/1/2031                                   300                                   294
      2645                   Corona                                                       CA                                  92883                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2646                   Ellicott City                                                MD                                  21043                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             1/1/2031                                   300                                   293
      2647                   LOXAHATCHEE                                                  FL                                  33470                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2031                                   300                                   297
      2648                   JACKSONEVILLE                                                FL                                  32211                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2649                   BRANDON                                                      FL                                  33511                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2650                   SUNRISE                                                      FL                                  33351                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2031                                   300                                   297
      2651                   WINTER GARDEN                                                FL                                  34787                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2652                   MINNEAPOLIS                                                  MN                                  55444                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2653                   BEAR                                                         DE                                  19701                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2654                   CLOVIS                                                       CA                                  93611                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      2655                   REEDSPORT                                                    OR                                  97467                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      2656                   ELK GROVE                                                    CA                                  95757                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2657                   ORLANDO                                                      FL                                  32818                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      2658                   DELAND                                                       FL                                  32724                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            12/1/2030                                   300                                   292
      2659                   ORANGE BEACH                                                 AL                                  36561                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      2660                   ORLANDO                                                      FL                                  32810                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            12/1/2030                                   300                                   292
      2661                   PORT SAINT LUCIE                                             FL                                  34953                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            11/1/2030                                   300                                   291
      2662                   PAWTUCKET                                                    RI                                   2860                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                            11/1/2030                                   300                                   291
      2663                   PALMDALE                                                     CA                                  93551                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                            10/1/2030                                   300                                   290
      2664                   MIRAMAR                                                      FL                                  33027                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
      2665                   ORANGE PARK                                                  FL                                  32065                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            11/1/2030                                   300                                   291
      2666                   WESTLAND                                                     MI                                  48186                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            10/1/2030                                   300                                   290
      2667                   FRESNO                                                       CA                                  93722                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            10/1/2030                                   300                                   290
      2668                   PARKER                                                       CO                                  80134                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                            10/1/2030                                   300                                   290
      2669                   BATON ROUGE                                                  LA                                  70817                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                            10/1/2030                                   300                                   290
      2670                   LAS VEGAS                                                    NV                                  89144                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            10/1/2030                                   300                                   290
      2671                   SUN LAKES                                                    AZ                                  85248                  PUD                                                         12.125                              0.5                                0                           0.0195                               11.6055                            10/1/2030                                   300                                   290
      2672                   LAS VEGAS                                                    NV                                  89143                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             9/1/2030                                   300                                   289
      2673                   BEREA                                                        KY                                  40403                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            10/1/2030                                   300                                   290
      2674                   MONROEVILLE                                                  OH                                  44847                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                            10/1/2030                                   300                                   290
      2675                   Marysville                                                   CA                                  95901                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            7/15/2030                                   300                                   287
      2676                   Lancaster                                                    CA                                  93536                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                            12/1/2030                                   300                                   292
      2677                   Centreville                                                  VA                                  20120                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                            12/1/2030                                   300                                   292
      2678                   Tacoma                                                       WA                                  98404                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      2679                   FAIRFAX                                                      VA                                  22032                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            3/20/2031                                   300                                   295
      2680                   FALLS CHURCH                                                 VA                                  22042                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            3/20/2031                                   300                                   295
      2681                   GAINESVILLE                                                  GA                                  30501                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            3/20/2031                                   300                                   295
      2682                   BUFORD                                                       GA                                  30518                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      2683                   FALLS CHURCH                                                 VA                                  22042                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            3/20/2031                                   300                                   295
      2684                   HOSCHTON                                                     GA                                  30548                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                            3/20/2031                                   300                                   295
      2685                   WILLOWBROOK                                                  IL                                  60516                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            5/23/2020                                   180                                   165
      2686                   MANASSAS                                                     VA                                  20111                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             9/1/2030                                   300                                   289
      2687                   FREDERICKSBURG                                               VA                                  22408                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             9/1/2030                                   300                                   289
      2688                   DELTONA                                                      FL                                  32725                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2014                                   120                                    90
      2689                   VICTORVILLE                                                  CA                                  92392                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            5/16/2020                                   180                                   165
      2690                   CASSELBERRY                                                  FL                                  32707                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            5/27/2020                                   180                                   165
      2691                   ANNAPOLIS                                                    MD                                  21401                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                            2/28/2020                                   180                                   162
      2692                   HARWOOD                                                      MD                                  20776                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            5/11/2020                                   180                                   165
      2693                   GREENACRES                                                   FL                                  33463                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                            5/12/2020                                   180                                   165
      2694                   SOMERTON                                                     AZ                                  85350                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             6/1/2021                                   180                                   178
      2695                   NEW RIVER                                                    AZ                                  85087                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                             5/1/2031                                   300                                   297
      2696                   LOCKEFORD                                                    CA                                  95237                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                             6/1/2021                                   180                                   178
      2697                   Clinton                                                      MD                                  20735                  PUD                                                             16                              0.5                                0                           0.0195                               15.4805                            4/20/2031                                   300                                   296
      2698                   Redlands                                                     CA                                  92374                  Single Family                                                15.25                              0.5                                0                           0.0195                               14.7305                            4/20/2031                                   300                                   296
      2699                   Salisbury                                                    MD                                  21801                  Single Family                                                 16.5                              0.5                                0                           0.0195                               15.9805                            4/20/2031                                   300                                   296
      2700                   Suwanee                                                      GA                                  30024                  PUD                                                           14.5                              0.5                                0                           0.0195                               13.9805                            4/20/2031                                   300                                   296
      2701                   Pico Rivera                                                  CA                                  90660                  Condominium                                                     15                              0.5                                0                           0.0195                               14.4805                            4/20/2031                                   300                                   296
      2702                   Lawrenceville                                                GA                                  30045                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                            4/20/2031                                   300                                   296
      2703                   Leesburg                                                     VA                                  20175                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                            4/20/2031                                   300                                   296
      2704                   Woodbridge                                                   VA                                  22191                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      2705                   Oxon Hill                                                    MD                                  20745                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      2706                   Woodbridge                                                   VA                                  22192                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      2707                   Fairfax                                                      VA                                  22030                  Condominium                                                   14.5                              0.5                                0                           0.0195                               13.9805                            4/20/2031                                   300                                   296
      2708                   Alexandria                                                   VA                                  22312                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      2709                   Alpharetta                                                   GA                                  30005                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      2710                   Alpharetta                                                   GA                                  30022                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      2711                   Phoenix                                                      AZ                                  85037                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      2712                   Chino HILLS                                                  CA                                  91710                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      2713                   Long Beach                                                   CA                                  90807                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            5/20/2031                                   300                                   297
      2714                   Annandale                                                    VA                                  22003                  Townhouse                                                       13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      2715                   Reston                                                       VA                                  20190                  Townhouse                                                     12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      2716                   Cypress                                                      CA                                  90630                  PUD                                                           14.5                              0.5                                0                           0.0195                               13.9805                            4/20/2031                                   300                                   296
      2717                   Marietta                                                     GA                                  30060                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      2718                   BOWIE                                                        MD                                  20721                  PUD                                                          15.25                              0.5                                0                           0.0195                               14.7305                            4/20/2031                                   300                                   296
      2719                   Austell                                                      GA                                  30106                  PUD                                                           14.5                              0.5                                0                           0.0195                               13.9805                            5/20/2031                                   300                                   297
      2720                   La Puente                                                    CA                                  91744                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      2721                   Riverside                                                    CA                                  92503                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      2722                   Temple Hills                                                 MD                                  20748                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            4/20/2031                                   300                                   296
      2723                   Los Angeles                                                  CA                                  90041                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      2724                   Garden Grove                                                 CA                                  92840                  Condominium                                                  13.25                              0.5                                0                           0.0195                               12.7305                            4/20/2031                                   300                                   296
      2725                   DACULA                                                       GA                                  30019                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      2726                   Long Beach                                                   CA                                  90807                  Condominium                                                   16.5                              0.5                                0                           0.0195                               15.9805                            4/20/2031                                   300                                   296
      2727                   Silver Spring                                                MD                                  20902                  Townhouse                                                       12                              0.5                                0                           0.0195                               11.4805                            4/20/2031                                   300                                   296
      2728                   Oxon Hill                                                    MD                                  20745                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            5/20/2031                                   300                                   297
      2729                   Los Angeles                                                  CA                                  90011                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      2730                   Spokane Valley                                               WA                                  99206                  2-4 Family                                                   12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      2731                   Manassas Park                                                VA                                  20111                  Condominium                                                  14.25                              0.5                                0                           0.0195                               13.7305                            4/20/2031                                   300                                   296
      2732                   Bristow                                                      VA                                  20136                  PUD                                                          15.25                              0.5                                0                           0.0195                               14.7305                            4/20/2031                                   300                                   296
      2733                   Phelan                                                       CA                                  92371                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      2734                   Gainesville                                                  VA                                  20155                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      2735                   Spokane Valley                                               WA                                  99206                  2-4 Family                                                   12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      2736                   King George                                                  VA                                  22485                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      2737                   Lancaster                                                    CA                                  93536                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      2738                   San Bernardino                                               CA                                  92507                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      2739                   Fairfax                                                      VA                                  22032                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      2740                   Sterling                                                     VA                                  20164                  Condominium                                                     13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      2741                   Suwanee                                                      GA                                  30024                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      2742                   Manassas                                                     VA                                  20111                  Townhouse                                                       14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      2743                   Buford                                                       GA                                  30519                  PUD                                                          15.25                              0.5                                0                           0.0195                               14.7305                            4/20/2031                                   300                                   296
      2744                   Fairfax                                                      VA                                  22033                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                            3/20/2031                                   300                                   295
      2745                   Fountain Valley                                              CA                                  92708                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      2746                   Los Angeles                                                  CA                                  91402                  Condominium                                                     15                              0.5                                0                           0.0195                               14.4805                            4/20/2031                                   300                                   296
      2747                   Greensboro                                                   GA                                  30642                  Townhouse                                                    13.75                              0.5                                0                           0.0195                               13.2305                            4/20/2031                                   300                                   296
      2748                   Las Vegas                                                    NV                                  89146                  PUD                                                           16.5                              0.5                                0                           0.0195                               15.9805                            4/20/2031                                   300                                   296
      2749                   Bristow                                                      VA                                  20136                  Townhouse                                                     15.5                              0.5                                0                           0.0195                               14.9805                            4/20/2031                                   300                                   296
      2750                   Pomona                                                       CA                                  91767                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            4/20/2031                                   300                                   296
      2751                   Lancaster                                                    CA                                  93536                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            4/20/2031                                   300                                   296
      2752                   Fairfax                                                      VA                                  22030                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      2753                   Woodbridge                                                   VA                                  22191                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            4/20/2031                                   300                                   296
      2754                   West Covina                                                  CA                                  91792                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      2755                   Ashburn                                                      VA                                  20148                  Condominium                                                  13.25                              0.5                                0                           0.0195                               12.7305                            4/20/2031                                   300                                   296
      2756                   Torrance                                                     CA                                  90505                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            4/20/2031                                   300                                   296
      2757                   Chantilly                                                    VA                                  20152                  PUD                                                             15                              0.5                                0                           0.0195                               14.4805                            4/20/2031                                   300                                   296
      2758                   FORKS TOWNSHIP                                               PA                                  18040                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            3/17/2031                                   300                                   295
      2759                   WEBSTER GROVES                                               MO                                  63119                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            3/17/2031                                   300                                   295
      2760                   CRESTED BUTTE                                                CO                                  81224                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            3/14/2031                                   300                                   295
      2761                   HENDERSON                                                    NV                                  89044                  PUD                                                          9.775                              0.5                                0                           0.0195                                9.2555                             6/1/2030                                   300                                   286
      2762                   ELK GROVE                                                    CA                                  95624                  Single Family                                               10.675                              0.5                                0                           0.0195                               10.1555                            5/19/2030                                   300                                   285
      2763                   OCEANSIDE                                                    CA                                  92057                  PUD                                                         10.525                              0.5                                0                           0.0195                               10.0055                            5/17/2030                                   300                                   285
      2764                   STERLING                                                     VA                                  20164                  Single Family                                                 10.9                              0.5                                0                           0.0195                               10.3805                             6/1/2030                                   300                                   286
      2765                   FREMONT                                                      CA                                  94536                  PUD                                                          9.325                              0.5                                0                           0.0195                                8.8055                             5/9/2030                                   300                                   285
      2766                   BALTIMORE                                                    MD                                  21211                  Townhouse                                                    9.875                              0.5                                0                           0.0195                                9.3555                            5/27/2030                                   300                                   285
      2767                   SACRAMENTO                                                   CA                                  95833                  Single Family                                               10.275                              0.5                                0                           0.0195                                9.7555                            5/27/2030                                   300                                   285
      2768                   WACONIA                                                      MN                                  55387                  Single Family                                                 9.05                              0.5                                0                           0.0195                                8.5305                             6/2/2030                                   300                                   286
      2769                   LAS VEGAS                                                    NV                                  89145                  Condominium                                                 10.025                              0.5                                0                           0.0195                                9.5055                             6/1/2030                                   300                                   286
      2770                   DOS PALOS                                                    CA                                  93620                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                            5/25/2030                                   300                                   285
      2771                   LOS ANGELES                                                  CA                                  90024                  Condominium                                                  9.025                              0.5                                0                           0.0195                                8.5055                            5/24/2030                                   300                                   285
      2772                   BROOMFIELD                                                   CO                                  80020                  Single Family                                                10.65                              0.5                                0                           0.0195                               10.1305                             6/1/2030                                   300                                   286
      2773                   PEPIN                                                        WI                                  54759                  Single Family                                                 9.05                              0.5                                0                           0.0195                                8.5305                             6/2/2030                                   300                                   286
      2774                   NORTH LAS VEGAS                                              NV                                  89031                  Single Family                                               10.025                              0.5                                0                           0.0195                                9.5055                             6/1/2030                                   300                                   286
      2775                   TORRANCE                                                     CA                                  90505                  Single Family                                                9.925                              0.5                                0                           0.0195                                9.4055                            5/19/2030                                   300                                   285
      2776                   SUN CITY                                                     CA                                  92586                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                             3/1/2030                                   300                                   283
      2777                   DUMFRIES                                                     VA                                  22026                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                            3/20/2031                                   300                                   295
      2778                   STAFFORD                                                     VA                                  22554                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            3/20/2031                                   300                                   295
      2779                   SAN BERNARDINO                                               CA                                  92404                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            3/20/2031                                   300                                   295
      2780                   HEMET                                                        CA                                  92543                  2-4 Family                                                      14                              0.5                                0                           0.0195                               13.4805                            3/20/2031                                   300                                   295
      2781                   PHOENIX                                                      AZ                                  85033                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      2782                   VAN NUYS                                                     CA                                  91406                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            3/20/2031                                   300                                   295
      2783                   GAINESVILLE                                                  VA                                  20155                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                            3/20/2031                                   300                                   295
      2784                   LEESBURG                                                     VA                                  20176                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                            3/20/2031                                   300                                   295
      2785                   VICTORVILLE                                                  CA                                  92395                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                            3/20/2031                                   300                                   295
      2786                   LEESBURG                                                     VA                                  20176                  Condominium                                                  15.75                              0.5                                0                           0.0195                               15.2305                            3/20/2031                                   300                                   295
      2787                   GAINESVILLE                                                  VA                                  20155                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                            3/20/2031                                   300                                   295
      2788                   FAIRFAX                                                      VA                                  22033                  Townhouse                                                       14                              0.5                                0                           0.0195                               13.4805                            3/20/2031                                   300                                   295
      2789                   NORCROSS                                                     GA                                  30093                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            3/20/2031                                   300                                   295
      2790                   SPRINGFIELD                                                  VA                                  22152                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      2791                   BAKERSFIELD                                                  CA                                  93314                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            3/20/2031                                   300                                   295
      2792                   WOODBRIDGE                                                   VA                                  22192                  Townhouse                                                       12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      2793                   OAK HILL                                                     VA                                  20171                  Condominium                                                     13                              0.5                                0                           0.0195                               12.4805                            3/20/2031                                   300                                   295
      2794                   CHANTILLY                                                    VA                                  20152                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            3/20/2031                                   300                                   295
      2795                   DULUTH                                                       GA                                  30097                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      2796                   COLUMBIA                                                     MD                                  21045                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      2797                   MOUNT AIRY                                                   MD                                  21771                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      2798                   ALEXANDRIA                                                   VA                                  22312                  PUD                                                           15.5                              0.5                                0                           0.0195                               14.9805                            3/20/2031                                   300                                   295
      2799                   BETHESDA                                                     MD                                  20816                  Condominium                                                 15.125                              0.5                                0                           0.0195                               14.6055                            3/20/2031                                   300                                   295
      2800                   MANASSAS                                                     VA                                  20110                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            3/20/2031                                   300                                   295
      2801                   BUFORD                                                       GA                                  30519                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            3/20/2031                                   300                                   295
      2802                   MANASSAS                                                     VA                                  20110                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                            3/20/2031                                   300                                   295
      2803                   ROSEMEAD                                                     CA                                  91770                  2-4 Family                                                   13.75                              0.5                                0                           0.0195                               13.2305                            3/20/2031                                   300                                   295
      2804                   STAFFORD                                                     VA                                  22556                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                            3/20/2031                                   300                                   295
      2805                   DUMFRIES                                                     VA                                  22026                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      2806                   WOODBRIDGE                                                   VA                                  22191                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            3/20/2031                                   300                                   295
      2807                   LOS ANGELES                                                  CA                                  91402                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                            3/20/2031                                   300                                   295
      2808                   WOODBRIDGE                                                   VA                                  22192                  PUD                                                           15.5                              0.5                                0                           0.0195                               14.9805                             4/1/2031                                   300                                   296
      2809                   LINCOLN                                                      CA                                  95648                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             6/1/2021                                   180                                   178
      2810                   SAN JOSE                                                     CA                                  95124                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                             6/1/2026                                   240                                   238
      2811                   AUSTELL                                                      GA                                  30106                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             1/1/2036                                   360                                   353
      2812                   SEDONA                                                       AZ                                  86336                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             5/1/2021                                   180                                   177
      2813                   CAPE GIRARDEAU                                               MO                                  63701                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                             1/1/2036                                   360                                   353
      2814                   PHOENIX                                                      AZ                                  85031                  2-4 Family                                                  11.375                              0.5                                0                           0.0195                               10.8555                             6/1/2021                                   180                                   178
      2815                   BOYNTON BEACH                                                FL                                  33436                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            2/15/2036                                   360                                   354
      2816                   GILBERT                                                      AZ                                  85296                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             6/1/2021                                   180                                   178
      2817                   PORT HURON                                                   MI                                  48060                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            12/5/2035                                   360                                   352
      2818                   TEMECULA                                                     CA                                  92592                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2026                                   240                                   237
      2819                   HOMESTEAD                                                    FL                                  33035                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                             1/1/2036                                   360                                   353
      2820                   CHULA VISTA                                                  CA                                  91910                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             5/1/2021                                   180                                   177
      2821                   JOHNSTOWN                                                    CO                                  80534                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            1/15/2036                                   360                                   353
      2822                   CARLSBAD                                                     CA                                  92009                  Condominium                                                  11.25                              0.5                                0                           0.0195                               10.7305                             6/1/2021                                   180                                   178
      2823                   ELKTON                                                       MD                                  21921                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            1/15/2036                                   360                                   353
      2824                   SAN MARCOS                                                   CA                                  92069                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             6/1/2026                                   240                                   238
      2825                   HENDERSON                                                    NV                                  89074                  Condominium                                                      9                              0.5                                0                           0.0195                                8.4805                             1/1/2036                                   360                                   353
      2826                   MADERA                                                       CA                                  93638                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             3/1/2031                                   300                                   295
      2827                   YORKTOWN                                                     VA                                  23693                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            5/20/2031                                   300                                   297
      2828                   WOODBRIDGE                                                   VA                                  22193                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            5/20/2031                                   300                                   297
      2829                   GARDEN GROVE                                                 CA                                  92844                  Condominium                                                  16.25                              0.5                                0                           0.0195                               15.7305                            5/20/2031                                   300                                   297
      2830                   WOODBRIDGE                                                   VA                                  22193                  Townhouse                                                    13.75                              0.5                                0                           0.0195                               13.2305                            5/20/2031                                   300                                   297
      2831                   TRIANGLE                                                     VA                                  22172                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            5/20/2031                                   300                                   297
      2832                   HERNDON                                                      VA                                  20170                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            5/20/2031                                   300                                   297
      2833                   LOS ANGELES                                                  CA                                  91335                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                            4/20/2031                                   300                                   296
      2834                   LOS ANGELES                                                  CA                                  90037                  Single Family                                                15.25                              0.5                                0                           0.0195                               14.7305                            5/20/2031                                   300                                   297
      2835                   SAN BERNARDINO                                               CA                                  92401                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      2836                   DUMFRIES                                                     VA                                  22026                  PUD                                                             16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      2837                   LANCASTER                                                    CA                                  93536                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            5/20/2031                                   300                                   297
      2838                   LOS ANGELES                                                  CA                                  90003                  2-4 Family                                                   12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      2839                   LOS ANGELES                                                  CA                                  90006                  Condominium                                                  15.25                              0.5                                0                           0.0195                               14.7305                            5/20/2031                                   300                                   297
      2840                   WOODBRIDGE                                                   VA                                  22192                  Single Family                                                15.25                              0.5                                0                           0.0195                               14.7305                            5/20/2031                                   300                                   297
      2841                   SILVER SPRING                                                MD                                  20906                  Condominium                                                     13                              0.5                                0                           0.0195                               12.4805                            5/20/2031                                   300                                   297
      2842                   WOODBRIDGE                                                   VA                                  22192                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                            5/20/2031                                   300                                   297
      2843                   HAWTHORNE                                                    CA                                  90250                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                            5/20/2031                                   300                                   297
      2844                   RIVERSIDE                                                    CA                                  92503                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            5/20/2031                                   300                                   297
      2845                   DAMASCUS                                                     MD                                  20872                  Condominium                                                  15.25                              0.5                                0                           0.0195                               14.7305                            5/20/2031                                   300                                   297
      2846                   STEPHENS CITY                                                VA                                  22655                  Single Family                                                16.75                              0.5                                0                           0.0195                               16.2305                            5/20/2031                                   300                                   297
      2847                   SAN DIMAS                                                    CA                                  91773                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            5/20/2031                                   300                                   297
      2848                   CHANTILLY                                                    VA                                  20151                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            5/20/2031                                   300                                   297
      2849                   LORTON                                                       VA                                  22079                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            5/20/2031                                   300                                   297
      2850                   STAFFORD                                                     VA                                  22554                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            6/20/2031                                   300                                   298
      2851                   MANASSAS                                                     VA                                  20110                  PUD                                                           15.5                              0.5                                0                           0.0195                               14.9805                            5/20/2031                                   300                                   297
      2852                   TACOMA                                                       WA                                  98405                  2-4 Family                                                   15.25                              0.5                                0                           0.0195                               14.7305                            5/20/2031                                   300                                   297
      2853                   HERNDON                                                      VA                                  20171                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                            5/20/2031                                   300                                   297
      2854                   CENTREVILLE                                                  VA                                  20121                  Townhouse                                                    14.75                              0.5                                0                           0.0195                               14.2305                            5/20/2031                                   300                                   297
      2855                   SPRINGFIELD                                                  VA                                  22150                  PUD                                                           14.5                              0.5                                0                           0.0195                               13.9805                            5/20/2031                                   300                                   297
      2856                   BURKE                                                        VA                                  22015                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      2857                   CORONA                                                       CA                                  92880                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            5/20/2031                                   300                                   297
      2858                   EVERETT                                                      WA                                  98208                  Condominium                                                  14.25                              0.5                                0                           0.0195                               13.7305                            5/20/2031                                   300                                   297
      2859                   ANAHEIM                                                      CA                                  92805                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      2860                   CHINO HILLS                                                  CA                                  91709                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            5/20/2031                                   300                                   297
      2861                   SUWANEE                                                      GA                                  30024                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                            4/20/2031                                   300                                   296
      2862                   JONESBORO                                                    GA                                  30238                  Single Family                                                15.25                              0.5                                0                           0.0195                               14.7305                            5/20/2031                                   300                                   297
      2863                   SUSSEX                                                       WI                                  53089                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                           10/30/2025                                   240                                   230
      2864                   LEESBURG                                                     VA                                  20176                  Townhouse                                                    15.25                              0.5                                0                           0.0195                               14.7305                            5/20/2031                                   300                                   297
      2865                   CLINTON                                                      MD                                  20735                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                            5/20/2031                                   300                                   297
      2866                   COSTA MESA                                                   CA                                  92626                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      2867                   STAFFORD                                                     VA                                  22554                  Townhouse                                                     12.5                              0.5                                0                           0.0195                               11.9805                            5/20/2031                                   300                                   297
      2868                   OXON HILL                                                    MD                                  20745                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                            5/20/2031                                   300                                   297
      2869                   CHINO HILLS                                                  CA                                  91709                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            5/20/2031                                   300                                   297
      2870                   CYPRESS                                                      CA                                  90630                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                            5/20/2031                                   300                                   297
      2871                   WOODBRIDGE                                                   VA                                  22192                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            5/20/2031                                   300                                   297
      2872                   ANNANDALE                                                    VA                                  22003                  Condominium                                                     13                              0.5                                0                           0.0195                               12.4805                            6/20/2031                                   300                                   298
      2873                   EL MONTE                                                     CA                                  91732                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      2874                   CENTREVILLE                                                  VA                                  20120                  Townhouse                                                       14                              0.5                                0                           0.0195                               13.4805                            5/20/2031                                   300                                   297
      2875                   UPPER MARLBORO                                               MD                                  20774                  Condominium                                                  15.25                              0.5                                0                           0.0195                               14.7305                            5/20/2031                                   300                                   297
      2876                   GREENBRELT                                                   MD                                  20770                  Condominium                                                  15.25                              0.5                                0                           0.0195                               14.7305                            5/20/2031                                   300                                   297
      2877                   CUMMING                                                      GA                                  30040                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            5/20/2031                                   300                                   297
      2878                   SAN GABRIEL                                                  CA                                  91775                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            6/20/2031                                   300                                   298
      2879                   GARDEN GROVE                                                 CA                                  92843                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            5/20/2031                                   300                                   297
      2880                   PASADENA                                                     CA                                  91104                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            5/20/2031                                   300                                   297
      2881                   GLENDALE                                                     CA                                  91214                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                            5/20/2031                                   300                                   297
      2882                   PHELAN                                                       CA                                  92371                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            5/20/2031                                   300                                   297
      2883                   DULUTH                                                       GA                                  30096                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            5/20/2031                                   300                                   297
      2884                   ARLINGTON                                                    VA                                  22204                  Condominium                                                  14.75                              0.5                                0                           0.0195                               14.2305                            5/20/2031                                   300                                   297
      2885                   SPRINGFIELD                                                  VA                                  22151                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                            5/20/2031                                   300                                   297
      2886                   CHINO HILLS                                                  CA                                  91709                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                            5/20/2031                                   300                                   297
      2887                   WOODBRIDGE                                                   VA                                  22193                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            5/20/2031                                   300                                   297
      2888                   SAN JACINTO                                                  CA                                  92583                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             4/1/2031                                   300                                   296
      2889                   FULLERTON                                                    CA                                  92831                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             5/1/2021                                   180                                   177
      2890                   CORONA                                                       CA                                  92880                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                             5/1/2021                                   180                                   177
      2891                   RIVERSIDE                                                    CA                                  92505                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             5/1/2021                                   180                                   177
      2892                   APPLE VALLEY                                                 CA                                  92307                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             5/1/2021                                   180                                   177
      2893                   SAN DIEGO                                                    CA                                  92105                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             6/1/2021                                   180                                   178
      2894                   FRESNO                                                       CA                                  93710                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             5/1/2031                                   300                                   297
      2895                   AREA OF QUAIL VALLEY                                         CA                                  92587                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             5/1/2026                                   240                                   237
      2896                   VICTORVILLE                                                  CA                                  92394                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             6/1/2021                                   180                                   178
      2897                   FULLERTON                                                    CA                                  92831                  2-4 Family                                                  10.875                              0.5                                0                           0.0195                               10.3555                             6/1/2021                                   180                                   178
      2898                   FALLS CHURCH                                                 VA                                  22042                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      2899                   DULUTH                                                       GA                                  30097                  Townhouse                                                       15                              0.5                                0                           0.0195                               14.4805                            5/20/2031                                   300                                   297
      2900                   WALDORF                                                      MD                                  20603                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                            5/20/2031                                   300                                   297
      2901                   MARIETTA                                                     GA                                  30062                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                            6/20/2031                                   300                                   298
      2902                   HEMET                                                        CA                                  92544                  Single Family                                               12.875                              0.5                                0                           0.0195                               12.3555                             5/1/2031                                   300                                   297
      2903                   COMMERCE CITY                                                CO                                  80022                  PUD                                                           8.25                              0.5                                0                           0.0195                                7.7305                             3/1/2031                                   300                                   295
      2904                   PARKER                                                       CO                                  80134                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                            12/1/2030                                   300                                   292
      2905                   LOS ANGELES                                                  CA                                  90012                  Condominium                                                  8.375                              0.5                                0                           0.0195                                7.8555                             5/1/2031                                   300                                   297
      2906                   COLORADO SPRINGS                                             CO                                  80910                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             2/1/2031                                   300                                   294
      2907                   SANTA MONICA                                                 CA                                  90405                  Condominium                                                  9.625                              0.5                                0                           0.0195                                9.1055                             6/1/2031                                   300                                   298
      2908                   (WINNETKA AREA) LOS ANGEL                                    CA                                  91306                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                             5/1/2031                                   300                                   297
      2909                   (NORTH HOLLYWOOD AREA) LO                                    CA                                  91601                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             5/1/2031                                   300                                   297
      2910                   LAS VEGAS                                                    NV                                  89148                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             5/1/2031                                   300                                   297
      2911                   PALMDALE                                                     CA                                  93550                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                             5/1/2031                                   300                                   297
      2912                   (STUDIO CITY AREA) LOS AN                                    CA                                  91604                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                             5/1/2031                                   300                                   297
      2913                   AUBURN                                                       ME                                   4210                  Single Family                                                7.875                              0.5                                0                           0.0195                                7.3555                             6/1/2031                                   300                                   298
      2914                   ALHAMBRA                                                     CA                                  91801                  Condominium                                                     10                              0.5                                0                           0.0195                                9.4805                             5/1/2031                                   300                                   297
      2915                   (VAN NUYS AREA) LOS ANGEL                                    CA                                  91405                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                             5/1/2031                                   300                                   297
      2916                   (VENICE AREA) LOS ANGELES                                    CA                                  90291                  Condominium                                                   8.25                              0.5                                0                           0.0195                                7.7305                             5/1/2031                                   300                                   297
      2917                   SANTA BARBARA                                                CA                                  93111                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             5/1/2031                                   300                                   297
      2918                   STERLING                                                     VA                                  20164                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             5/1/2031                                   300                                   297
      2919                   SPOKANE VALLEY                                               WA                                  99206                  2-4 Family                                                  11.875                              0.5                                0                           0.0195                               11.3555                             5/1/2031                                   300                                   297
      2920                   ORANGE                                                       CA                                  92865                  Condominium                                                 10.125                              0.5                                0                           0.0195                                9.6055                             5/1/2031                                   300                                   297
      2921                   RICHMOND                                                     VA                                  23226                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                             5/1/2031                                   300                                   297
      2922                   PHOENIX                                                      AZ                                  85048                  PUD                                                         13.125                              0.5                                0                           0.0195                               12.6055                             5/1/2031                                   300                                   297
      2923                   SAN FRANCISCO                                                CA                                  94117                  2-4 Family                                                   9.875                              0.5                                0                           0.0195                                9.3555                             5/1/2031                                   300                                   297
      2924                   WEST HOLLYWOOD                                               CA                                  90046                  2-4 Family                                                   8.375                              0.5                                0                           0.0195                                7.8555                             5/1/2031                                   300                                   297
      2925                   CORONA                                                       CA                                  92880                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            2/14/2031                                   300                                   294
      2926                   SALINAS                                                      CA                                  93906                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                            2/21/2031                                   300                                   294
      2927                   WINDSOR                                                      CA                                  95492                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             2/7/2031                                   300                                   294
      2928                   GAITHERSBURG                                                 MD                                  20879                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      2929                   LEESBURG                                                     VA                                  20175                  Townhouse                                                     12.5                              0.5                                0                           0.0195                               11.9805                            5/20/2031                                   300                                   297
      2930                   MANASSAS                                                     VA                                  20109                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                            5/20/2031                                   300                                   297
      2931                   CENTREVILLE                                                  VA                                  20120                  Townhouse                                                    12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      2932                   WOODBRIDGE                                                   VA                                  22193                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            5/20/2031                                   300                                   297
      2933                   CANTON                                                       GA                                  30115                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            6/20/2031                                   300                                   298
      2934                   PETALUMA                                                     CA                                  94954                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                            2/10/2031                                   300                                   294
      2935                   ASHBURN                                                      VA                                  20147                  Townhouse                                                       14                              0.5                                0                           0.0195                               13.4805                            5/20/2031                                   300                                   297
      2936                   LODI                                                         CA                                  95242                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            2/14/2031                                   300                                   294
      2937                   ATLANTA                                                      GA                                  30350                  Condominium                                                   17.5                              0.5                                0                           0.0195                               16.9805                            5/20/2031                                   300                                   297
      2938                   RANCHO CORDOVA                                               CA                                  95742                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                            2/15/2031                                   300                                   294
      2939                   MANASSAS                                                     VA                                  20109                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      2940                   SACRAMENTO                                                   CA                                  95834                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            2/17/2031                                   300                                   294
      2941                   IRVINE                                                       CA                                  92606                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                            2/17/2031                                   300                                   294
      2942                   SAN JOSE                                                     CA                                  95111                  Condominium                                                 12.875                              0.5                                0                           0.0195                               12.3555                            2/21/2031                                   300                                   294
      2943                   MARTINEZ                                                     CA                                  94553                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                            2/28/2031                                   300                                   294
      2944                   SACRAMENTO                                                   CA                                  95823                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            2/28/2031                                   300                                   294
      2945                   VALLEJO                                                      CA                                  94591                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            2/24/2031                                   300                                   294
      2946                   LAWRENCEVILLE                                                GA                                  30044                  2-4 Family                                                    13.5                              0.5                                0                           0.0195                               12.9805                            5/20/2031                                   300                                   297
      2947                   MONTROSE                                                     CA                                  91020                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            6/20/2031                                   300                                   298
      2948                   GAINESVILLE                                                  VA                                  20155                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      2949                   FREDERICKSBURG                                               VA                                  22407                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                            5/20/2031                                   300                                   297
      2950                   DULUTH                                                       GA                                  30097                  Townhouse                                                       12                              0.5                                0                           0.0195                               11.4805                            5/20/2031                                   300                                   297
      2951                   DULUTH                                                       GA                                  30096                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            5/20/2031                                   300                                   297
      2952                   CENTREVILLE                                                  VA                                  20120                  PUD                                                           14.5                              0.5                                0                           0.0195                               13.9805                            5/20/2031                                   300                                   297
      2953                   WOODBRIDGE                                                   VA                                  22193                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                            5/20/2031                                   300                                   297
      2954                   DULUTH                                                       GA                                  30097                  Townhouse                                                       15                              0.5                                0                           0.0195                               14.4805                            5/20/2031                                   300                                   297
      2955                   ALEXANDRIA                                                   VA                                  22309                  Townhouse                                                     14.5                              0.5                                0                           0.0195                               13.9805                            5/20/2031                                   300                                   297
      2956                   DULUTH                                                       GA                                  30097                  Condominium                                                  16.75                              0.5                                0                           0.0195                               16.2305                            5/20/2031                                   300                                   297
      2957                   FALLS CHURCH                                                 VA                                  22042                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            6/20/2031                                   300                                   298
      2958                   PASADENA                                                     CA                                  91103                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                             3/1/2031                                   300                                   295
      2959                   SAINT CHARLES                                                MO                                  63303                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      2960                   SEDONA                                                       AZ                                  86336                  Single Family                                               13.125                              0.5                                0                           0.0195                               12.6055                             6/1/2026                                   240                                   238
      2961                   FENTON                                                       MI                                  48430                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            1/15/2036                                   360                                   353
      2962                   MEDFORD                                                      OR                                  97504                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             6/1/2026                                   240                                   238
      2963                   WEED                                                         CA                                  96094                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             6/1/2021                                   180                                   178
      2964                   PORT ORCHARD                                                 WA                                  98366                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             6/1/2026                                   240                                   238
      2965                   BRENTWOOD                                                    CA                                  94513                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                           12/31/2030                                   300                                   292
      2966                   SANDY                                                        OR                                  97055                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                             6/1/2031                                   300                                   298
      2967                   FAIRFIELD                                                    CA                                  94534                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            2/22/2031                                   300                                   294
      2968                   GRANTS PASS                                                  OR                                  97526                  Single Family                                                    3                              0.5                                0                           0.0195                                2.4805                             6/1/2026                                   240                                   238
      2969                   MOLALLA                                                      OR                                  97038                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             6/1/2021                                   180                                   178
      2970                   SACRAMENTO                                                   CA                                  95834                  PUD                                                         14.125                              0.5                                0                           0.0195                               13.6055                           12/27/2030                                   300                                   292
      2971                   PACIFIC CITY                                                 OR                                  97135                  PUD                                                          8.625                              0.5                                0                           0.0195                                8.1055                             6/1/2031                                   300                                   298
      2972                   MIRA LOMA                                                    CA                                  91752                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            1/27/2031                                   300                                   293
      2973                   GOLD HILL                                                    OR                                  97525                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             6/1/2026                                   240                                   238
      2974                   RICHMOND                                                     CA                                  94806                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            1/27/2031                                   300                                   293
      2975                   EUGENE                                                       OR                                  97401                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                             6/1/2026                                   240                                   238
      2976                   VALLEJO                                                      CA                                  94591                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            1/27/2031                                   300                                   293
      2977                   NORTH HIGHLANDS                                              CA                                  95660                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            2/13/2031                                   300                                   294
      2978                   ELK GROVE                                                    CA                                  95758                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                             2/2/2031                                   300                                   294
      2979                   ANTIOCH                                                      CA                                  94531                  Condominium                                                     10                              0.5                                0                           0.0195                                9.4805                             2/2/2031                                   300                                   294
      2980                   VISALIA                                                      CA                                  93277                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                             2/2/2031                                   300                                   294
      2981                   OAKLAND                                                      CA                                  94601                  2-4 Family                                                    12.5                              0.5                                0                           0.0195                               11.9805                             2/7/2031                                   300                                   294
      2982                   LONG BEACH                                                   CA                                  90804                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             2/8/2031                                   300                                   294
      2983                   LA QUINTA                                                    CA                                  92253                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            2/15/2031                                   300                                   294
      2984                   RIALTO                                                       CA                                  92376                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
      2985                   CHULA VISTA                                                  CA                                  91913                  PUD                                                        11.3375                              0.5                                0                           0.0195                                10.818                             2/3/2031                                   300                                   294
      2986                   RIALTO                                                       CA                                  92376                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            2/16/2031                                   300                                   294
      2987                   LOS ANGELES                                                  CA                                  90044                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                             2/6/2031                                   300                                   294
      2988                   SAN FRANCISCO                                                CA                                  94124                  2-4 Family                                                   12.75                              0.5                                0                           0.0195                               12.2305                             2/1/2031                                   300                                   294
      2989                   BAY POINT                                                    CA                                  94509                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                            2/23/2031                                   300                                   294
      2990                   HAYWARD                                                      CA                                  94541                  Single Family                                               12.125                              0.5                                0                           0.0195                               11.6055                             2/7/2031                                   300                                   294
      2991                   LOS BANOS                                                    CA                                  93635                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            2/21/2031                                   300                                   294
      2992                   GLENDORA                                                     CA                                  91740                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            5/20/2031                                   300                                   297
      2993                   CANYON COUNTRY                                               CA                                  91387                  PUD                                                          16.25                              0.5                                0                           0.0195                               15.7305                            5/20/2031                                   300                                   297
      2994                   GRAYSON                                                      GA                                  30017                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      2995                   MIRA LOMA                                                    CA                                  91752                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            5/20/2031                                   300                                   297
      2996                   LANHAM                                                       MD                                  20706                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            5/20/2031                                   300                                   297
      2997                   MANASSAS                                                     VA                                  20109                  Condominium                                                     13                              0.5                                0                           0.0195                               12.4805                            5/20/2031                                   300                                   297
      2998                   STERLING                                                     VA                                  20166                  PUD                                                          15.25                              0.5                                0                           0.0195                               14.7305                            5/20/2031                                   300                                   297
      2999                   LOS ANGELES                                                  CA                                  90016                  2-4 Family                                                      16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      3000                   ANNANDALE                                                    VA                                  22003                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            5/20/2031                                   300                                   297
      3001                   SUWANEE                                                      GA                                  30024                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                            5/20/2031                                   300                                   297
      3002                   WEST HILLS                                                   CA                                  91307                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             2/1/2031                                   300                                   294
      3003                   FRANKFORT                                                    IL                                  60423                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                             2/1/2031                                   300                                   294
      3004                   CINCINNATI                                                   OH                                  45236                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             3/1/2031                                   300                                   295
      3005                   CENTENNIAL                                                   CO                                  80112                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             2/1/2031                                   300                                   294
      3006                   PEARL CITY                                                   HI                                  96782                  Condominium                                                     10                              0.5                                0                           0.0195                                9.4805                             3/1/2031                                   300                                   295
      3007                   BANNING                                                      CA                                  92220                  PUD                                                           8.25                              0.5                                0                           0.0195                                7.7305                             4/1/2031                                   300                                   296
      3008                   LAS VEGAS                                                    NV                                  89113                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                            12/1/2030                                   300                                   292
      3009                   KANSAS CITY                                                  MO                                  64119                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                             4/1/2031                                   300                                   296
      3010                   ANTHEM                                                       AZ                                  85086                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                             1/1/2031                                   300                                   293
      3011                   TUCSON                                                       AZ                                  85750                  Single Family                                                7.375                              0.5                                0                           0.0195                                6.8555                             3/1/2031                                   300                                   295
      3012                   MIDDLETOWN                                                   NY                                  10940                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                             5/1/2031                                   300                                   297
      3013                   (SAUGUS AREA) LOS ANGELES                                    CA                                  91350                  PUD                                                          9.125                              0.5                                0                           0.0195                                8.6055                             4/1/2031                                   300                                   296
      3014                   SCOTTSDALE                                                   AZ                                  85255                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                             3/1/2031                                   300                                   295
      3015                   LOS ANGELES                                                  CA                                  90036                  Condominium                                                  9.375                              0.5                                0                           0.0195                                8.8555                             4/1/2031                                   300                                   296
      3016                   PHOENIX                                                      AZ                                  85021                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                             3/1/2031                                   300                                   295
      3017                   SANTA CLARITA                                                CA                                  91390                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3018                   STOCKTON                                                     CA                                  95219                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             1/1/2031                                   300                                   293
      3019                   (PANORAMA CITY AREA) LOS                                     CA                                  91402                  Single Family                                               12.125                              0.5                                0                           0.0195                               11.6055                             5/1/2031                                   300                                   297
      3020                   SAN MATEO                                                    CA                                  94404                  Condominium                                                      9                              0.5                                0                           0.0195                                8.4805                             4/1/2031                                   300                                   296
      3021                   DANVILLE                                                     CA                                  94506                  PUD                                                         13.625                              0.5                                0                           0.0195                               13.1055                             1/1/2031                                   300                                   293
      3022                   DUBLIN                                                       CA                                  94568                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                             1/1/2031                                   300                                   293
      3023                   ENCINITAS                                                    CA                                  92024                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                             5/1/2031                                   300                                   297
      3024                   GARDEN GROVE                                                 CA                                  92843                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                             2/1/2031                                   300                                   294
      3025                   VACAVILLE                                                    CA                                  95688                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             3/1/2031                                   300                                   295
      3026                   HAYWARD                                                      CA                                  94544                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                             3/1/2031                                   300                                   295
      3027                   HENDERSON                                                    NV                                  89074                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                             4/1/2031                                   300                                   296
      3028                   SANTA FE                                                     NM                                  87501                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                             1/1/2031                                   300                                   293
      3029                   (RESEDA AREA) LOS ANGELES                                    CA                                  91335                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                             5/1/2031                                   300                                   297
      3030                   DENVER                                                       CO                                  80205                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             3/1/2031                                   300                                   295
      3031                   PORT CHARLOTTE                                               FL                                  33948                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                             2/1/2031                                   300                                   294
      3032                   (SHERMAN OAKS AREA) LOS A                                    CA                                  91423                  Condominium                                                 12.625                              0.5                                0                           0.0195                               12.1055                             4/1/2031                                   300                                   296
      3033                   PHOENIX                                                      AZ                                  85022                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            4/15/2031                                   300                                   296
      3034                   MARIPOSA                                                     CA                                  95338                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                           12/31/2030                                   300                                   292
      3035                   LOS ANGELES                                                  CA                                  90046                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            6/15/2031                                   300                                   298
      3036                   NICEVILLE                                                    FL                                  32578                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                            2/27/2031                                   300                                   294
      3037                   TAMARAC                                                      FL                                  33321                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                             3/2/2031                                   300                                   295
      3038                   ARCADIA                                                      CA                                  91006                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             3/1/2031                                   300                                   295
      3039                   JARRETTSVILLE                                                MD                                  21084                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            1/15/2036                                   360                                   353
      3040                   BEAVERTON                                                    OR                                  97008                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             6/1/2021                                   180                                   178
      3041                   MORENO VALLEY                                                CA                                  92557                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             1/1/2036                                   360                                   353
      3042                   FOLSOM                                                       CA                                  95630                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             6/1/2026                                   240                                   238
      3043                   NORTH LAUDERDALE                                             FL                                  33068                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/15/2036                                   360                                   353
      3044                   HARMONY                                                      FL                                  34773                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            1/15/2036                                   360                                   353
      3045                   REDMOND                                                      OR                                  97756                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             6/1/2026                                   240                                   238
      3046                   FOREST HILL                                                  MD                                  21050                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            4/15/2036                                   360                                   356
      3047                   CENTRAL POINT                                                OR                                  97502                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                             5/1/2031                                   300                                   297
      3048                   RIVERSIDE                                                    CA                                  92506                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             1/1/2036                                   360                                   353
      3049                   CHICO                                                        CA                                  95973                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             3/1/2031                                   300                                   295
      3050                   MURRIETA                                                     CA                                  92562                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             2/1/2031                                   300                                   294
      3051                   SUN VALLEY                                                   CA                                  91352                  2-4 Family                                                      12                              0.5                                0                           0.0195                               11.4805                            5/15/2031                                   300                                   297
      3052                   LA JOLLA                                                     CA                                  92037                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      3053                   MORENO VALLEY                                                CA                                  92555                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             3/1/2031                                   300                                   295
      3054                   COVINA                                                       CA                                  91723                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             1/1/2031                                   300                                   293
      3055                   HESPERIA                                                     CA                                  92345                  2-4 Family                                                   10.25                              0.5                                0                           0.0195                                9.7305                             3/1/2031                                   300                                   295
      3056                   LAS VEGAS                                                    NV                                  89109                  Hi-Rise Condo                                                11.75                              0.5                                0                           0.0195                               11.2305                             1/1/2031                                   300                                   293
      3057                   LAS VEGAS                                                    NV                                  89109                  Hi-Rise Condo                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      3058                   LAS VEGAS                                                    NV                                  89109                  Hi-Rise Condo                                                11.25                              0.5                                0                           0.0195                               10.7305                            12/1/2030                                   300                                   292
      3059                   YORBA LINDA                                                  CA                                  92886                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            5/15/2031                                   300                                   297
      3060                   PEORIA                                                       AZ                                  85381                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             3/1/2031                                   300                                   295
      3061                   NORTHFIELD                                                   IL                                  60093                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                           12/31/2025                                   240                                   232
      3062                   SUWANEE                                                      GA                                  30024                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             5/1/2031                                   300                                   297
      3063                   SPRINGFIELD                                                  VA                                  22150                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      3064                   WOODSTOCK                                                    GA                                  30188                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      3065                   ORLANDO                                                      FL                                  32825                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                             1/1/2036                                   360                                   353
      3066                   VISALIA                                                      CA                                  93291                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             4/1/2021                                   180                                   176
      3067                   BIRMINGHAM                                                   MI                                  48009                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             2/1/2036                                   360                                   354
      3068                   HILLSBORO                                                    OR                                  97123                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            12/1/2020                                   180                                   172
      3069                   FLORISSANT                                                   MO                                  63034                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            1/15/2036                                   360                                   353
      3070                   TORRANCE                                                     CA                                  90503                  Condominium                                                   13.5                              0.5                                0                           0.0195                               12.9805                             5/1/2031                                   300                                   297
      3071                   LOS GATOS                                                    CA                                  95032                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            6/15/2031                                   300                                   298
      3072                   SANTA BARBARA                                                CA                                  93101                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            6/15/2031                                   300                                   298
      3073                   ALEXANDRIA                                                   VA                                  22308                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                            6/15/2031                                   300                                   298
      3074                   SAN JACINTO                                                  CA                                  92583                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      3075                   LAS VEGAS                                                    NV                                  89108                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             5/1/2031                                   300                                   297
      3076                   CONCORD                                                      CA                                  94521                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      3077                   SANTA ANA                                                    CA                                  92706                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             5/1/2031                                   300                                   297
      3078                   PALM SPRINGS                                                 CA                                  92262                  Condominium                                                  10.25                              0.5                                0                           0.0195                                9.7305                             5/1/2031                                   300                                   297
      3079                   PALM SPRINGS                                                 CA                                  92262                  Condominium                                                     10                              0.5                                0                           0.0195                                9.4805                             5/1/2031                                   300                                   297
      3080                   LAKE ELSINORE                                                CA                                  92530                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                             5/1/2031                                   300                                   297
      3081                   MILILANI                                                     HI                                  96789                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                             5/1/2031                                   300                                   297
      3082                   TRIANGLE                                                     VA                                  22172                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                            6/20/2031                                   300                                   298
      3083                   LOS ANGELES                                                  CA                                  90003                  2-4 Family                                                   16.25                              0.5                                0                           0.0195                               15.7305                            6/20/2031                                   300                                   298
      3084                   WOODBRIDGE                                                   VA                                  22191                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            6/20/2031                                   300                                   298
      3085                   MORENO VALLEY                                                CA                                  92555                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            6/20/2031                                   300                                   298
      3086                   ATLANTA                                                      GA                                  30349                  PUD                                                             15                              0.5                                0                           0.0195                               14.4805                            6/20/2031                                   300                                   298
      3087                   EL CAJON                                                     CA                                  92021                  Single Family                                                15.25                              0.5                                0                           0.0195                               14.7305                            6/20/2031                                   300                                   298
      3088                   FALLS CHURCH                                                 VA                                  22046                  Condominium                                                   13.5                              0.5                                0                           0.0195                               12.9805                            6/20/2031                                   300                                   298
      3089                   CARSON                                                       CA                                  90745                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      3090                   LOS ANGELES                                                  CA                                  90059                  2-4 Family                                                   12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      3091                   FREDERICK                                                    MD                                  21702                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3092                   ALEXANDRIA                                                   VA                                  22309                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                            6/20/2031                                   300                                   298
      3093                   FREDERICKSBURG                                               VA                                  22408                  PUD                                                          15.25                              0.5                                0                           0.0195                               14.7305                            5/20/2031                                   300                                   297
      3094                   FAIRFAX                                                      VA                                  22031                  Condominium                                                  14.25                              0.5                                0                           0.0195                               13.7305                            6/20/2031                                   300                                   298
      3095                   LOS ANGELES                                                  CA                                  90022                  2-4 Family                                                      13                              0.5                                0                           0.0195                               12.4805                            6/20/2031                                   300                                   298
      3096                   ALEXANDRIA                                                   VA                                  22302                  Hi-Rise Condo                                                   18                              0.5                                0                           0.0195                               17.4805                            6/20/2031                                   300                                   298
      3097                   BAKERSFIELD                                                  CA                                  93304                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            6/20/2031                                   300                                   298
      3098                   CORONA                                                       CA                                  92880                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            6/20/2031                                   300                                   298
      3099                   ONTARIO                                                      CA                                  91762                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      3100                   SAN BERNARDINO                                               CA                                  92411                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      3101                   ANNANDALE                                                    VA                                  22003                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                            6/20/2031                                   300                                   298
      3102                   HERNDON                                                      VA                                  20170                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                            6/20/2031                                   300                                   298
      3103                   LAWRENCEVILLE                                                GA                                  30043                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      3104                   VIENNA                                                       VA                                  22180                  Single Family                                                 14.5                              0.5                                0                           0.0195                               13.9805                            6/20/2031                                   300                                   298
      3105                   SANTA ANA                                                    CA                                  92704                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      3106                   LOS ANGELES                                                  CA                                  90222                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            6/20/2031                                   300                                   298
      3107                   STERLING                                                     VA                                  20164                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                            6/20/2031                                   300                                   298
      3108                   ANNANDALE                                                    VA                                  22003                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      3109                   HERNDON                                                      VA                                  20170                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            6/20/2031                                   300                                   298
      3110                   WOODBRIDGE                                                   VA                                  22192                  Townhouse                                                     15.5                              0.5                                0                           0.0195                               14.9805                            6/20/2031                                   300                                   298
      3111                   MC LEAN                                                      VA                                  22102                  Condominium                                                     16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      3112                   LOS ANGELES                                                  CA                                  90020                  Condominium                                                   15.5                              0.5                                0                           0.0195                               14.9805                            6/20/2031                                   300                                   298
      3113                   WOODBRIDGE                                                   VA                                  22191                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                            6/20/2031                                   300                                   298
      3114                   FAIRFAX                                                      VA                                  22032                  Townhouse                                                    14.75                              0.5                                0                           0.0195                               14.2305                            6/20/2031                                   300                                   298
      3115                   STERLING                                                     VA                                  20164                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      3116                   CARSON                                                       CA                                  90745                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            6/20/2031                                   300                                   298
      3117                   LOS ANGELES                                                  CA                                  90005                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      3118                   SPRINGFIELD                                                  VA                                  22153                  Townhouse                                                     12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3119                   ARLINGTON                                                    VA                                  22204                  Condominium                                                     15                              0.5                                0                           0.0195                               14.4805                            6/20/2031                                   300                                   298
      3120                   ARLINGTON                                                    VA                                  22204                  Condominium                                                     15                              0.5                                0                           0.0195                               14.4805                            6/20/2031                                   300                                   298
      3121                   WARRENTON                                                    VA                                  20186                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                            5/20/2031                                   300                                   297
      3122                   MANASSAS                                                     VA                                  20109                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            6/20/2031                                   300                                   298
      3123                   PHOENIX                                                      AZ                                  85043                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                            6/20/2031                                   300                                   298
      3124                   WOODBRIDGE                                                   VA                                  22191                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                            6/20/2031                                   300                                   298
      3125                   MANASSAS                                                     VA                                  20111                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            6/20/2031                                   300                                   298
      3126                   WOODBRIDGE                                                   VA                                  22191                  Townhouse                                                    15.25                              0.5                                0                           0.0195                               14.7305                            6/20/2031                                   300                                   298
      3127                   BURKE                                                        VA                                  22015                  Townhouse                                                       14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      3128                   ATLANTA                                                      GA                                  30305                  Hi-Rise Condo                                                   16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      3129                   CULPEPER                                                     VA                                  22701                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3130                   GAITHERSBURG                                                 MD                                  20877                  Townhouse                                                    12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      3131                   RIVERDALE                                                    GA                                  30274                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3132                   NEWMAN                                                       GA                                  30265                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3133                   VANCOUVER                                                    WA                                  98661                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2026                                   240                                   236
      3134                   PORTLAND                                                     OR                                  97214                  2-4 Family                                                    12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2021                                   180                                   176
      3135                   VANCOUVER                                                    WA                                  98661                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             4/1/2026                                   240                                   236
      3136                   WEST LINN                                                    OR                                  97068                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2026                                   240                                   237
      3137                   PHELAN                                                       CA                                  92371                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3138                   FREDERICKSBURG                                               VA                                  22408                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3139                   SUTHERLIN                                                    OR                                  97479                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                             4/1/2026                                   240                                   236
      3140                   LAWRENCEVILLE                                                GA                                  30044                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3141                   SHINGLETOWN                                                  CA                                  96088                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             4/1/2021                                   180                                   176
      3142                   FAIRFAX                                                      VA                                  22033                  Townhouse                                                       14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      3143                   ALBANY                                                       OR                                  97321                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                             5/1/2031                                   300                                   297
      3144                   CENTREVILLE                                                  VA                                  20120                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                            6/20/2031                                   300                                   298
      3145                   BOSTON                                                       MA                                   2128                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             4/1/2021                                   180                                   176
      3146                   ATLANTA                                                      GA                                  30315                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            6/20/2031                                   300                                   298
      3147                   PALM SPRINGS                                                 CA                                  92262                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                             5/1/2021                                   180                                   177
      3148                   PHOENIX                                                      AZ                                  85017                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      3149                   LAKE ELSINORE                                                CA                                  92532                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             5/1/2031                                   300                                   297
      3150                   STEPHENS CITY                                                VA                                  22655                  Single Family                                                16.75                              0.5                                0                           0.0195                               16.2305                             5/1/2031                                   300                                   297
      3151                   LEESBURG                                                     VA                                  20176                  Condominium                                                  16.25                              0.5                                0                           0.0195                               15.7305                             5/1/2031                                   300                                   297
      3152                   ACWORTH                                                      GA                                  30102                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             5/1/2031                                   300                                   297
      3153                   FAIRFAX                                                      VA                                  22033                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                             5/1/2031                                   300                                   297
      3154                   CENTREVILLE                                                  VA                                  20120                  Townhouse                                                       14                              0.5                                0                           0.0195                               13.4805                             5/1/2031                                   300                                   297
      3155                   MURRIETA                                                     CA                                  92562                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             5/1/2031                                   300                                   297
      3156                   MUKILTEO                                                     WA                                  98275                  PUD                                                          17.25                              0.5                                0                           0.0195                               16.7305                             5/1/2031                                   300                                   297
      3157                   ROSEMEAD                                                     CA                                  91768                  2-4 Family                                                       8                              0.5                                0                           0.0195                                7.4805                            7/20/2031                                   300                                   299
      3158                   BURKE                                                        VA                                  22015                  Townhouse                                                       15                              0.5                                0                           0.0195                               14.4805                             5/1/2031                                   300                                   297
      3159                   ALEXANDRIA                                                   VA                                  22311                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             5/1/2031                                   300                                   297
      3160                   LAWRENCEVILLE                                                GA                                  30044                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      3161                   LAWRENCEVILLE                                                GA                                  30043                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             5/1/2031                                   300                                   297
      3162                   FAIRFAX                                                      VA                                  22033                  Townhouse                                                     12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      3163                   ATLANTA                                                      GA                                  30312                  Condominium                                                  14.75                              0.5                                0                           0.0195                               14.2305                             5/1/2031                                   300                                   297
      3164                   BURKE                                                        VA                                  22015                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             5/1/2031                                   300                                   297
      3165                   CENTREVILLE                                                  VA                                  20121                  Townhouse                                                       16                              0.5                                0                           0.0195                               15.4805                             5/1/2031                                   300                                   297
      3166                   SUWANEE                                                      GA                                  30024                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                             5/1/2031                                   300                                   297
      3167                   DULUTH                                                       GA                                  30096                  PUD                                                             15                              0.5                                0                           0.0195                               14.4805                             5/1/2031                                   300                                   297
      3168                   ALEXANDRIA                                                   VA                                  22315                  Townhouse                                                       14                              0.5                                0                           0.0195                               13.4805                             5/1/2031                                   300                                   297
      3169                   CORONA                                                       CA                                  92883                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                             5/1/2031                                   300                                   297
      3170                   MANASSAS PARK                                                VA                                  20111                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                             5/1/2031                                   300                                   297
      3171                   MIDWAY CITY                                                  CA                                  92655                  Condominium                                                     15                              0.5                                0                           0.0195                               14.4805                             5/1/2031                                   300                                   297
      3172                   LOS ANGELES                                                  CA                                  90018                  2-4 Family                                                   13.75                              0.5                                0                           0.0195                               13.2305                             5/1/2031                                   300                                   297
      3173                   FONTANA                                                      CA                                  92336                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                             5/1/2031                                   300                                   297
      3174                   NORCROSS                                                     GA                                  30093                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                             5/1/2031                                   300                                   297
      3175                   HUNTINGTON BEACH                                             CA                                  92647                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                             5/1/2031                                   300                                   297
      3176                   RANCHO CUCAMONGA                                             CA                                  91737                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                             5/1/2031                                   300                                   297
      3177                   GLENDALE                                                     CA                                  91205                  2-4 Family                                                      16                              0.5                                0                           0.0195                               15.4805                             5/1/2031                                   300                                   297
      3178                   LA HABRA                                                     CA                                  90631                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                             5/1/2031                                   300                                   297
      3179                   ASHBURN                                                      VA                                  20148                  PUD                                                          15.25                              0.5                                0                           0.0195                               14.7305                             5/1/2031                                   300                                   297
      3180                   WALNUT                                                       CA                                  91789                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                             5/1/2031                                   300                                   297
      3181                   LOS ANGELES                                                  CA                                  90003                  2-4 Family                                                   15.25                              0.5                                0                           0.0195                               14.7305                             5/1/2031                                   300                                   297
      3182                   PINON HILLS                                                  CA                                  92372                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             5/1/2031                                   300                                   297
      3183                   DUMFRIES                                                     VA                                  22026                  PUD                                                          15.25                              0.5                                0                           0.0195                               14.7305                             5/1/2031                                   300                                   297
      3184                   STEVENSON RANCH                                              CA                                  91381                  Condominium                                                   14.5                              0.5                                0                           0.0195                               13.9805                             5/1/2031                                   300                                   297
      3185                   FULLERTON                                                    CA                                  92833                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                             5/1/2031                                   300                                   297
      3186                   CENTREVILLE                                                  VA                                  20120                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             5/1/2031                                   300                                   297
      3187                   LOS ANGELES                                                  CA                                  90006                  2-4 Family                                                   13.75                              0.5                                0                           0.0195                               13.2305                             5/1/2031                                   300                                   297
      3188                   HERNDON                                                      VA                                  20170                  PUD                                                             16                              0.5                                0                           0.0195                               15.4805                             5/1/2031                                   300                                   297
      3189                   LORTON                                                       VA                                  22079                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             5/1/2031                                   300                                   297
      3190                   SPRINGFIELD                                                  VA                                  22153                  PUD                                                             16                              0.5                                0                           0.0195                               15.4805                             5/1/2031                                   300                                   297
      3191                   ELLICOTT CITY                                                MD                                  21043                  Townhouse                                                    15.25                              0.5                                0                           0.0195                               14.7305                             5/1/2031                                   300                                   297
      3192                   HAYMARKET                                                    VA                                  20169                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                             5/1/2031                                   300                                   297
      3193                   RIVERDALE                                                    MD                                  20737                  Single Family                                                 16.5                              0.5                                0                           0.0195                               15.9805                             5/1/2031                                   300                                   297
      3194                   ALPHARETTA                                                   GA                                  30022                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      3195                   STEVENSON RANCH                                              CA                                  91381                  Condominium                                                  16.75                              0.5                                0                           0.0195                               16.2305                             5/1/2031                                   300                                   297
      3196                   LAS VEGAS                                                    NV                                  89118                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             5/1/2031                                   300                                   297
      3197                   NORTH POTOMAC                                                MD                                  20878                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                             5/1/2031                                   300                                   297
      3198                   GERMANTOWN                                                   MD                                  20874                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             5/1/2031                                   300                                   297
      3199                   LEESBURG                                                     VA                                  20176                  Condominium                                                  15.75                              0.5                                0                           0.0195                               15.2305                             5/1/2031                                   300                                   297
      3200                   LOS ANGELES                                                  CA                                  90044                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                             5/1/2031                                   300                                   297
      3201                   ALEXANDRIA                                                   VA                                  22310                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      3202                   SANTA CLARITA                                                CA                                  91350                  Condominium                                                     13                              0.5                                0                           0.0195                               12.4805                             5/1/2031                                   300                                   297
      3203                   ARLINGTON                                                    VA                                  22204                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                             5/1/2031                                   300                                   297
      3204                   PURCELLVILLE                                                 VA                                  20132                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      3205                   NEWMAN                                                       CA                                  95360                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                             5/1/2031                                   300                                   297
      3206                   WOODBRIDGE                                                   VA                                  22191                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      3207                   WOODBRIDGE                                                   VA                                  22192                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                             5/1/2031                                   300                                   297
      3208                   CENTREVILLE                                                  VA                                  20120                  PUD                                                          15.75                              0.5                                0                           0.0195                               15.2305                             5/1/2031                                   300                                   297
      3209                   ATLANTA                                                      GA                                  30312                  Condominium                                                     15                              0.5                                0                           0.0195                               14.4805                             5/1/2031                                   300                                   297
      3210                   SAN BERNARDINO                                               CA                                  92411                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            4/15/2031                                   300                                   296
      3211                   PALMDALE                                                     CA                                  93551                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             4/1/2031                                   300                                   296
      3212                   GOLD CANYON                                                  AZ                                  85218                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                            4/15/2031                                   300                                   296
      3213                   LOS ANGELES                                                  CA                                  90039                  2-4 Family                                                    9.25                              0.5                                0                           0.0195                                8.7305                            4/15/2031                                   300                                   296
      3214                   LOS ANGELES                                                  CA                                  90068                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             4/1/2031                                   300                                   296
      3215                   REDLANDS                                                     CA                                  92374                  Single Family                                               13.125                              0.5                                0                           0.0195                               12.6055                             5/1/2031                                   300                                   297
      3216                   PALM SPRINGS                                                 CA                                  92262                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                             5/1/2031                                   300                                   297
      3217                   PHOENIX                                                      AZ                                  85048                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                            4/15/2031                                   300                                   296
      3218                   (SYLMAR AREA) LOS ANGELES                                    CA                                  91342                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             5/1/2031                                   300                                   297
      3219                   ELK GROVE                                                    CA                                  95757                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             4/1/2031                                   300                                   296
      3220                   LOS ANGELES                                                  CA                                  91604                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                             4/1/2031                                   300                                   296
      3221                   (WINNETKA AREA) LOS ANGEL                                    CA                                  91306                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            4/15/2031                                   300                                   296
      3222                   (NORTHRIDGE AREA) LOS ANG                                    CA                                  91325                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                             5/1/2031                                   300                                   297
      3223                   LOS ANGELES                                                  CA                                  90039                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                             4/1/2031                                   300                                   296
      3224                   CHANDLER                                                     AZ                                  85249                  PUD                                                         11.125                              0.5                                0                           0.0195                               10.6055                            4/15/2031                                   300                                   296
      3225                   SANTA CLARITA                                                CA                                  91355                  PUD                                                          8.625                              0.5                                0                           0.0195                                8.1055                             5/1/2031                                   300                                   297
      3226                   SANTA BARBARA                                                CA                                  93110                  Condominium                                                  9.125                              0.5                                0                           0.0195                                8.6055                             4/1/2031                                   300                                   296
      3227                   (CALABASAS AREA) LOS ANGE                                    CA                                  91302                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      3228                   PALMDALE                                                     CA                                  93551                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             5/1/2031                                   300                                   297
      3229                   SHELDON                                                      SC                                  29941                  PUD                                                         11.375                              0.5                                0                           0.0195                               10.8555                             5/1/2031                                   300                                   297
      3230                   (VALENCIA AREA) SANTA CLA                                    CA                                  91355                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             4/1/2031                                   300                                   296
      3231                   SANTA CLARITA                                                CA                                  91355                  Condominium                                                  10.75                              0.5                                0                           0.0195                               10.2305                            4/15/2031                                   300                                   296
      3232                   RICHLAND                                                     MI                                  49083                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             5/1/2031                                   300                                   297
      3233                   MALIBU                                                       CA                                  90265                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                             5/1/2031                                   300                                   297
      3234                   SPOKANE                                                      WA                                  99217                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                             5/1/2031                                   300                                   297
      3235                   LOS ANGELES                                                  CA                                  90019                  2-4 Family                                                  12.125                              0.5                                0                           0.0195                               11.6055                             5/1/2031                                   300                                   297
      3236                   NORTH HIGHLANDS                                              CA                                  95660                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             4/1/2021                                   180                                   176
      3237                   CHULA VISTA                                                  CA                                  91910                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             5/1/2021                                   180                                   177
      3238                   YUCAIPA                                                      CA                                  92399                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             5/1/2021                                   180                                   177
      3239                   UNION CITY                                                   CA                                  94587                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2021                                   180                                   176
      3240                   SPRING VALLEY                                                CA                                  91977                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             4/1/2021                                   180                                   176
      3241                   CHULA VISTA                                                  CA                                  91915                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             4/1/2021                                   180                                   176
      3242                   WAIPAHU                                                      HI                                  96797                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3243                   MERCED                                                       CA                                  95340                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             5/1/2021                                   180                                   177
      3244                   SAN DIEGO                                                    CA                                  92127                  Condominium                                                 10.875                              0.5                                0                           0.0195                               10.3555                             5/1/2021                                   180                                   177
      3245                   LA MIRADA                                                    CA                                  90638                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                             5/1/2031                                   300                                   297
      3246                   ALHAMBRA                                                     CA                                  91803                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2021                                   180                                   177
      3247                   MORENO VALLEY                                                CA                                  92553                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             4/1/2031                                   300                                   296
      3248                   ORANGE                                                       CA                                  92869                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2021                                   180                                   176
      3249                   TUSTIN                                                       CA                                  92782                  Condominium                                                   13.5                              0.5                                0                           0.0195                               12.9805                             4/1/2021                                   180                                   176
      3250                   TORRANCE AREA                                                CA                                  90502                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             5/1/2021                                   180                                   177
      3251                   ANTIOCH                                                      CA                                  94531                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                             5/1/2021                                   180                                   177
      3252                   ALBUQUERQUE                                                  NM                                  87112                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2021                                   180                                   176
      3253                   ALBUQUERQUE                                                  NM                                  87112                  Single Family                                               12.375                              0.5                                0                           0.0195                               11.8555                             4/1/2021                                   180                                   176
      3254                   CORRALES                                                     NM                                  87048                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             4/1/2021                                   180                                   176
      3255                   ALBUQUERQUE                                                  NM                                  87120                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             5/1/2021                                   180                                   177
      3256                   CHANDLER                                                     AZ                                  85249                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             4/1/2021                                   180                                   176
      3257                   MESA                                                         AZ                                  85208                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             5/1/2021                                   180                                   177
      3258                   YUBA CITY                                                    CA                                  95993                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             3/1/2031                                   300                                   295
      3259                   PORTLAND                                                     OR                                  97211                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                             3/1/2021                                   180                                   175
      3260                   WEST LINN                                                    OR                                  97068                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             4/1/2031                                   300                                   296
      3261                   PORTLAND                                                     OR                                  97212                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                             3/1/2031                                   300                                   295
      3262                   SPRINGFIELD                                                  VA                                  22153                  Townhouse                                                     11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2031                                   300                                   295
      3263                   ARLINGTON                                                    VA                                  22206                  Single Family                                                15.25                              0.5                                0                           0.0195                               14.7305                             5/1/2031                                   300                                   297
      3264                   CENTREVILLE                                                  VA                                  20121                  Townhouse                                                       16                              0.5                                0                           0.0195                               15.4805                             3/1/2031                                   300                                   295
      3265                   LOS ANGELES                                                  CA                                  90007                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             5/1/2031                                   300                                   297
      3266                   MONTEBELLO                                                   CA                                  90640                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                             5/1/2031                                   300                                   297
      3267                   SUWANEE                                                      GA                                  30024                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             3/1/2031                                   300                                   295
      3268                   STAFFORD                                                     VA                                  25544                  PUD                                                          17.25                              0.5                                0                           0.0195                               16.7305                             5/1/2031                                   300                                   297
      3269                   FULLERTON                                                    CA                                  92835                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                             5/1/2031                                   300                                   297
      3270                   WHITE MARSH                                                  MD                                  21162                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3271                   FREDERICKSBURG                                               VA                                  22405                  PUD                                                             16                              0.5                                0                           0.0195                               15.4805                             5/1/2031                                   300                                   297
      3272                   HYATTSVILLE                                                  MD                                  20783                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                             5/1/2031                                   300                                   297
      3273                   ESSEX                                                        MD                                  21221                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3274                   ANAHEIM                                                      CA                                  92805                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                             5/1/2031                                   300                                   297
      3275                   BURBANK                                                      CA                                  91504                  Condominium                                                  14.25                              0.5                                0                           0.0195                               13.7305                             5/1/2031                                   300                                   297
      3276                   WAUKESHA                                                     WI                                  53186                  Single Family                                               11.025                              0.5                                0                           0.0195                               10.5055                            7/25/2030                                   300                                   287
      3277                   COMMERCE CITY                                                CO                                  80022                  Single Family                                               10.275                              0.5                                0                           0.0195                                9.7555                             7/1/2030                                   300                                   287
      3278                   CORONA                                                       CA                                  92881                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                            7/20/2030                                   300                                   287
      3279                   LAS VEGAS                                                    NV                                  89128                  Condominium                                                 10.525                              0.5                                0                           0.0195                               10.0055                            7/19/2030                                   300                                   287
      3280                   SPRING VALLEY                                                CA                                  91977                  Single Family                                               10.275                              0.5                                0                           0.0195                                9.7555                             7/7/2030                                   300                                   287
      3281                   KIRKWOOD                                                     MO                                  63122                  Single Family                                                9.775                              0.5                                0                           0.0195                                9.2555                            7/13/2030                                   300                                   287
      3282                   SACRAMENTO                                                   CA                                  95831                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                            6/29/2030                                   300                                   286
      3283                   VIENNA                                                       VA                                  22181                  Single Family                                                  8.9                              0.5                                0                           0.0195                                8.3805                             7/1/2030                                   300                                   287
      3284                   HILLSBORO                                                    OR                                  97123                  Single Family                                               10.025                              0.5                                0                           0.0195                                9.5055                            7/11/2030                                   300                                   287
      3285                   MISSION VIEJO                                                CA                                  92691                  Single Family                                               10.025                              0.5                                0                           0.0195                                9.5055                            7/15/2030                                   300                                   287
      3286                   ANNADALE                                                     VA                                  22003                  Single Family                                                9.925                              0.5                                0                           0.0195                                9.4055                             8/1/2030                                   300                                   288
      3287                   SAN DIEGO                                                    CA                                  92122                  Condominium                                                 10.925                              0.5                                0                           0.0195                               10.4055                            7/12/2030                                   300                                   287
      3288                   COVINA                                                       CA                                  91722                  Condominium                                                 10.525                              0.5                                0                           0.0195                               10.0055                            7/21/2030                                   300                                   287
      3289                   BOTHELL                                                      WA                                  98011                  Condominium                                                 10.275                              0.5                                0                           0.0195                                9.7555                            7/20/2030                                   300                                   287
      3290                   FEDERAL WAY                                                  WA                                  98023                  Single Family                                               10.025                              0.5                                0                           0.0195                                9.5055                            7/15/2030                                   300                                   287
      3291                   FALLS CHURCH                                                 VA                                  22044                  Hi-Rise Condo                                                 10.4                              0.5                                0                           0.0195                                9.8805                            7/29/2030                                   300                                   287
      3292                   SACRAMENTO                                                   CA                                  95815                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                             7/1/2030                                   300                                   287
      3293                   LAKEBAY                                                      WA                                  98349                  Single Family                                                  9.3                              0.5                                0                           0.0195                                8.7805                            7/11/2030                                   300                                   287
      3294                   CHICO                                                        CA                                  95928                  Single Family                                                  9.9                              0.5                                0                           0.0195                                9.3805                             7/8/2030                                   300                                   287
      3295                   SCOTTSDALE                                                   AZ                                  85259                  Single Family                                               10.275                              0.5                                0                           0.0195                                9.7555                            7/20/2030                                   300                                   287
      3296                   MANHATTAN BEACH                                              CA                                  90266                  Condominium                                                 10.425                              0.5                                0                           0.0195                                9.9055                             8/1/2030                                   300                                   288
      3297                   TURLOCK                                                      CA                                  95382                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                            7/12/2030                                   300                                   287
      3298                   ONTARIO                                                      CA                                  91764                  Condominium                                                  10.15                              0.5                                0                           0.0195                                9.6305                             8/1/2030                                   300                                   288
      3299                   NOTTINGHAM                                                   NH                                   3290                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                             7/8/2030                                   300                                   287
      3300                   FREDERICK                                                    MD                                  21701                  Single Family                                                 9.95                              0.5                                0                           0.0195                                9.4305                            7/20/2030                                   300                                   287
      3301                   LOS ANGELES                                                  CA                                  90049                  Single Family                                                 9.95                              0.5                                0                           0.0195                                9.4305                             7/9/2030                                   300                                   287
      3302                   SAN DIEGO                                                    CA                                  92104                  Condominium                                                  10.05                              0.5                                0                           0.0195                                9.5305                            7/22/2030                                   300                                   287
      3303                   NEWCASTLE                                                    WA                                  98056                  Single Family                                               10.025                              0.5                                0                           0.0195                                9.5055                             7/6/2030                                   300                                   287
      3304                   GERMANTOWN                                                   MD                                  20874                  Single Family                                                 11.6                              0.5                                0                           0.0195                               11.0805                            7/27/2030                                   300                                   287
      3305                   POMPANO BEACH                                                FL                                  33076                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                             8/1/2030                                   300                                   288
      3306                   WOODBRIDGE                                                   VA                                  22192                  PUD                                                         10.775                              0.5                                0                           0.0195                               10.2555                            7/19/2030                                   300                                   287
      3307                   OXNARD                                                       CA                                  93030                  Single Family                                                9.025                              0.5                                0                           0.0195                                8.5055                             7/8/2030                                   300                                   287
      3308                   TEMECULA                                                     CA                                  92592                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                            7/20/2030                                   300                                   287
      3309                   LINCOLN                                                      CA                                  95648                  Single Family                                               10.275                              0.5                                0                           0.0195                                9.7555                             7/8/2030                                   300                                   287
      3310                   SACRAMENTO                                                   CA                                  95832                  Single Family                                                 9.65                              0.5                                0                           0.0195                                9.1305                             7/5/2030                                   300                                   287
      3311                   SKOKIE                                                       IL                                  60077                  Condominium                                                  11.15                              0.5                                0                           0.0195                               10.6305                            7/28/2030                                   300                                   287
      3312                   LAGUNA NIGUEL                                                CA                                  92677                  Single Family                                                8.775                              0.5                                0                           0.0195                                8.2555                             8/1/2030                                   300                                   288
      3313                   SHUTESBURY                                                   MA                                   1072                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                             8/1/2030                                   300                                   288
      3314                   AVONDALE                                                     CO                                  81022                  Single Family                                               10.025                              0.5                                0                           0.0195                                9.5055                             8/1/2030                                   300                                   288
      3315                   VIENNA                                                       VA                                  22182                  Single Family                                                  9.2                              0.5                                0                           0.0195                                8.6805                            7/14/2030                                   300                                   287
      3316                   VIENNA                                                       VA                                  22180                  Single Family                                                9.925                              0.5                                0                           0.0195                                9.4055                            8/26/2030                                   300                                   288
      3317                   PASO ROBLES                                                  CA                                  93446                  Single Family                                                10.55                              0.5                                0                           0.0195                               10.0305                            7/13/2030                                   300                                   287
      3318                   ARLINGTON                                                    VA                                  22201                  Hi-Rise Condo                                                9.775                              0.5                                0                           0.0195                                9.2555                            7/28/2030                                   300                                   287
      3319                   NEVADA CITY                                                  CA                                  95959                  Single Family                                                9.275                              0.5                                0                           0.0195                                8.7555                            7/15/2030                                   300                                   287
      3320                   PLUMAS LAKE                                                  CA                                  95961                  Single Family                                                 10.8                              0.5                                0                           0.0195                               10.2805                             7/5/2030                                   300                                   287
      3321                   OLATHE                                                       KS                                  66062                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            6/30/2030                                   300                                   286
      3322                   LAS VEGAS                                                    NV                                  89118                  Condominium                                                 10.775                              0.5                                0                           0.0195                               10.2555                            7/15/2030                                   300                                   287
      3323                   WEST COVINA                                                  CA                                  91792                  Single Family                                                 11.2                              0.5                                0                           0.0195                               10.6805                            7/18/2030                                   300                                   287
      3324                   CANBY                                                        OR                                  97013                  Single Family                                                 11.6                              0.5                                0                           0.0195                               11.0805                             7/5/2030                                   300                                   287
      3325                   FAIRFAX                                                      VA                                  22032                  Single Family                                                  8.9                              0.5                                0                           0.0195                                8.3805                            7/15/2030                                   300                                   287
      3326                   SURPRISE                                                     AZ                                  85374                  PUD                                                         10.025                              0.5                                0                           0.0195                                9.5055                            7/12/2030                                   300                                   287
      3327                   KIRKLAND                                                     WA                                  98034                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                             7/5/2030                                   300                                   287
      3328                   CONCORD                                                      CA                                  94520                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                            6/29/2030                                   300                                   286
      3329                   PARADISE                                                     CA                                  95969                  Single Family                                                  9.9                              0.5                                0                           0.0195                                9.3805                            7/19/2030                                   300                                   287
      3330                   WOODBRIDGE                                                   VA                                  22191                  Single Family                                               10.425                              0.5                                0                           0.0195                                9.9055                             7/1/2030                                   300                                   287
      3331                   SCOTTSDALE                                                   AZ                                  85258                  Condominium                                                  10.65                              0.5                                0                           0.0195                               10.1305                             7/8/2030                                   300                                   287
      3332                   SAN JOSE                                                     CA                                  95121                  Single Family                                                9.775                              0.5                                0                           0.0195                                9.2555                             7/6/2030                                   300                                   287
      3333                   SAN JACINTO                                                  CA                                  92582                  Single Family                                                9.775                              0.5                                0                           0.0195                                9.2555                             7/7/2030                                   300                                   287
      3334                   SANTA CLARITA                                                CA                                  91350                  Condominium                                                 11.325                              0.5                                0                           0.0195                               10.8055                             7/5/2030                                   300                                   287
      3335                   LOS ANGELES (WO                                              CA                                  91364                  Single Family                                                9.975                              0.5                                0                           0.0195                                9.4555                            7/11/2030                                   300                                   287
      3336                   CEDAR GLEN                                                   CA                                  92321                  Single Family                                                 10.9                              0.5                                0                           0.0195                               10.3805                            7/15/2030                                   300                                   287
      3337                   CARMICHAEL                                                   CA                                  95608                  Single Family                                               10.175                              0.5                                0                           0.0195                                9.6555                             7/5/2030                                   300                                   287
      3338                   MESA                                                         AZ                                  85201                  Single Family                                               11.225                              0.5                                0                           0.0195                               10.7055                             7/5/2030                                   300                                   287
      3339                   STREAMWOOD                                                   IL                                  60107                  Condominium                                                  11.15                              0.5                                0                           0.0195                               10.6305                            7/19/2030                                   300                                   287
      3340                   SPRINGFIELD                                                  VA                                  22152                  PUD                                                         10.825                              0.5                                0                           0.0195                               10.3055                            7/14/2030                                   300                                   287
      3341                   BEAVERTON                                                    OR                                  97005                  PUD                                                         10.775                              0.5                                0                           0.0195                               10.2555                            7/15/2030                                   300                                   287
      3342                   LAGUNA NIGUEL                                                CA                                  92677                  PUD                                                          9.425                              0.5                                0                           0.0195                                8.9055                             8/1/2030                                   300                                   288
      3343                   SAN JOSE                                                     CA                                  95138                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                             7/7/2030                                   300                                   287
      3344                   SAN DIEGO                                                    CA                                  92126                  Condominium                                                    9.9                              0.5                                0                           0.0195                                9.3805                            6/28/2030                                   300                                   286
      3345                   WOODLAND                                                     CA                                  95695                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                             7/8/2030                                   300                                   287
      3346                   FAIRFAX                                                      VA                                  22033                  PUD                                                          10.15                              0.5                                0                           0.0195                                9.6305                            7/15/2030                                   300                                   287
      3347                   ANNANDALE                                                    VA                                  22003                  Condominium                                                 11.225                              0.5                                0                           0.0195                               10.7055                            7/12/2030                                   300                                   287
      3348                   LEDYARD                                                      CT                                   6339                  Single Family                                                9.275                              0.5                                0                           0.0195                                8.7555                             8/1/2030                                   300                                   288
      3349                   SANTA CLARA                                                  CA                                  95051                  Condominium                                                  9.825                              0.5                                0                           0.0195                                9.3055                            6/22/2030                                   300                                   286
      3350                   SAN DIEGO                                                    CA                                  92116                  Condominium                                                 10.525                              0.5                                0                           0.0195                               10.0055                            7/14/2030                                   300                                   287
      3351                   LITTLETON                                                    CO                                  80128                  Condominium                                                 10.525                              0.5                                0                           0.0195                               10.0055                            7/21/2030                                   300                                   287
      3352                   RIVERVIEW                                                    FL                                  33569                  PUD                                                          10.65                              0.5                                0                           0.0195                               10.1305                             8/1/2030                                   300                                   288
      3353                   LOUISVILLE                                                   KY                                  40291                  Single Family                                               11.025                              0.5                                0                           0.0195                               10.5055                            7/15/2030                                   300                                   287
      3354                   HAWTHRONE                                                    CA                                  90250                  Single Family                                                 9.55                              0.5                                0                           0.0195                                9.0305                            7/14/2030                                   300                                   287
      3355                   ERVING                                                       MA                                   1344                  Single Family                                               11.175                              0.5                                0                           0.0195                               10.6555                            7/22/2030                                   300                                   287
      3356                   AZUSA                                                        CA                                  91702                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                            7/21/2030                                   300                                   287
      3357                   SPRING VALLEY                                                CA                                  91977                  Condominium                                                    9.9                              0.5                                0                           0.0195                                9.3805                            7/26/2030                                   300                                   287
      3358                   SACRAMENTO                                                   CA                                  95829                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                             7/6/2030                                   300                                   287
      3359                   HYATTSVILLE                                                  MD                                  20873                  Condominium                                                 10.775                              0.5                                0                           0.0195                               10.2555                            7/20/2030                                   300                                   287
      3360                   CHINO HILLS                                                  CA                                  91709                  PUD                                                           9.65                              0.5                                0                           0.0195                                9.1305                             8/1/2030                                   300                                   288
      3361                   NORTH HILLS                                                  CA                                  91343                  Single Family                                               10.275                              0.5                                0                           0.0195                                9.7555                             7/8/2030                                   300                                   287
      3362                   PATTERSON                                                    CA                                  95363                  Single Family                                                9.275                              0.5                                0                           0.0195                                8.7555                            7/20/2030                                   300                                   287
      3363                   SACRAMENTO                                                   CA                                  95823                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                             7/7/2030                                   300                                   287
      3364                   LAKEWOOD                                                     CA                                  90712                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                             8/1/2030                                   300                                   288
      3365                   OAKLAND                                                      CA                                  94612                  Hi-Rise Condo                                                 10.4                              0.5                                0                           0.0195                                9.8805                            7/13/2030                                   300                                   287
      3366                   PALM DESERT                                                  CA                                  92260                  PUD                                                          9.025                              0.5                                0                           0.0195                                8.5055                            7/20/2030                                   300                                   287
      3367                   SAN DIEGO                                                    CA                                  92139                  Condominium                                                   10.8                              0.5                                0                           0.0195                               10.2805                            6/30/2030                                   300                                   286
      3368                   IRVINE                                                       CA                                  92612                  Condominium                                                  9.025                              0.5                                0                           0.0195                                8.5055                             7/5/2030                                   300                                   287
      3369                   MOORPARK                                                     CA                                  93021                  Condominium                                                   10.4                              0.5                                0                           0.0195                                9.8805                            6/29/2030                                   300                                   286
      3370                   PALM DESERT                                                  CA                                  92260                  Single Family                                                  9.4                              0.5                                0                           0.0195                                8.8805                             8/1/2030                                   300                                   288
      3371                   SACRAMENTO                                                   CA                                  95823                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            7/22/2030                                   300                                   287
      3372                   TEMECULA                                                     CA                                  92592                  PUD                                                          9.425                              0.5                                0                           0.0195                                8.9055                            6/25/2030                                   300                                   286
      3373                   IRVINE                                                       CA                                  92606                  PUD                                                          9.025                              0.5                                0                           0.0195                                8.5055                             8/1/2030                                   300                                   288
      3374                   SANTA CLARITA (CANYON COU                                    CA                                  91387                  Condominium                                                   10.4                              0.5                                0                           0.0195                                9.8805                             7/5/2030                                   300                                   287
      3375                   HESPERIA                                                     CA                                  92345                  Single Family                                               11.325                              0.5                                0                           0.0195                               10.8055                            7/18/2030                                   300                                   287
      3376                   BOISE                                                        ID                                  83705                  Single Family                                               12.525                              0.5                                0                           0.0195                               12.0055                             7/7/2030                                   300                                   287
      3377                   SECAUCUS                                                     NJ                                   7094                  Condominium                                                   8.25                              0.5                                0                           0.0195                                7.7305                            7/22/2030                                   300                                   287
      3378                   SACRAMENTO                                                   CA                                  95829                  Single Family                                                9.425                              0.5                                0                           0.0195                                8.9055                             7/8/2030                                   300                                   287
      3379                   ALISO VIEJO                                                  CA                                  92656                  PUD                                                          10.95                              0.5                                0                           0.0195                               10.4305                             8/1/2030                                   300                                   288
      3380                   SUISUN CITY                                                  CA                                  94585                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                             7/5/2030                                   300                                   287
      3381                   RANCHO CORDOVA                                               CA                                  95670                  Single Family                                                 10.9                              0.5                                0                           0.0195                               10.3805                            7/15/2030                                   300                                   287
      3382                   LOS ANGELES (SY                                              CA                                  91342                  Single Family                                               10.275                              0.5                                0                           0.0195                                9.7555                             7/8/2030                                   300                                   287
      3383                   LITCHFIELD PARK                                              AZ                                  85340                  Single Family                                                9.575                              0.5                                0                           0.0195                                9.0555                             8/1/2030                                   300                                   288
      3384                   FOUNTAIN VALLEY                                              CA                                  92708                  Single Family                                               11.975                              0.5                                0                           0.0195                               11.4555                             8/1/2030                                   300                                   288
      3385                   PHOENIX                                                      AZ                                  85024                  Single Family                                                9.275                              0.5                                0                           0.0195                                8.7555                            7/14/2030                                   300                                   287
      3386                   SIMI VALLEY                                                  CA                                  93065                  Condominium                                                  10.15                              0.5                                0                           0.0195                                9.6305                            7/14/2030                                   300                                   287
      3387                   CENTREVILLE                                                  VA                                  20120                  Single Family                                               10.325                              0.5                                0                           0.0195                                9.8055                            7/27/2030                                   300                                   287
      3388                   BOULDER                                                      CO                                  80302                  Single Family                                                9.775                              0.5                                0                           0.0195                                9.2555                             8/1/2030                                   300                                   288
      3389                   LAS VEGAS                                                    NV                                  89123                  PUD                                                           9.65                              0.5                                0                           0.0195                                9.1305                            7/12/2030                                   300                                   287
      3390                   SACRAMENTO                                                   CA                                  95842                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                            7/12/2030                                   300                                   287
      3391                   LOS ANGELES (RESEDA AREA)                                    CA                                  91335                  Single Family                                                  9.9                              0.5                                0                           0.0195                                9.3805                            7/13/2030                                   300                                   287
      3392                   SPRINGFIELD                                                  VA                                  22152                  Single Family                                                 9.65                              0.5                                0                           0.0195                                9.1305                            7/14/2030                                   300                                   287
      3393                   MELBOURNE                                                    FL                                  32901                  Single Family                                               12.075                              0.5                                0                           0.0195                               11.5555                            7/26/2030                                   300                                   287
      3394                   LAS VEGAS                                                    NV                                  89123                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                             8/1/2030                                   300                                   288
      3395                   PHOENIX                                                      AZ                                  85019                  Single Family                                                  9.4                              0.5                                0                           0.0195                                8.8805                            7/14/2030                                   300                                   287
      3396                   MIAMI                                                        FL                                  33136                  Condominium                                                   10.4                              0.5                                0                           0.0195                                9.8805                            7/26/2030                                   300                                   287
      3397                   OXNARD                                                       CA                                  93035                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                            7/21/2030                                   300                                   287
      3398                   BOISE                                                        ID                                  83709                  PUD                                                         10.775                              0.5                                0                           0.0195                               10.2555                             7/7/2030                                   300                                   287
      3399                   WEST CHESTER                                                 PA                                  19380                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                            7/22/2030                                   300                                   287
      3400                   DANA POINT                                                   CA                                  92629                  Condominium                                                  9.275                              0.5                                0                           0.0195                                8.7555                            7/19/2030                                   300                                   287
      3401                   QUEEN CREEK                                                  AZ                                  85242                  PUD                                                            9.4                              0.5                                0                           0.0195                                8.8805                             8/1/2030                                   300                                   288
      3402                   FULLERTON                                                    CA                                  92832                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                             8/1/2030                                   300                                   288
      3403                   ESCONDIDO                                                    CA                                  92027                  Single Family                                                 11.6                              0.5                                0                           0.0195                               11.0805                            6/30/2030                                   300                                   286
      3404                   DES PLAINES                                                  IL                                  60016                  Condominium                                                   12.9                              0.5                                0                           0.0195                               12.3805                            7/21/2030                                   300                                   287
      3405                   LAS VEGAS                                                    NV                                  89129                  Condominium                                                 10.775                              0.5                                0                           0.0195                               10.2555                            7/12/2030                                   300                                   287
      3406                   LAS VEGAS                                                    NV                                  89110                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             7/5/2030                                   300                                   287
      3407                   BURR RIDGE                                                   IL                                  60527                  Single Family                                                10.65                              0.5                                0                           0.0195                               10.1305                             8/1/2030                                   300                                   288
      3408                   BARTON                                                       FL                                  33830                  PUD                                                          12.15                              0.5                                0                           0.0195                               11.6305                            7/25/2030                                   300                                   287
      3409                   FRUITA                                                       CO                                  81521                  PUD                                                           9.05                              0.5                                0                           0.0195                                8.5305                            7/18/2030                                   300                                   287
      3410                   HENDERSON                                                    NV                                  89052                  PUD                                                            8.9                              0.5                                0                           0.0195                                8.3805                            7/14/2030                                   300                                   287
      3411                   LA PUENTE                                                    CA                                  91744                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                            7/20/2030                                   300                                   287
      3412                   SNOHOMISH                                                    WA                                  98296                  PUD                                                            8.9                              0.5                                0                           0.0195                                8.3805                             7/7/2030                                   300                                   287
      3413                   HENDERSON                                                    NV                                  89014                  Single Family                                               10.025                              0.5                                0                           0.0195                                9.5055                             8/1/2030                                   300                                   288
      3414                   NORTH WILDWOOD                                               NJ                                   8260                  Condominium                                                    8.9                              0.5                                0                           0.0195                                8.3805                             8/1/2030                                   300                                   288
      3415                   SURPRISE                                                     AZ                                  85374                  PUD                                                           8.65                              0.5                                0                           0.0195                                8.1305                             7/8/2030                                   300                                   287
      3416                   HAWTHORNE                                                    CA                                  90250                  Single Family                                                9.025                              0.5                                0                           0.0195                                8.5055                            7/13/2030                                   300                                   287
      3417                   BAXTER                                                       MN                                  56425                  Single Family                                                 11.4                              0.5                                0                           0.0195                               10.8805                            7/18/2030                                   300                                   287
      3418                   QUEEN CREEK                                                  AZ                                  85242                  PUD                                                          9.775                              0.5                                0                           0.0195                                9.2555                            7/27/2030                                   300                                   287
      3419                   LORTON                                                       VA                                  22079                  Single Family                                                9.925                              0.5                                0                           0.0195                                9.4055                            7/29/2030                                   300                                   287
      3420                   PHOENIX                                                      AZ                                  85029                  Single Family                                                10.35                              0.5                                0                           0.0195                                9.8305                             7/1/2030                                   300                                   287
      3421                   ANNANDALE                                                    VA                                  22003                  Single Family                                                  8.9                              0.5                                0                           0.0195                                8.3805                             7/7/2030                                   300                                   287
      3422                   NATIONAL CITY                                                CA                                  91950                  Single Family                                                9.525                              0.5                                0                           0.0195                                9.0055                             7/6/2030                                   300                                   287
      3423                   LINDEN                                                       CA                                  95236                  Single Family                                               12.275                              0.5                                0                           0.0195                               11.7555                            7/13/2030                                   300                                   287
      3424                   LAS VEGAS                                                    NV                                  89139                  PUD                                                            9.9                              0.5                                0                           0.0195                                9.3805                            7/20/2030                                   300                                   287
      3425                   HUDSON                                                       NH                                   3051                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                            7/18/2030                                   300                                   287
      3426                   SIMI VALLEY                                                  CA                                  93065                  Single Family                                                10.15                              0.5                                0                           0.0195                                9.6305                             7/8/2030                                   300                                   287
      3427                   JACKSONVILLE                                                 FL                                  32205                  Single Family                                                10.65                              0.5                                0                           0.0195                               10.1305                            7/19/2030                                   300                                   287
      3428                   LONG BEACH                                                   CA                                  90804                  Condominium                                                 10.525                              0.5                                0                           0.0195                               10.0055                            6/30/2030                                   300                                   286
      3429                   HOFFMAN ESTATES                                              IL                                  60194                  Condominium                                                  11.25                              0.5                                0                           0.0195                               10.7305                            7/22/2030                                   300                                   287
      3430                   COLUMBIA                                                     MD                                  21045                  Single Family                                               10.325                              0.5                                0                           0.0195                                9.8055                            7/28/2030                                   300                                   287
      3431                   NEWTON                                                       MA                                   2459                  Single Family                                                  8.4                              0.5                                0                           0.0195                                7.8805                            7/29/2030                                   300                                   287
      3432                   SAN LEANDRO                                                  CA                                  94577                  Single Family                                                9.775                              0.5                                0                           0.0195                                9.2555                             7/7/2030                                   300                                   287
      3433                   LINCOLN                                                      CA                                  95648                  Single Family                                                 9.65                              0.5                                0                           0.0195                                9.1305                            6/30/2030                                   300                                   286
      3434                   LAS VEGAS                                                    NV                                  89109                  PUD                                                         11.275                              0.5                                0                           0.0195                               10.7555                            7/26/2030                                   300                                   287
      3435                   CARPENTESVILLE                                               IL                                  66110                  Single Family                                               10.775                              0.5                                0                           0.0195                               10.2555                             8/8/2030                                   300                                   288
      3436                   LOS ANGELES (NORTH HOLLYW                                    CA                                  91605                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            7/27/2030                                   300                                   287
      3437                   LAS VEGAS                                                    NV                                  89131                  Single Family                                                 10.8                              0.5                                0                           0.0195                               10.2805                             8/1/2030                                   300                                   288
      3438                   LAKE ZURICH                                                  IL                                  60047                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                           12/31/2025                                   240                                   232
      3439                   SAINT CHARLES                                                IL                                  60174                  Townhouse                                                     8.25                              0.5                                0                           0.0195                                7.7305                           12/31/2025                                   240                                   232
      3440                   LINCOLNWOOD                                                  IL                                  60712                  Condominium                                                  8.875                              0.5                                0                           0.0195                                8.3555                           12/31/2025                                   240                                   232
      3441                   HINSDALE                                                     IL                                  60521                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           12/31/2025                                   240                                   232
      3442                   ARLINGTON HEIGHTS                                            IL                                  60005                  Condominium                                                  8.375                              0.5                                0                           0.0195                                7.8555                           12/31/2025                                   240                                   232
      3443                   MADISON                                                      WI                                  53704                  2-4 Family                                                     9.5                              0.5                                0                           0.0195                                8.9805                           12/31/2025                                   240                                   232
      3444                   COUNTRYSIDE                                                  IL                                  60525                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                           12/31/2025                                   240                                   232
      3445                   SCHAUMBERG                                                   IL                                  60193                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                           12/31/2025                                   240                                   232
      3446                   HIGHLAND PARK                                                IL                                  60035                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                           12/31/2025                                   240                                   232
      3447                   WILMETTE                                                     IL                                  60091                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                           12/31/2025                                   240                                   232
      3448                   OAK LAWN                                                     IL                                  60453                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                           12/31/2025                                   240                                   232
      3449                   MILWAUKEE                                                    WI                                  53219                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           12/31/2025                                   240                                   232
      3450                   MOUNT PROSPECT                                               IL                                  60056                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                           12/31/2025                                   240                                   232
      3451                   CHICAGO                                                      IL                                  60611                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                           12/31/2025                                   240                                   232
      3452                   SAINT JOHN                                                   IN                                  46373                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                           12/31/2025                                   240                                   232
      3453                   OAK PARK                                                     IL                                  60302                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                           12/31/2025                                   240                                   232
      3454                   CHCIAGO                                                      IL                                  60634                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                           11/30/2025                                   240                                   231
      3455                   OAK CREEK                                                    WI                                  53154                  2-4 Family                                                       8                              0.5                                0                           0.0195                                7.4805                           11/30/2025                                   240                                   231
      3456                   MADISON                                                      WI                                  53704                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                           11/30/2025                                   240                                   231
      3457                   JACKSON                                                      WI                                  53037                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                           11/30/2025                                   240                                   231
      3458                   WEST CHICAGO                                                 IL                                  60185                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           11/30/2025                                   240                                   231
      3459                   FRANKLIN                                                     WI                                  53132                  Condominium                                                   8.25                              0.5                                0                           0.0195                                7.7305                           11/30/2025                                   240                                   231
      3460                   NORTH AURORA                                                 IL                                  60542                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                           11/30/2025                                   240                                   231
      3461                   CHICAGO                                                      IL                                  60632                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           11/30/2025                                   240                                   231
      3462                   MILWAUKEE                                                    WI                                  53225                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                           11/30/2025                                   240                                   231
      3463                   CHICAGO                                                      IL                                  60618                  Condominium                                                  9.375                              0.5                                0                           0.0195                                8.8555                           11/30/2025                                   240                                   231
      3464                   MUNDELEIN                                                    IL                                  60060                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                           11/30/2025                                   240                                   231
      3465                   JUSTICE                                                      IL                                  60458                  Condominium                                                  8.375                              0.5                                0                           0.0195                                7.8555                           11/30/2025                                   240                                   231
      3466                   NEW BERLIN                                                   WI                                  53151                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                           11/30/2025                                   240                                   231
      3467                   CHICAGO                                                      IL                                  60630                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                           12/31/2025                                   240                                   232
      3468                   CHICAGO                                                      IL                                  60640                  Condominium                                                  9.125                              0.5                                0                           0.0195                                8.6055                           11/30/2025                                   240                                   231
      3469                   ELMWOOD PARK                                                 IL                                  60707                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                           12/31/2025                                   240                                   232
      3470                   CHICAGO                                                      IL                                  60638                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                           12/31/2025                                   240                                   232
      3471                   CHICAGO                                                      IL                                  60634                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           11/30/2025                                   240                                   231
      3472                   SCHAUMBURG                                                   IL                                  60193                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                           11/30/2025                                   240                                   231
      3473                   AURORA                                                       IL                                  60504                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                           12/31/2025                                   240                                   232
      3474                   ROUND LAKE BEACH                                             IL                                  60073                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                           11/30/2025                                   240                                   231
      3475                   MILWAUKEE                                                    WI                                  53209                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                           11/30/2025                                   240                                   231
      3476                   HIGHLAND PARK                                                IL                                  60035                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                           12/31/2025                                   240                                   232
      3477                   WHITEFISH BAY                                                WI                                  53217                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                           12/31/2025                                   240                                   232
      3478                   BELLWOOD                                                     IL                                  60104                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                           12/31/2025                                   240                                   232
      3479                   CHICAGO                                                      IL                                  60613                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                           11/30/2025                                   240                                   231
      3480                   GLENVIEW                                                     IL                                  60025                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           12/31/2025                                   240                                   232
      3481                   CHICAGO                                                      IL                                  60657                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                           12/31/2025                                   240                                   232
      3482                   LYNWOOD                                                      CA                                  90262                  Single Family                                                 10.4                              0.5                                0                           0.0195                                9.8805                            6/29/2030                                   300                                   286
      3483                   TEMECULA                                                     CA                                  92591                  PUD                                                         11.075                              0.5                                0                           0.0195                               10.5555                            1/26/2030                                   300                                   281
      3484                   RANCHO CUCAMONGA                                             CA                                  91730                  Condominium                                                  11.15                              0.5                                0                           0.0195                               10.6305                             8/1/2030                                   300                                   288
      3485                   KENNEWICK                                                    WA                                  99336                  Single Family                                                10.65                              0.5                                0                           0.0195                               10.1305                            7/15/2030                                   300                                   287
      3486                   HENDERSON                                                    NV                                  89015                  Single Family                                                10.55                              0.5                                0                           0.0195                               10.0305                             8/1/2030                                   300                                   288
      3487                   GILBERT                                                      AZ                                  85296                  Single Family                                                  9.4                              0.5                                0                           0.0195                                8.8805                             7/7/2030                                   300                                   287
      3488                   PLYMOUTH                                                     MA                                   2360                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                            7/13/2030                                   300                                   287
      3489                   SAN JOSE                                                     CA                                  95138                  Condominium                                                  9.025                              0.5                                0                           0.0195                                8.5055                             7/8/2030                                   300                                   287
      3490                   ELK GROVE                                                    CA                                  95624                  Single Family                                                9.425                              0.5                                0                           0.0195                                8.9055                             7/1/2030                                   300                                   287
      3491                   JACKSONVILLE                                                 FL                                  32259                  PUD                                                          9.275                              0.5                                0                           0.0195                                8.7555                            7/25/2030                                   300                                   287
      3492                   LIVERMORE                                                    CA                                  94551                  PUD                                                          9.025                              0.5                                0                           0.0195                                8.5055                            7/20/2030                                   300                                   287
      3493                   LITHONIA                                                     GA                                  30038                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                            7/15/2030                                   300                                   287
      3494                   CAMPO                                                        CA                                  91906                  PUD                                                           10.4                              0.5                                0                           0.0195                                9.8805                             7/2/2030                                   300                                   287
      3495                   GERMANTOWN                                                   MD                                  20874                  Single Family                                                 8.65                              0.5                                0                           0.0195                                8.1305                            7/13/2030                                   300                                   287
      3496                   COLUMBUS                                                     OH                                  43209                  Single Family                                               11.275                              0.5                                0                           0.0195                               10.7555                             8/1/2030                                   300                                   288
      3497                   VENTURA                                                      CA                                  93003                  Condominium                                                   10.4                              0.5                                0                           0.0195                                9.8805                            7/13/2030                                   300                                   287
      3498                   MIAMI                                                        FL                                  33126                  Single Family                                                 9.95                              0.5                                0                           0.0195                                9.4305                             7/7/2030                                   300                                   287
      3499                   SACRAMENTO                                                   CA                                  95828                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                             7/5/2030                                   300                                   287
      3500                   LEMOORE                                                      CA                                  93245                  Single Family                                                 10.9                              0.5                                0                           0.0195                               10.3805                            6/28/2030                                   300                                   286
      3501                   MESA                                                         AZ                                  85201                  Single Family                                               10.775                              0.5                                0                           0.0195                               10.2555                            7/25/2030                                   300                                   287
      3502                   CARLSBAD                                                     CA                                  92010                  Condominium                                                  8.775                              0.5                                0                           0.0195                                8.2555                            7/15/2030                                   300                                   287
      3503                   QUEEN CREEK                                                  AZ                                  85242                  PUD                                                          10.65                              0.5                                0                           0.0195                               10.1305                             7/1/2030                                   300                                   287
      3504                   WOODLAND                                                     CA                                  95695                  Single Family                                                 9.65                              0.5                                0                           0.0195                                9.1305                            6/22/2030                                   300                                   286
      3505                   SACRAMENTO                                                   CA                                  95824                  Single Family                                               10.525                              0.5                                0                           0.0195                               10.0055                             7/5/2030                                   300                                   287
      3506                   SAN JUAN CAPISTRANO                                          CA                                  92675                  Condominium                                                  8.625                              0.5                                0                           0.0195                                8.1055                             8/1/2030                                   300                                   288
      3507                   KUNA                                                         ID                                  83634                  PUD                                                         10.025                              0.5                                0                           0.0195                                9.5055                             8/1/2030                                   300                                   288
      3508                   WHITTIER                                                     CA                                  90605                  Single Family                                                9.025                              0.5                                0                           0.0195                                8.5055                             8/1/2030                                   300                                   288
      3509                   MIAMI                                                        FL                                  33176                  Single Family                                               11.175                              0.5                                0                           0.0195                               10.6555                            6/22/2030                                   300                                   286
      3510                   TRACY                                                        CA                                  95376                  Single Family                                                9.025                              0.5                                0                           0.0195                                8.5055                             7/5/2030                                   300                                   287
      3511                   POMONA                                                       CA                                  91768                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      3512                   SANTA ANA                                                    CA                                  92703                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                            6/20/2031                                   300                                   298
      3513                   LOS ANGELES                                                  CA                                  91306                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      3514                   LAKE ELSINORE                                                CA                                  92530                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      3515                   REDMOND                                                      WA                                  98052                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3516                   LEESBURG                                                     VA                                  20176                  Condominium                                                  15.75                              0.5                                0                           0.0195                               15.2305                            6/20/2031                                   300                                   298
      3517                   STERLING                                                     VA                                  20164                  Townhouse                                                     15.5                              0.5                                0                           0.0195                               14.9805                            6/20/2031                                   300                                   298
      3518                   THOUSAND OAKS                                                CA                                  91360                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            6/20/2031                                   300                                   298
      3519                   GAINESVILLE                                                  VA                                  20155                  Single Family                                               13.875                              0.5                                0                           0.0195                               13.3555                            6/20/2031                                   300                                   298
      3520                   VIENNA                                                       VA                                  22180                  Single Family                                                 14.5                              0.5                                0                           0.0195                               13.9805                            6/20/2031                                   300                                   298
      3521                   LAKE ELSINORE                                                CA                                  95320                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            1/15/2036                                   360                                   353
      3522                   MONTGOMERY                                                   AL                                  36111                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            1/15/2036                                   360                                   353
      3523                   JAMAICA                                                      NY                                  11435                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             2/1/2036                                   360                                   354
      3524                   NORTH AURORA                                                 IL                                  60542                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                             1/1/2036                                   360                                   353
      3525                   WINDER                                                       GA                                  30680                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            1/15/2036                                   360                                   353
      3526                   LAFAYETTE                                                    CO                                  80026                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            1/15/2036                                   360                                   353
      3527                   CORAL SPRINGS                                                FL                                  33067                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                             2/1/2036                                   360                                   354
      3528                   HALETHORPE                                                   MD                                  21227                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            1/15/2036                                   360                                   353
      3529                   SAINT CHARLES                                                MO                                  63303                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             2/1/2036                                   360                                   354
      3530                   LAS VEGAS                                                    NV                                  89130                  Condominium                                                 11.175                              0.5                                0                           0.0195                               10.6555                            7/28/2030                                   300                                   287
      3531                   LANCASTER                                                    CA                                  93535                  Single Family                                               10.675                              0.5                                0                           0.0195                               10.1555                            6/29/2030                                   300                                   286
      3532                   STERLING                                                     VA                                  20164                  Condominium                                                   13.5                              0.5                                0                           0.0195                               12.9805                            3/20/2031                                   300                                   295
      3533                   SILVER SPRING                                                MD                                  20906                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                            3/20/2031                                   300                                   295
      3534                   WOODBRIDGE                                                   VA                                  22191                  Townhouse                                                    15.25                              0.5                                0                           0.0195                               14.7305                            3/20/2031                                   300                                   295
      3535                   ELLENWOOD                                                    GA                                  30294                  PUD                                                           15.5                              0.5                                0                           0.0195                               14.9805                            3/20/2031                                   300                                   295
      3536                   AZUSA                                                        CA                                  91702                  Condominium                                                  9.125                              0.5                                0                           0.0195                                8.6055                            7/11/2030                                   300                                   287
      3537                   SANTEE                                                       CA                                  92071                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                            1/13/2030                                   300                                   281
      3538                   PLAINFEILD                                                   IL                                  60544                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           11/30/2025                                   240                                   231
      3539                   CHICAGO                                                      IL                                  60618                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           11/30/2025                                   240                                   231
      3540                   CHICAGO                                                      IL                                  60634                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                           11/30/2025                                   240                                   231
      3541                   GLEN ELLYN                                                   IL                                  60137                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                           11/30/2025                                   240                                   231
      3542                   SAINT CHARLES                                                IL                                  60175                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           11/30/2025                                   240                                   231
      3543                   MILWAUKEE                                                    WI                                  53207                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                           11/30/2025                                   240                                   231
      3544                   NAPERVILLE                                                   IL                                  60565                  Condominium                                                  8.375                              0.5                                0                           0.0195                                7.8555                           11/30/2025                                   240                                   231
      3545                   WISCONSIN RAPIDS                                             WI                                  54494                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                           11/30/2025                                   240                                   231
      3546                   PLAINFEILD                                                   IL                                  60586                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                           11/30/2025                                   240                                   231
      3547                   COURTLAND                                                    IL                                  60112                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                           12/31/2025                                   240                                   232
      3548                   MILWAUKEE                                                    WI                                  53222                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                           11/30/2025                                   240                                   231
      3549                   NORTH RIVERSIDE                                              IL                                  60546                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                           11/30/2025                                   240                                   231
      3550                   BENTON HARBOR                                                MI                                  49022                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                             2/1/2035                                   360                                   342
      3551                   RIVERSIDE                                                    CA                                  92504                  Single Family                                                 14.5                              0.5                                0                           0.0195                               13.9805                            6/20/2031                                   300                                   298
      3552                   LOS ANGELES                                                  CA                                  91402                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      3553                   GARDEN GROVE                                                 CA                                  92844                  Townhouse                                                    16.75                              0.5                                0                           0.0195                               16.2305                            6/20/2031                                   300                                   298
      3554                   EAST PALO ALTO                                               CA                                  94303                  Single Family                                                16.75                              0.5                                0                           0.0195                               16.2305                            6/20/2031                                   300                                   298
      3555                   GLENDORA                                                     CA                                  91741                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                            6/20/2031                                   300                                   298
      3556                   COLONIAL HEIGHTS                                             VA                                  23834                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      3557                   HIGHLAND                                                     CA                                  92346                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3558                   GARDEN GROVE                                                 CA                                  92843                  Condominium                                                  16.25                              0.5                                0                           0.0195                               15.7305                            6/20/2031                                   300                                   298
      3559                   YORKTOWN                                                     VA                                  23692                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      3560                   LOS ANGELES                                                  CA                                  91326                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      3561                   LOS ANGELES                                                  CA                                  90047                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            7/20/2031                                   300                                   299
      3562                   BLADENSBURG                                                  MD                                  20710                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            6/20/2031                                   300                                   298
      3563                   SAN LUIS OBISPO                                              CA                                  93405                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3564                   PATTERSON                                                    CA                                  95363                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             5/1/2031                                   300                                   297
      3565                   MERCED                                                       CA                                  95340                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                             5/1/2031                                   300                                   297
      3566                   PETALUMA                                                     CA                                  94951                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             5/1/2031                                   300                                   297
      3567                   LAGUNA NIGUEL                                                CA                                  92677                  Condominium                                                 14.625                              0.5                                0                           0.0195                               14.1055                             5/1/2031                                   300                                   297
      3568                   ROHNERT PARK                                                 CA                                  94928                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             5/1/2031                                   300                                   297
      3569                   STOCKTON                                                     CA                                  95219                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             5/1/2031                                   300                                   297
      3570                   SACRAMENTIO                                                  CA                                  95828                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             5/1/2031                                   300                                   297
      3571                   VACAVILLE                                                    CA                                  95687                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             5/1/2031                                   300                                   297
      3572                   VALLEJO                                                      CA                                  94590                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            2/24/2031                                   300                                   294
      3573                   SANTA ROSA                                                   CA                                  95407                  2-4 Family                                                      13                              0.5                                0                           0.0195                               12.4805                            2/27/2031                                   300                                   294
      3574                   AMERICAN CANYON                                              CA                                  94503                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            2/28/2031                                   300                                   294
      3575                   WHITTIER AREA                                                CA                                  90604                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                             5/1/2031                                   300                                   297
      3576                   OXNARD                                                       CA                                  93030                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             3/3/2031                                   300                                   295
      3577                   HUNTINGTON BEACH                                             CA                                  92648                  Condominium                                                  11.25                              0.5                                0                           0.0195                               10.7305                             5/1/2031                                   300                                   297
      3578                   SPRING VALLEY                                                CA                                  91977                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      3579                   ANNAPOLIS                                                    MD                                  21401                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3580                   SUITLAND                                                     MD                                  20746                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3581                   CAMARILLO                                                    CA                                  93012                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                            6/20/2031                                   300                                   298
      3582                   BUENA PARK                                                   CA                                  90620                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      3583                   ANAHEIM                                                      CA                                  92802                  Single Family                                                17.25                              0.5                                0                           0.0195                               16.7305                            6/20/2031                                   300                                   298
      3584                   UPLAND                                                       CA                                  91786                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      3585                   HERNDON                                                      VA                                  20170                  PUD                                                             16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      3586                   DUMFRIES                                                     VA                                  22026                  Single Family                                                16.75                              0.5                                0                           0.0195                               16.2305                            6/20/2031                                   300                                   298
      3587                   SAN RAMON                                                    CA                                  94682                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3588                   AMERICAN CANYON                                              CA                                  94503                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3589                   BENICIA                                                      CA                                  94150                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      3590                   HAYWARD                                                      CA                                  94541                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                             4/1/2031                                   300                                   296
      3591                   HERCULES                                                     CA                                  94547                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      3592                   GARDENA                                                      CA                                  90247                  2-4 Family                                                   14.25                              0.5                                0                           0.0195                               13.7305                             4/1/2031                                   300                                   296
      3593                   WINTON                                                       CA                                  95388                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3594                   SACREMENTO                                                   CA                                  95828                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             4/1/2031                                   300                                   296
      3595                   FONTANA                                                      CA                                  92335                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3596                   FREDERICKSBURG                                               VA                                  22407                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            6/20/2031                                   300                                   298
      3597                   HUNTINGTON BEACH                                             CA                                  92648                  PUD                                                             15                              0.5                                0                           0.0195                               14.4805                            6/20/2031                                   300                                   298
      3598                   FALLS CHURCH                                                 VA                                  22041                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            6/20/2031                                   300                                   298
      3599                   NORCROSS                                                     GA                                  30071                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                            6/20/2031                                   300                                   298
      3600                   CENTREVILLE                                                  VA                                  20120                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                            6/20/2031                                   300                                   298
      3601                   MANASSAS                                                     VA                                  20110                  PUD                                                             16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      3602                   WOODBRIDGE                                                   VA                                  22191                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      3603                   MILL CREEK                                                   WA                                  98012                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                            6/20/2031                                   300                                   298
      3604                   LOS ANGELES                                                  CA                                  91401                  2-4 Family                                                   14.25                              0.5                                0                           0.0195                               13.7305                             4/1/2031                                   300                                   296
      3605                   MURIETTA                                                     CA                                  92563                  Single Family                                               12.625                              0.5                                0                           0.0195                               12.1055                             4/1/2031                                   300                                   296
      3606                   STOCKTON                                                     CA                                  65212                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                             4/1/2031                                   300                                   296
      3607                   VALLEJO                                                      CA                                  94589                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             4/1/2031                                   300                                   296
      3608                   GRANITE BAY                                                  CA                                  95746                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3609                   ROCKLIN                                                      CA                                  95765                  Single Family                                               12.125                              0.5                                0                           0.0195                               11.6055                             4/1/2031                                   300                                   296
      3610                   SACRAMENTO                                                   CA                                  95825                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      3611                   VALLEJO                                                      CA                                  94589                  Single Family                                               12.625                              0.5                                0                           0.0195                               12.1055                             4/1/2031                                   300                                   296
      3612                   VALLEJO                                                      CA                                  94591                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             4/1/2031                                   300                                   296
      3613                   ATLANTA                                                      GA                                  30308                  Condominium                                                 14.875                              0.5                                0                           0.0195                               14.3555                            6/20/2031                                   300                                   298
      3614                   GERMANTOWN                                                   MD                                  20874                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                            6/20/2031                                   300                                   298
      3615                   ACWORTH                                                      GA                                  30101                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3616                   SPRINGFIELD                                                  VA                                  22153                  Townhouse                                                     7.75                              0.5                                0                           0.0195                                7.2305                            6/20/2031                                   300                                   298
      3617                   FALLS CHURCH                                                 VA                                  22041                  Condominium                                                  13.75                              0.5                                0                           0.0195                               13.2305                            6/20/2031                                   300                                   298
      3618                   FREDERICK                                                    MD                                  21704                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                            6/20/2031                                   300                                   298
      3619                   FAIRFAX                                                      VA                                  22030                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      3620                   ROSWELL                                                      GA                                  30075                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      3621                   ROHNERT PARK                                                 CA                                  94928                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3622                   VALLEJO                                                      CA                                  94590                  Single Family                                                 14.5                              0.5                                0                           0.0195                               13.9805                             4/1/2031                                   300                                   296
      3623                   LOS ANGELES                                                  CA                                  90029                  2-4 Family                                                   13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      3624                   FAIRFIELD                                                    CA                                  94533                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      3625                   REDDING                                                      CA                                  96003                  2-4 Family                                                   13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      3626                   LOS ANGELES                                                  CA                                  90018                  2-4 Family                                                   13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      3627                   SAN JOSE                                                     CA                                  95133                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3628                   HERCULES                                                     CA                                  94547                  Single Family                                               13.125                              0.5                                0                           0.0195                               12.6055                             4/1/2031                                   300                                   296
      3629                   FAIRFIELD                                                    CA                                  94534                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3630                   SACRAMENTO                                                   CA                                  95826                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                             4/1/2031                                   300                                   296
      3631                   MANASSAS                                                     VA                                  20110                  Townhouse                                                     15.5                              0.5                                0                           0.0195                               14.9805                            6/20/2031                                   300                                   298
      3632                   MARIETTA                                                     GA                                  30062                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      3633                   CLARKSBURG                                                   MD                                  20871                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             5/1/2031                                   300                                   297
      3634                   DUMFRIES                                                     VA                                  22026                  Townhouse                                                     12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3635                   CLINTON                                                      VA                                  20124                  Townhouse                                                     12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3636                   SANDY SPRING                                                 MD                                  20860                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            6/20/2031                                   300                                   298
      3637                   DUMFRIES                                                     VA                                  22026                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      3638                   FAIRFAX STATION                                              VA                                  22039                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      3639                   CENTREVILLE                                                  VA                                  20120                  PUD                                                          15.25                              0.5                                0                           0.0195                               14.7305                            6/20/2031                                   300                                   298
      3640                   PARADISE                                                     CA                                  95969                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      3641                   MANTACE                                                      CA                                  95337                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      3642                   SAN BERNARDINO                                               CA                                  92411                  2-4 Family                                                   13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      3643                   CORONA                                                       CA                                  92879                  Single Family                                               13.625                              0.5                                0                           0.0195                               13.1055                             4/1/2031                                   300                                   296
      3644                   SANTA ROSA                                                   CA                                  95401                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      3645                   NAPA                                                         CA                                  94558                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3646                   SACREMENTO                                                   CA                                  95661                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             4/1/2031                                   300                                   296
      3647                   SANTA CLARA                                                  CA                                  95054                  Condominium                                                   14.5                              0.5                                0                           0.0195                               13.9805                             5/1/2031                                   300                                   297
      3648                   DISCOVERY BAY                                                CA                                  94514                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      3649                   FONTANA                                                      CA                                  92336                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      3650                   Rockport                                                     MA                                   1966                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            8/25/2019                                   180                                   156
      3651                   Lehi                                                         UT                                  84043                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            9/15/2019                                   180                                   157
      3652                   LONGWOOD                                                     FL                                  32779                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             3/3/2031                                   300                                   295
      3653                   GILBERT                                                      AZ                                  85234                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                            1/24/2031                                   300                                   293
      3654                   CITRUS HEIGHTS                                               CA                                  95610                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             2/1/2031                                   300                                   294
      3655                   TUCSON                                                       AZ                                  85718                  PUD                                                           8.25                              0.5                                0                           0.0195                                7.7305                            1/18/2031                                   300                                   293
      3656                   APEX                                                         NC                                  27523                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             2/3/2031                                   300                                   294
      3657                   NORTH LAS VEGAS                                              NV                                  89031                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            2/21/2031                                   300                                   294
      3658                   HIALEAH                                                      FL                                  33016                  Condominium                                                 11.625                              0.5                                0                           0.0195                               11.1055                            1/26/2031                                   300                                   293
      3659                   FOREST HILLS                                                 NY                                  11375                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            2/16/2031                                   300                                   294
      3660                   SHAWNEE                                                      KS                                  66216                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            2/15/2031                                   300                                   294
      3661                   OAK LAWN                                                     IL                                  60453                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                             2/6/2031                                   300                                   294
      3662                   OKLAHOMA CITY                                                OK                                  73170                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                            1/28/2031                                   300                                   293
      3663                   MOUNT VERNON                                                 WA                                  98273                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                            1/23/2031                                   300                                   293
      3664                   SHINGLETOWN                                                  CA                                  96088                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             3/1/2031                                   300                                   295
      3665                   PINON HILLS                                                  CA                                  92372                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            1/28/2031                                   300                                   293
      3666                   MARIETTA                                                     GA                                  30068                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             2/8/2031                                   300                                   294
      3667                   SPRINGFIELD                                                  VA                                  22153                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                             2/7/2031                                   300                                   294
      3668                   FAIRFAX                                                      VA                                  22031                  Condominium                                                 11.625                              0.5                                0                           0.0195                               11.1055                             2/6/2031                                   300                                   294
      3669                   GREENLEAF                                                    ID                                  83626                  Single Family                                               13.375                              0.5                                0                           0.0195                               12.8555                             2/2/2031                                   300                                   294
      3670                   CHARLOTTE                                                    NC                                  28277                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            1/28/2031                                   300                                   293
      3671                   BOISE                                                        ID                                  83716                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            1/25/2031                                   300                                   293
      3672                   MANCHESTER                                                   MD                                  21102                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             2/6/2031                                   300                                   294
      3673                   RAMONA                                                       CA                                  92065                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             2/1/2031                                   300                                   294
      3674                   CONIFER                                                      CO                                  80433                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
      3675                   HAYWARD                                                      CA                                  94541                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             3/1/2031                                   300                                   295
      3676                   GLOUSTER                                                     OH                                  45732                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/26/2031                                   300                                   293
      3677                   LITTLETON                                                    CO                                  80123                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            1/23/2031                                   300                                   293
      3678                   SCOTTSDALE                                                   AZ                                  85262                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                             4/1/2031                                   300                                   296
      3679                   HOWARD BEACH                                                 NY                                  11414                  2-4 Family                                                     9.5                              0.5                                0                           0.0195                                8.9805                             3/6/2031                                   300                                   295
      3680                   THORNDALE                                                    PA                                  19372                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            1/28/2031                                   300                                   293
      3681                   CANTON                                                       OH                                  44714                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             2/3/2031                                   300                                   294
      3682                   MARIETTA                                                     OH                                  45750                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            4/20/2031                                   300                                   296
      3683                   ADELPHI                                                      MD                                  20783                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            2/13/2031                                   300                                   294
      3684                   GLENDALE                                                     AZ                                  85308                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            1/18/2031                                   300                                   293
      3685                   CAVE CREEK                                                   AZ                                  85331                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             2/1/2031                                   300                                   294
      3686                   SCOTTSDALE                                                   AZ                                  85257                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             2/3/2031                                   300                                   294
      3687                   WILKES BARRE                                                 PA                                  18702                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            1/26/2031                                   300                                   293
      3688                   NORFOLK                                                      VA                                  23517                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                            2/24/2031                                   300                                   294
      3689                   OCOEE                                                        FL                                  34761                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             2/1/2031                                   300                                   294
      3690                   PLYMOUTH                                                     MA                                   2360                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/25/2031                                   300                                   293
      3691                   DORCHESTER                                                   MA                                   2125                  2-4 Family                                                   10.75                              0.5                                0                           0.0195                               10.2305                            1/17/2031                                   300                                   293
      3692                   SAN DIEGO                                                    CA                                  92102                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            1/12/2031                                   300                                   293
      3693                   SEATTLE                                                      WA                                  98117                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            1/12/2031                                   300                                   293
      3694                   CHARLOTTE                                                    NC                                  28278                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            1/24/2031                                   300                                   293
      3695                   MILTON                                                       DE                                  19968                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                            1/19/2031                                   300                                   293
      3696                   LOS BANOS                                                    CA                                  93635                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             2/6/2031                                   300                                   294
      3697                   SEDRO WOOLLEY                                                WA                                  98284                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            2/21/2031                                   300                                   294
      3698                   IRMO                                                         SC                                  29063                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                            1/12/2031                                   300                                   293
      3699                   PHOENIX                                                      AZ                                  85040                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                             2/1/2031                                   300                                   294
      3700                   WILLIAMSBURG                                                 VA                                  23185                  PUD                                                           8.25                              0.5                                0                           0.0195                                7.7305                            1/26/2031                                   300                                   293
      3701                   SCHAUMBURG                                                   IL                                  60193                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            2/17/2031                                   300                                   294
      3702                   RICHMOND                                                     CA                                  94806                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            1/13/2031                                   300                                   293
      3703                   ROSCOE                                                       IL                                  61073                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                            1/20/2031                                   300                                   293
      3704                   BELL GARDENS                                                 CA                                  90201                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            1/20/2031                                   300                                   293
      3705                   SCOTTSDALE                                                   AZ                                  85257                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            1/11/2031                                   300                                   293
      3706                   ROYERSFORD                                                   PA                                  19468                  Condominium                                                 12.625                              0.5                                0                           0.0195                               12.1055                            1/20/2031                                   300                                   293
      3707                   PORTLAND                                                     OR                                  97229                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            1/19/2031                                   300                                   293
      3708                   VINCENT                                                      OH                                  45784                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/20/2031                                   300                                   293
      3709                   JACKSONVILLE                                                 FL                                  32256                  Condominium                                                 11.625                              0.5                                0                           0.0195                               11.1055                            1/26/2031                                   300                                   293
      3710                   WASHINGTON                                                   DC                                  20001                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            1/28/2031                                   300                                   293
      3711                   CHESTER                                                      VA                                  23831                  Single Family                                               12.125                              0.5                                0                           0.0195                               11.6055                            1/13/2031                                   300                                   293
      3712                   ANAHEIM                                                      CA                                  92805                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                            1/19/2031                                   300                                   293
      3713                   ESCALON                                                      CA                                  95320                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            1/20/2031                                   300                                   293
      3714                   BELLEVILLE                                                   MI                                  48111                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             1/9/2031                                   300                                   293
      3715                   WALDEN                                                       NY                                  12586                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            2/28/2031                                   300                                   294
      3716                   CHICO                                                        CA                                  95973                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             2/1/2031                                   300                                   294
      3717                   EDEN PRAIRIE                                                 MN                                  55347                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            1/18/2031                                   300                                   293
      3718                   LINCOLN                                                      CA                                  95648                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             2/1/2031                                   300                                   294
      3719                   SAN JOSE                                                     CA                                  95123                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            1/13/2031                                   300                                   293
      3720                   RIVERSIDE                                                    CA                                  92508                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            1/13/2031                                   300                                   293
      3721                   HERNDON                                                      VA                                  20170                  Condominium                                                  8.875                              0.5                                0                           0.0195                                8.3555                            1/17/2031                                   300                                   293
      3722                   DELMAR                                                       MD                                  21875                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                             2/3/2031                                   300                                   294
      3723                   SEA CLIFF                                                    NY                                  11579                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             3/7/2031                                   300                                   295
      3724                   WINDERMERE                                                   FL                                  34786                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             2/2/2031                                   300                                   294
      3725                   MENIFEE                                                      CA                                  92584                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             2/8/2031                                   300                                   294
      3726                   NORTH LAS VEGAS                                              NV                                  89031                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            1/23/2031                                   300                                   293
      3727                   WAPATO                                                       WA                                  98951                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             2/2/2031                                   300                                   294
      3728                   SAN DIEGO                                                    CA                                  92103                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            1/23/2031                                   300                                   293
      3729                   WEST JORDAN                                                  UT                                  84088                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                            1/25/2031                                   300                                   293
      3730                   ANNAPOLIS                                                    MD                                  21401                  Condominium                                                  9.375                              0.5                                0                           0.0195                                8.8555                             2/1/2031                                   300                                   294
      3731                   WEST SPRINGFIELD                                             MA                                   1089                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            1/26/2031                                   300                                   293
      3732                   MUNDELEIN                                                    IL                                  60060                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             2/1/2031                                   300                                   294
      3733                   ANNAPOLIS                                                    MD                                  21401                  Condominium                                                  8.875                              0.5                                0                           0.0195                                8.3555                            1/28/2031                                   300                                   293
      3734                   TALLAHASSEE                                                  FL                                  32308                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                            2/17/2031                                   300                                   294
      3735                   HOMESTEAD                                                    FL                                  33035                  Condominium                                                  9.875                              0.5                                0                           0.0195                                9.3555                            1/28/2031                                   300                                   293
      3736                   GLENMOORE                                                    PA                                  19343                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            3/15/2031                                   300                                   295
      3737                   RENO                                                         NV                                  89503                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             2/8/2031                                   300                                   294
      3738                   TUBEC                                                        AZ                                  85646                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            1/25/2031                                   300                                   293
      3739                   BROOKFIELD                                                   CT                                   6804                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                            1/26/2031                                   300                                   293
      3740                   WASHINGTON                                                   DC                                  20015                  Single Family                                                7.875                              0.5                                0                           0.0195                                7.3555                            1/20/2031                                   300                                   293
      3741                   KAILUA                                                       HI                                  96734                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            1/26/2031                                   300                                   293
      3742                   LA QUINTA                                                    CA                                  92253                  Condominium                                                  8.625                              0.5                                0                           0.0195                                8.1055                             2/8/2031                                   300                                   294
      3743                   BROOKLYN                                                     NY                                  11234                  2-4 Family                                                   8.625                              0.5                                0                           0.0195                                8.1055                            3/15/2031                                   300                                   295
      3744                   CANTON                                                       GA                                  30114                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                            3/16/2031                                   300                                   295
      3745                   SCOTTSDALE                                                   AZ                                  85254                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            1/26/2031                                   300                                   293
      3746                   GLEN ALLEN                                                   VA                                  23060                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                            1/20/2031                                   300                                   293
      3747                   YORKVILLE                                                    IL                                  60560                  2-4 Family                                                    9.75                              0.5                                0                           0.0195                                9.2305                            2/17/2031                                   300                                   294
      3748                   DUXBURY                                                      MA                                   2332                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            2/10/2031                                   300                                   294
      3749                   ANDOVER                                                      MA                                   1810                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            2/10/2031                                   300                                   294
      3750                   TACOMA                                                       WA                                  98445                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            1/28/2031                                   300                                   293
      3751                   DAVIE                                                        FL                                  33328                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             2/1/2031                                   300                                   294
      3752                   WESTPORT                                                     CT                                   6880                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            2/21/2031                                   300                                   294
      3753                   MIAMI                                                        FL                                  33157                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            1/26/2031                                   300                                   293
      3754                   CHESAPEAKE                                                   VA                                  23323                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                             2/1/2031                                   300                                   294
      3755                   ROHNERT PARK                                                 CA                                  94928                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            1/25/2031                                   300                                   293
      3756                   ARLINGTON HIEGHTS                                            IL                                  60004                  Condominium                                                  9.875                              0.5                                0                           0.0195                                9.3555                             2/1/2031                                   300                                   294
      3757                   WILMETTE                                                     IL                                  60091                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            2/28/2031                                   300                                   294
      3758                   LOS BANOS                                                    CA                                  93635                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            1/19/2031                                   300                                   293
      3759                   LAKE ORION                                                   MI                                  48360                  Condominium                                                 11.125                              0.5                                0                           0.0195                               10.6055                             2/8/2031                                   300                                   294
      3760                   NEWPORT NEWS                                                 VA                                  23602                  PUD                                                           8.25                              0.5                                0                           0.0195                                7.7305                            2/16/2031                                   300                                   294
      3761                   SOUTH LAKE TAHOE                                             CA                                  96150                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            1/26/2031                                   300                                   293
      3762                   FONTANA                                                      CA                                  92336                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            2/12/2031                                   300                                   294
      3763                   MILLERSVILLE                                                 MD                                  21108                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                             2/6/2031                                   300                                   294
      3764                   SCOTTSDALE                                                   AZ                                  85260                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                            1/19/2031                                   300                                   293
      3765                   ROCKVILLE                                                    MD                                  20851                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            2/28/2031                                   300                                   294
      3766                   MESA                                                         AZ                                  85207                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/24/2031                                   300                                   293
      3767                   LAKE WORTH                                                   FL                                  33463                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/27/2031                                   300                                   293
      3768                   PARMA                                                        OH                                  44129                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            1/28/2031                                   300                                   293
      3769                   FREDERICK                                                    MD                                  21703                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             2/1/2031                                   300                                   294
      3770                   SPARTANBURG                                                  SC                                  29303                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                            1/28/2031                                   300                                   293
      3771                   HOBE SOUND                                                   FL                                  33455                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                            2/10/2031                                   300                                   294
      3772                   BEALETON                                                     VA                                  22712                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                            1/20/2031                                   300                                   293
      3773                   TACOMA                                                       WA                                  98408                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            1/26/2031                                   300                                   293
      3774                   GLENDALE HEIGHTS                                             IL                                  60139                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            1/23/2031                                   300                                   293
      3775                   HATBORO                                                      PA                                  19040                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             2/8/2031                                   300                                   294
      3776                   TAMPA                                                        FL                                  33603                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            2/15/2031                                   300                                   294
      3777                   RANCHO SANTA MARGAR                                          CA                                  92688                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                            1/25/2031                                   300                                   293
      3778                   ALPHARETTA                                                   GA                                  30022                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            1/27/2031                                   300                                   293
      3779                   SACRAMENTO                                                   CA                                  95819                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             2/1/2031                                   300                                   294
      3780                   BUCKEYE                                                      AZ                                  85326                  PUD                                                          8.375                              0.5                                0                           0.0195                                7.8555                             2/1/2031                                   300                                   294
      3781                   SAN JOSE                                                     CA                                  95123                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             2/1/2031                                   300                                   294
      3782                   MATAMORAS                                                    PA                                  18336                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            2/15/2031                                   300                                   294
      3783                   SAN JOSE                                                     CA                                  95117                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                             2/6/2031                                   300                                   294
      3784                   IRVINE                                                       CA                                  92604                  Condominium                                                  10.25                              0.5                                0                           0.0195                                9.7305                            4/20/2031                                   300                                   296
      3785                   CHICAGO                                                      IL                                  60624                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            1/28/2031                                   300                                   293
      3786                   CHANDLER                                                     AZ                                  85249                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             3/1/2031                                   300                                   295
      3787                   RENO                                                         NV                                  89511                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            1/28/2031                                   300                                   293
      3788                   CERES                                                        CA                                  95307                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                             3/3/2031                                   300                                   295
      3789                   OROVILLE                                                     CA                                  95966                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            2/10/2031                                   300                                   294
      3790                   RIDGEWOOD                                                    NJ                                   7450                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            3/13/2031                                   300                                   295
      3791                   PHILADELPHIA                                                 PA                                  19130                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             2/8/2031                                   300                                   294
      3792                   QUEEN CREEK                                                  AZ                                  85242                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                             2/1/2031                                   300                                   294
      3793                   DANBURY                                                      CT                                   6810                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             2/9/2031                                   300                                   294
      3794                   LAS VEGAS                                                    NV                                  89121                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            2/24/2031                                   300                                   294
      3795                   BRIGHTON                                                     MI                                  48114                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             2/1/2031                                   300                                   294
      3796                   CHANDLER                                                     AZ                                  85225                  Condominium                                                 10.625                              0.5                                0                           0.0195                               10.1055                             3/3/2031                                   300                                   295
      3797                   VALLEY STREAM                                                NY                                  11580                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            2/10/2031                                   300                                   294
      3798                   ZEPHYRHILLS                                                  FL                                  33541                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2036                                   360                                   357
      3799                   COMMERCE TOWNSHIP                                            MI                                  48390                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            4/15/2036                                   360                                   356
      3800                   FRESNO                                                       CA                                  93726                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2036                                   360                                   357
      3801                   IRONWOOD                                                     MI                                  49938                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2036                                   360                                   357
      3802                   CHICAGO                                                      IL                                  60647                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2036                                   360                                   357
      3803                   NORTH PORT                                                   FL                                  34289                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      3804                   FORT LAUDERDALE                                              FL                                  33311                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             4/1/2031                                   300                                   296
      3805                   SIOUX FALLS                                                  SD                                  57108                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
      3806                   MIAMI                                                        FL                                  33165                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             3/1/2031                                   300                                   295
      3807                   NORTH MIAMI BEACH                                            FL                                  33162                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
      3808                   ZEPHYRHILLS                                                  FL                                  33540                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
      3809                   HAMILTON                                                     OH                                  45011                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      3810                   UNION CITY                                                   GA                                  30291                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             4/1/2031                                   300                                   296
      3811                   PAPILLION                                                    NE                                  68046                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3812                   ROSEDALE                                                     MD                                  21237                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
      3813                   PORT ST. LUCIE                                               FL                                  34953                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      3814                   MESA                                                         AZ                                  85204                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             4/1/2031                                   300                                   296
      3815                   LAKE ELSINORE                                                CA                                  92530                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3816                   URBANA                                                       OH                                  43078                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             4/1/2031                                   300                                   296
      3817                   NEWBURGH                                                     NY                                  12550                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             4/1/2031                                   300                                   296
      3818                   TEMECULA                                                     CA                                  92592                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             4/1/2031                                   300                                   296
      3819                   NAPLES                                                       FL                                  34119                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2031                                   300                                   295
      3820                   LA MESA                                                      CA                                  91941                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3821                   SAN DIMAS                                                    CA                                  91773                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      3822                   DOLAN SPRINGS                                                AZ                                  86441                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      3823                   HIGLEY                                                       AZ                                  85236                  Condominium                                                  10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      3824                   HENDERSON                                                    NV                                  89052                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      3825                   CONYERS                                                      GA                                  30094                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3826                   FORT MYERS                                                   FL                                  33912                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3827                   COLORADO SPRINGS                                             CO                                  80906                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3828                   SURPRISE                                                     AZ                                  85374                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3829                   SAN GABRIEL                                                  CA                                  91775                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      3830                   GRAND RAPIDS                                                 MI                                  49525                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3831                   NORTH LAS VEGAS                                              NV                                  89084                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      3832                   MARIETTA                                                     GA                                  30068                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3833                   PHOENIX                                                      AZ                                  85003                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             4/1/2031                                   300                                   296
      3834                   WEST PALM BEACH                                              FL                                  33407                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      3835                   CORAL SPRINGS                                                FL                                  33065                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3836                   MADISON                                                      AL                                  35757                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             4/1/2031                                   300                                   296
      3837                   PORTLAND                                                     OR                                  97233                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3838                   COLORADO SPRINGS                                             CO                                  80922                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      3839                   MIAMI BEACH                                                  FL                                  33141                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3840                   SAINT PETERSBURG                                             FL                                  33710                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3841                   GRAND BLANC                                                  MI                                  48439                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                             4/1/2031                                   300                                   296
      3842                   TAMPA                                                        FL                                  33647                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3843                   OLYMPIA FIELDS                                               IL                                  60461                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      3844                   KENNESAW                                                     GA                                  30152                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             4/1/2031                                   300                                   296
      3845                   CENTREVILLE                                                  VA                                  20121                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3846                   PORT SAINT LUCIE                                             FL                                  34983                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                             4/1/2031                                   300                                   296
      3847                   CORAL SPRINGS                                                FL                                  33065                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      3848                   PALM HARBOR                                                  FL                                  34683                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      3849                   DENVER                                                       CO                                  80221                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3850                   MANDAN                                                       ND                                  58554                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      3851                   NORTH LAS VEGAS                                              NV                                  89084                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      3852                   RESEDA                                                       CA                                  91335                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3853                   GREEN COVE SPRINGS                                           FL                                  32043                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3854                   HUDSON                                                       FL                                  34669                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3855                   MORRIS                                                       IL                                  60450                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      3856                   CORONA                                                       CA                                  92883                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                             4/1/2031                                   300                                   296
      3857                   MIAMI                                                        FL                                  33186                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3858                   GREEN COVE SPRINGS                                           FL                                  32043                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      3859                   MESA                                                         AZ                                  85208                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      3860                   REYNOLDSBURG                                                 OH                                  43068                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3861                   GRIFFIN                                                      GA                                  30223                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3862                   COLUMBUS                                                     GA                                  31903                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             4/1/2031                                   300                                   296
      3863                   LA PLACE                                                     LA                                  70068                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      3864                   DETROIT                                                      MI                                  48224                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      3865                   DENVER                                                       CO                                  80249                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             4/1/2031                                   300                                   296
      3866                   PHILADELPHIA                                                 PA                                  19148                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      3867                   SPRINGVILLE                                                  AL                                  35146                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3868                   TEQUESTA                                                     FL                                  33469                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      3869                   HESPERIA                                                     CA                                  92345                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3870                   JACKSONVILLE                                                 FL                                  32246                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3871                   LONGMONT                                                     CO                                  80501                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3872                   TOLLESON                                                     AZ                                  85353                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3873                   SNELLVILLE                                                   GA                                  30078                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      3874                   ENGLEWOOD                                                    CO                                  80110                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3875                   CLINTON TOWNSHIP                                             MI                                  48036                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             4/1/2031                                   300                                   296
      3876                   SPRINGVILLE                                                  UT                                  84663                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             4/1/2031                                   300                                   296
      3877                   LAND O LAKES                                                 FL                                  34638                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      3878                   EVERGREEN                                                    CO                                  80439                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      3879                   TUCSON                                                       AZ                                  85730                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             4/1/2031                                   300                                   296
      3880                   HENDERSON                                                    NV                                  89012                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      3881                   COMMERCE CITY                                                CO                                  80022                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             4/1/2031                                   300                                   296
      3882                   PORTERVILLE                                                  CA                                  93257                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      3883                   DUNDEE                                                       FL                                  33838                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                             4/1/2031                                   300                                   296
      3884                   LEHIGH ACRES                                                 FL                                  33971                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      3885                   PALM COAST                                                   FL                                  32164                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      3886                   STOCKBRIDGE                                                  GA                                  30281                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                             4/1/2031                                   300                                   296
      3887                   LAKEWOOD                                                     CO                                  80232                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             4/1/2031                                   300                                   296
      3888                   NORTH HILLS                                                  CA                                  91343                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3889                   CHARLOTTESVILLE                                              VA                                  22911                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             4/1/2031                                   300                                   296
      3890                   WASHINGTON                                                   DC                                  20008                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            11/8/2030                                   300                                   291
      3891                   ALEXANDRIA                                                   VA                                  22308                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            1/13/2031                                   300                                   293
      3892                   HOMESTEAD                                                    FL                                  33033                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                            1/10/2031                                   300                                   293
      3893                   BALTIMORE                                                    MD                                  21202                  Condominium                                                      9                              0.5                                0                           0.0195                                8.4805                             2/1/2031                                   300                                   294
      3894                   CHICAGO                                                      IL                                  60640                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                            1/28/2031                                   300                                   293
      3895                   WESTCHESTER                                                  IL                                  60154                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            1/20/2031                                   300                                   293
      3896                   MONROE                                                       WA                                  98272                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            1/17/2031                                   300                                   293
      3897                   CALDWELL                                                     ID                                  83605                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             1/9/2031                                   300                                   293
      3898                   ROSEVILLE                                                    CA                                  95678                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            1/13/2031                                   300                                   293
      3899                   BRENTWOOD                                                    CA                                  94513                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            1/12/2031                                   300                                   293
      3900                   CHICAGO                                                      IL                                  60647                  Condominium                                                 10.875                              0.5                                0                           0.0195                               10.3555                            1/20/2031                                   300                                   293
      3901                   FREMONT                                                      CA                                  94536                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                            1/19/2031                                   300                                   293
      3902                   SOMERVILLE                                                   MA                                   2143                  Condominium                                                 10.375                              0.5                                0                           0.0195                                9.8555                            1/27/2031                                   300                                   293
      3903                   CAMBRIDGE                                                    MD                                  21613                  Condominium                                                  8.375                              0.5                                0                           0.0195                                7.8555                            1/20/2031                                   300                                   293
      3904                   HUNTINGTON BEACH                                             CA                                  92646                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                            1/19/2031                                   300                                   293
      3905                   RENO                                                         NV                                  89503                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            1/23/2031                                   300                                   293
      3906                   RICHMOND                                                     CA                                  94804                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                             2/1/2031                                   300                                   294
      3907                   LAKE WORTH                                                   FL                                  33463                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            1/13/2031                                   300                                   293
      3908                   ARLINGTON                                                    MA                                   2476                  Condominium                                                  9.875                              0.5                                0                           0.0195                                9.3555                            1/27/2031                                   300                                   293
      3909                   SOMERVILLE                                                   MA                                   2144                  Condominium                                                   8.25                              0.5                                0                           0.0195                                7.7305                            1/26/2031                                   300                                   293
      3910                   WINTHROP HARBOR                                              IL                                  60096                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                            1/19/2031                                   300                                   293
      3911                   TOMS RIVER                                                   NJ                                   8755                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                            2/16/2031                                   300                                   294
      3912                   CHICAGO                                                      IL                                  60610                  Hi-Rise Condo                                                 12.5                              0.5                                0                           0.0195                               11.9805                            1/17/2031                                   300                                   293
      3913                   SAVANNAH                                                     GA                                  31406                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            1/27/2031                                   300                                   293
      3914                   CANTON                                                       MI                                  48187                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             1/6/2031                                   300                                   293
      3915                   SUFFOLK                                                      VA                                  23435                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            1/13/2031                                   300                                   293
      3916                   WILSONVILLE                                                  OR                                  97070                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                             1/6/2031                                   300                                   293
      3917                   LOS ANGELES                                                  CA                                  90056                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3918                   CAPE CORAL                                                   FL                                  33914                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      3919                   ALPHARETTA                                                   GA                                  30005                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             5/1/2031                                   300                                   297
      3920                   ROSELLE                                                      IL                                  60172                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             5/1/2031                                   300                                   297
      3921                   AUBURN                                                       WA                                  98092                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3922                   PORT ST LUCIE                                                FL                                  34953                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      3923                   SOUTHFIELD                                                   MI                                  48075                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      3924                   COCOA BEACH                                                  FL                                  32931                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3925                   ST. AUGUSTINE                                                FL                                  32080                  Condominium                                                  9.625                              0.5                                0                           0.0195                                9.1055                             5/1/2031                                   300                                   297
      3926                   MIAMI                                                        FL                                  33193                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      3927                   RISING SUN                                                   MD                                  21911                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      3928                   ALEXANDRIA                                                   VA                                  22309                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2031                                   300                                   297
      3929                   DETROIT                                                      MI                                  48205                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3930                   VANCOUVER                                                    WA                                  98682                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             5/1/2031                                   300                                   297
      3931                   RAYTOWN                                                      MO                                  64133                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      3932                   MIAMI                                                        FL                                  33165                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3933                   JUPITER                                                      FL                                  33478                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3934                   EL CAJON                                                     CA                                  92020                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3935                   ROY                                                          UT                                  84067                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             5/1/2031                                   300                                   297
      3936                   MIAMI                                                        FL                                  33186                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      3937                   SUWANEE                                                      GA                                  30024                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2031                                   300                                   297
      3938                   GLEN BURNIE                                                  MD                                  21061                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3939                   FONTANA                                                      CA                                  92337                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             5/1/2031                                   300                                   297
      3940                   ORLANDO                                                      FL                                  32824                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3941                   CANYON COUNTRY                                               CA                                  91351                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3942                   MURRIETA                                                     CA                                  92562                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      3943                   LOS ANGELES                                                  CA                                  90034                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      3944                   WINTER GARDEN                                                FL                                  34787                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      3945                   UPPER MARLBORO                                               MD                                  20774                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      3946                   MIAMI                                                        FL                                  33174                  Condominium                                                 10.875                              0.5                                0                           0.0195                               10.3555                             5/1/2031                                   300                                   297
      3947                   ADDISON                                                      IL                                  60101                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             5/1/2031                                   300                                   297
      3948                   MIAMI                                                        FL                                  33185                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3949                   WARREN                                                       MA                                   1083                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             5/1/2031                                   300                                   297
      3950                   MIAMI LAKES                                                  FL                                  33018                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3951                   DENVER                                                       CO                                  80227                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      3952                   SCOTTSDALE                                                   AZ                                  85258                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                             5/1/2031                                   300                                   297
      3953                   SAN ANDREAS                                                  CA                                  95249                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3954                   OMAHA                                                        NE                                  68127                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             5/1/2031                                   300                                   297
      3955                   TAMPA                                                        FL                                  33605                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      3956                   JUPITER                                                      FL                                  33469                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             5/1/2031                                   300                                   297
      3957                   MIAMI                                                        FL                                  33125                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3958                   FORT WASHINGTON                                              MD                                  20744                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                             5/1/2031                                   300                                   297
      3959                   STOCKTON                                                     CA                                  95212                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3960                   COLLEGEVILLE                                                 PA                                  19426                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             5/1/2031                                   300                                   297
      3961                   DORAL                                                        FL                                  33178                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             6/6/2031                                   300                                   298
      3962                   MILLIKEN                                                     CO                                  80543                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             5/1/2031                                   300                                   297
      3963                   LAKE ALFRED                                                  FL                                  33850                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3964                   PHOENIX                                                      AZ                                  85029                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3965                   PEMBROKE PINES                                               FL                                  33028                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             5/1/2031                                   300                                   297
      3966                   ORLANDO                                                      FL                                  32824                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3967                   STAMFORD                                                     CT                                   6903                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3968                   JACKSONVILLE                                                 FL                                  32256                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                             5/1/2031                                   300                                   297
      3969                   RENTON                                                       WA                                  98059                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      3970                   ATLANTA                                                      GA                                  30319                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      3971                   SAINT PETERSBURG                                             FL                                  33713                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      3972                   RESEDA                                                       CA                                  91335                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3973                   MESA                                                         AZ                                  85202                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      3974                   REVERE                                                       MA                                   2151                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             4/1/2031                                   300                                   296
      3975                   BOCA RATON                                                   FL                                  33498                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      3976                   ROCKLEDGE                                                    FL                                  32955                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      3977                   PHOENIX                                                      AZ                                  85020                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             5/1/2031                                   300                                   297
      3978                   MIAMI                                                        FL                                  33144                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3979                   FT. MYERS                                                    FL                                  33907                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      3980                   MYRTLE BEACH                                                 SC                                  29579                  Condominium                                                  10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      3981                   ROSWELL                                                      GA                                  30076                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      3982                   SAN BERNARDINO                                               CA                                  92405                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3983                   ORLANDO                                                      FL                                  32820                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                             5/1/2031                                   300                                   297
      3984                   SAUSALITO                                                    CA                                  94965                  Condominium                                                     12                              0.5                                0                           0.0195                               11.4805                             5/1/2031                                   300                                   297
      3985                   DELTONA                                                      FL                                  32725                  PUD                                                         11.875                              0.5                                0                           0.0195                               11.3555                             4/1/2031                                   300                                   296
      3986                   HAMPTON                                                      VA                                  23669                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                             5/1/2031                                   300                                   297
      3987                   MARIETTA                                                     GA                                  30060                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             5/1/2031                                   300                                   297
      3988                   CAPE CORAL                                                   FL                                  33990                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                             5/1/2031                                   300                                   297
      3989                   HIGH POINT                                                   NC                                  27265                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      3990                   TAMARAC                                                      FL                                  33321                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3991                   HIALEAH                                                      FL                                  33015                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      3992                   BRIDGEPORT                                                   CT                                   6604                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      3993                   JONESBORO                                                    GA                                  30238                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             5/1/2031                                   300                                   297
      3994                   WARREN                                                       MI                                  48093                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             6/5/2031                                   300                                   298
      3995                   ASHEVILLE                                                    NC                                  28806                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      3996                   MENIFEE                                                      CA                                  92584                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             5/1/2031                                   300                                   297
      3997                   LAS VEGAS                                                    NV                                  89129                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3998                   PHOENIX                                                      AZ                                  85087                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      3999                   SCOTTSDALE                                                   AZ                                  85251                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      4000                   COMMERCE CITY                                                CO                                  80022                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             5/1/2031                                   300                                   297
      4001                   CAMPBELL                                                     CA                                  95008                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      4002                   HUDSON                                                       WI                                  54016                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4003                   EAGLE LAKE                                                   FL                                  33839                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                             4/1/2031                                   300                                   296
      4004                   PALM BAY                                                     FL                                  32905                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4005                   ORLANDO                                                      FL                                  32829                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      4006                   MIAMI                                                        FL                                  33168                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             5/1/2031                                   300                                   297
      4007                   YULEE                                                        FL                                  32097                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4008                   LAS VEGAS                                                    NV                                  89179                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      4009                   MADERA                                                       CA                                  93638                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             5/1/2031                                   300                                   297
      4010                   MELBOURNE                                                    FL                                  32935                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             5/1/2031                                   300                                   297
      4011                   POMONA                                                       CA                                  91767                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      4012                   LAKE ALFRED                                                  FL                                  33850                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      4013                   WINTER SPRINGS                                               FL                                  32708                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             4/1/2031                                   300                                   296
      4014                   SANFORD                                                      FL                                  32771                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4015                   WEEKI WACHEE                                                 FL                                  34614                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      4016                   ORLANDO                                                      FL                                  32818                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             4/1/2031                                   300                                   296
      4017                   ORLANDO                                                      FL                                  32818                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      4018                   MOYOCK                                                       NC                                  27958                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4019                   SHARPSBURG                                                   GA                                  30277                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4020                   JUPITER                                                      FL                                  33458                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4021                   ORLANDO                                                      FL                                  32832                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             5/1/2031                                   300                                   297
      4022                   ATLANTA                                                      GA                                  30360                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             4/1/2031                                   300                                   296
      4023                   ORLANDO                                                      FL                                  32824                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      4024                   MANITOU SPRINGS                                              CO                                  80829                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                             4/1/2031                                   300                                   296
      4025                   MIAMI                                                        FL                                  33194                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4026                   BLUFFTON                                                     SC                                  29910                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                             5/1/2031                                   300                                   297
      4027                   ORLAND HILLS                                                 IL                                  60477                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      4028                   SARASOTA                                                     FL                                  34243                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4029                   COLDWATER                                                    MI                                  49036                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4030                   MIAMI                                                        FL                                  33141                  Condominium                                                  13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      4031                   LAUDERDALE BY THE SEA                                        FL                                  33308                  Condominium                                                     12                              0.5                                0                           0.0195                               11.4805                             4/1/2031                                   300                                   296
      4032                   CHESAPEAKE                                                   VA                                  23324                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      4033                   FOREST FALLS                                                 CA                                  92339                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      4034                   HIALEAH                                                      FL                                  33012                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4035                   ELK GROVE                                                    CA                                  95758                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             4/1/2031                                   300                                   296
      4036                   CHARLOTTE                                                    NC                                  28278                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             4/1/2031                                   300                                   296
      4037                   BRIGHTON                                                     IL                                  62012                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4038                   TEMECULA                                                     CA                                  92592                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      4039                   FALLS CHURCH                                                 VA                                  22046                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4040                   PUEBLO                                                       CO                                  81001                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4041                   NORTH LAS VEGAS                                              NV                                  89032                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            5/29/2031                                   300                                   297
      4042                   CHULA VISTA                                                  CA                                  91910                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4043                   PORTLAND                                                     OR                                  97219                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                             4/1/2031                                   300                                   296
      4044                   LONG BEACH                                                   CA                                  90803                  2-4 Family                                                   12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      4045                   COLLEGE PARK                                                 GA                                  30349                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      4046                   PARKER                                                       CO                                  80134                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      4047                   PURCELLVILLE                                                 VA                                  20132                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      4048                   NORTH LAS VEGAS                                              NV                                  89081                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4049                   LAS VEGAS                                                    NV                                  89156                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4050                   COCONUT CREEK                                                FL                                  33073                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      4051                   OCALA                                                        FL                                  34474                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             6/3/2031                                   300                                   298
      4052                   LYNCHBURG                                                    VA                                  24502                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      4053                   PORTLAND                                                     OR                                  97233                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4054                   STONE MOUNTAIN                                               GA                                  30083                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4055                   RICHMOND                                                     VA                                  23225                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             4/1/2031                                   300                                   296
      4056                   FAIRFAX                                                      VA                                  22032                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4057                   SURPRISE                                                     AZ                                  85374                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4058                   CORAL SPRINGS                                                FL                                  33065                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4059                   LAKE ELSINORE                                                CA                                  92530                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4060                   DECATUR                                                      GA                                  30034                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4061                   DORAL                                                        FL                                  33178                  Condominium                                                     12                              0.5                                0                           0.0195                               11.4805                             4/1/2031                                   300                                   296
      4062                   SAN DIEGO                                                    CA                                  92104                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      4063                   MESA                                                         AZ                                  85209                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      4064                   JACKSONVILLE                                                 FL                                  32259                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      4065                   NAVARRE                                                      FL                                  32566                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      4066                   NORFOLK                                                      VA                                  23503                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4067                   HEMET                                                        CA                                  92545                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4068                   BISMARCK                                                     ND                                  58504                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             4/1/2031                                   300                                   296
      4069                   GARFIELD HEIGHTS                                             OH                                  44125                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4070                   PALM COAST                                                   FL                                  32164                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4071                   CORAL SPRINGS                                                FL                                  33065                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4072                   CENTENNIAL                                                   CO                                  80015                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      4073                   SIOUX FALLS                                                  SD                                  57104                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             4/1/2031                                   300                                   296
      4074                   GOODYEAR                                                     AZ                                  85338                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4075                   SUPPLY                                                       NC                                  28462                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4076                   PORT SAINT LUCIE                                             FL                                  34952                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             4/1/2031                                   300                                   296
      4077                   DEERFIELD BEACH                                              FL                                  33441                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4078                   COLORADO SPRINGS                                             CO                                  80918                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4079                   LA MESA                                                      CA                                  91941                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      4080                   HYDE PARK                                                    MA                                   2136                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      4081                   SAN DIEGO                                                    CA                                  92101                  Hi-Rise Condo                                                   14                              0.5                                0                           0.0195                               13.4805                             4/1/2031                                   300                                   296
      4082                   NASHVILLE                                                    TN                                  37208                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2021                                   180                                   176
      4083                   TAMPA                                                        FL                                  33612                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4084                   WATERFORD                                                    MI                                  48329                  Condominium                                                  10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      4085                   CERES                                                        CA                                  95307                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4086                   MONETA                                                       VA                                  24121                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             4/1/2031                                   300                                   296
      4087                   RIVIERA BEACH                                                FL                                  33404                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      4088                   MIAMI                                                        FL                                  33185                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      4089                   RICHMOND                                                     VA                                  23224                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                             4/1/2031                                   300                                   296
      4090                   LAS CRUCES                                                   NM                                  88005                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      4091                   FORT MYERS                                                   FL                                  33907                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      4092                   LOS ANGELES                                                  CA                                  90047                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             4/1/2031                                   300                                   296
      4093                   MIAMI                                                        FL                                  33147                  2-4 Family                                                   11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4094                   COLONIAL BEACH                                               VA                                  22443                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      4095                   MYAKKA CITY                                                  FL                                  34251                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      4096                   PLEASANT GROVE                                               UT                                  84062                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      4097                   COVINA                                                       CA                                  91722                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             4/1/2031                                   300                                   296
      4098                   SACRAMENTO                                                   CA                                  95834                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      4099                   GERMANTOWN                                                   TN                                  38139                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             4/1/2021                                   180                                   176
      4100                   KISSIMMEE                                                    FL                                  34759                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      4101                   WOODLAND PARK                                                CO                                  80863                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      4102                   DAYTONA BEACH                                                FL                                  32114                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4103                   MIAMI                                                        FL                                  33172                  Condominium                                                  13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      4104                   HENDERSON                                                    NV                                  89074                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                             2/1/2031                                   300                                   294
      4105                   ANAHEIM                                                      CA                                  92805                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                            1/25/2031                                   300                                   293
      4106                   SCOTTSDALE                                                   AZ                                  85258                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                             1/6/2031                                   300                                   293
      4107                   ORLANDO                                                      FL                                  32828                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            1/19/2031                                   300                                   293
      4108                   GRAND RAPIDS                                                 MI                                  49505                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             2/1/2031                                   300                                   294
      4109                   LAKE GENEVA                                                  WI                                  53147                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                            1/27/2031                                   300                                   293
      4110                   MADERA                                                       CA                                  93637                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             1/3/2031                                   300                                   293
      4111                   TAMPA                                                        FL                                  33618                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                             1/9/2031                                   300                                   293
      4112                   COTTONWOOD                                                   AZ                                  86326                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                           12/28/2030                                   300                                   292
      4113                   NORTHBROOK                                                   IL                                  60062                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                             2/1/2031                                   300                                   294
      4114                   REEDLEY                                                      CA                                  93654                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             1/5/2031                                   300                                   293
      4115                   LAKEVILLE                                                    MN                                  55044                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            2/28/2031                                   300                                   294
      4116                   SPARTA                                                       NJ                                   7871                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             1/4/2031                                   300                                   293
      4117                   TOTOWA                                                       NJ                                   7512                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                            1/13/2031                                   300                                   293
      4118                   RENO                                                         NV                                  89506                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                           12/28/2030                                   300                                   292
      4119                   PEABODY                                                      MA                                   1960                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            1/17/2031                                   300                                   293
      4120                   HENDERSON                                                    NV                                  89015                  PUD                                                          9.125                              0.5                                0                           0.0195                                8.6055                           12/23/2030                                   300                                   292
      4121                   BERKELEY                                                     IL                                  60163                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            1/26/2031                                   300                                   293
      4122                   NORFOLK                                                      VA                                  23505                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             1/5/2031                                   300                                   293
      4123                   BASKING RIDGE                                                NJ                                   7920                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                            1/18/2031                                   300                                   293
      4124                   CATLETTSBURG                                                 KY                                  41129                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             1/5/2031                                   300                                   293
      4125                   HOLLAND                                                      PA                                  18966                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             1/6/2031                                   300                                   293
      4126                   CHICAGO                                                      IL                                  60657                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                             1/3/2031                                   300                                   293
      4127                   EMMITSBURG                                                   MD                                  21727                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                           12/28/2030                                   300                                   292
      4128                   CAMBRIDGE                                                    MA                                   2141                  2-4 Family                                                   9.375                              0.5                                0                           0.0195                                8.8555                             1/9/2031                                   300                                   293
      4129                   PALATINE                                                     IL                                  60074                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            1/28/2031                                   300                                   293
      4130                   NYACK                                                        NY                                  10960                  2-4 Family                                                     9.5                              0.5                                0                           0.0195                                8.9805                            2/28/2031                                   300                                   294
      4131                   SHORELINE                                                    WA                                  98177                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           12/19/2030                                   300                                   292
      4132                   ROCKAWAY                                                     NJ                                   7866                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             1/6/2031                                   300                                   293
      4133                   MADERA                                                       CA                                  93637                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                           12/29/2030                                   300                                   292
      4134                   AUBURN                                                       WA                                  98001                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                           12/23/2030                                   300                                   292
      4135                   PRESCOTT VALLEY                                              AZ                                  86314                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             1/6/2031                                   300                                   293
      4136                   WEST ISLIP                                                   NY                                  11795                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            1/20/2031                                   300                                   293
      4137                   PENNSVILLE                                                   NJ                                   8070                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                            1/11/2031                                   300                                   293
      4138                   EAST NORTHPORT                                               NY                                  11731                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            1/12/2031                                   300                                   293
      4139                   FOREST PARK                                                  IL                                  60130                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                             1/4/2031                                   300                                   293
      4140                   CHARLESTON                                                   SC                                  29407                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             1/6/2031                                   300                                   293
      4141                   SILEX                                                        MO                                  63377                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            1/28/2031                                   300                                   293
      4142                   AIRMONT                                                      NY                                  10901                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             1/5/2031                                   300                                   293
      4143                   PEORIA                                                       AZ                                  85382                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             1/4/2031                                   300                                   293
      4144                   SUPERIOR TOWNSHIP                                            MI                                  48198                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/18/2031                                   300                                   293
      4145                   PRAIRIE CITY                                                 OR                                  97869                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                           12/27/2030                                   300                                   292
      4146                   EWA BEACH                                                    HI                                  96706                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                           12/28/2030                                   300                                   292
      4147                   NEW PRESTON                                                  CT                                   6777                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4148                   STERLING                                                     CO                                  80751                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            3/15/2036                                   360                                   355
      4149                   HYATTSVILLE                                                  MD                                  20781                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            6/20/2031                                   300                                   298
      4150                   LANCASTER                                                    CA                                  93535                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                            6/20/2031                                   300                                   298
      4151                   CORONA                                                       CA                                  92883                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                            6/20/2031                                   300                                   298
      4152                   ALHAMBRA                                                     CA                                  91801                  2-4 Family                                                   13.75                              0.5                                0                           0.0195                               13.2305                            6/20/2031                                   300                                   298
      4153                   ANAHEIM                                                      CA                                  92804                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      4154                   DELTONA                                                      FL                                  32738                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
      4155                   MIRAMAR                                                      FL                                  33027                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             3/1/2031                                   300                                   295
      4156                   ORLANDO                                                      FL                                  32810                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4157                   GRAND RAPIDS                                                 MI                                  49508                  2-4 Family                                                   12.25                              0.5                                0                           0.0195                               11.7305                             3/1/2031                                   300                                   295
      4158                   YULEE                                                        FL                                  32097                  PUD                                                           11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2031                                   300                                   295
      4159                   ARCADIA                                                      FL                                  34266                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2031                                   300                                   295
      4160                   DOUGLASSVILLE                                                PA                                  19518                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             3/1/2031                                   300                                   295
      4161                   BURKE                                                        VA                                  22015                  Condominium                                                  13.25                              0.5                                0                           0.0195                               12.7305                             3/1/2031                                   300                                   295
      4162                   BLACKSBURG                                                   VA                                  24060                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                             4/1/2031                                   300                                   296
      4163                   PORTLAND                                                     OR                                  97215                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4164                   OLIVE BRANCH                                                 MS                                  38654                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             3/1/2031                                   300                                   295
      4165                   MIAMI                                                        FL                                  33015                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
      4166                   MURFREESBORO                                                 TN                                  37129                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2021                                   180                                   175
      4167                   HIALEAH                                                      FL                                  33015                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
      4168                   MIRAMAR                                                      FL                                  33023                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      4169                   DORAL                                                        FL                                  33178                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4170                   MIAMI                                                        FL                                  33144                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                             3/1/2031                                   300                                   295
      4171                   ANTIOCH                                                      TN                                  37013                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                             3/1/2021                                   180                                   175
      4172                   DORCHESTER                                                   MA                                   1702                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
      4173                   WINTER HAVEN                                                 FL                                  33884                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             3/1/2031                                   300                                   295
      4174                   ANDERSONVILLE                                                TN                                  37705                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             3/1/2021                                   180                                   175
      4175                   PHOENIX                                                      AZ                                  85022                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4176                   ORLANDO                                                      FL                                  32817                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      4177                   ORLANDO                                                      FL                                  32824                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                             3/1/2031                                   300                                   295
      4178                   ADELANTO                                                     CA                                  92301                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             3/1/2031                                   300                                   295
      4179                   COLORADO SPRINGS                                             CO                                  80906                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      4180                   LAS VEGAS                                                    NV                                  89144                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      4181                   SAN JACINTO                                                  CA                                  92583                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             3/1/2031                                   300                                   295
      4182                   AVON                                                         CT                                   6001                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2031                                   300                                   296
      4183                   ORLANDO                                                      FL                                  32819                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2031                                   300                                   295
      4184                   MYRTLE BEACH                                                 SC                                  29579                  Condominium                                                     13                              0.5                                0                           0.0195                               12.4805                             3/1/2031                                   300                                   295
      4185                   WOONSOCKET                                                   RI                                   2895                  Condominium                                                 10.125                              0.5                                0                           0.0195                                9.6055                             4/1/2031                                   300                                   296
      4186                   COLORADO SPRINGS                                             CO                                  80906                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             3/1/2031                                   300                                   295
      4187                   DEER PARK                                                    NY                                  11729                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             4/1/2031                                   300                                   296
      4188                   FRIPP ISLAND                                                 SC                                  29920                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             4/1/2031                                   300                                   296
      4189                   ARVADA                                                       CO                                  80002                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      4190                   CHINO HILLS                                                  CA                                  91709                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      4191                   MILLINGTON                                                   TN                                  38053                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             4/1/2021                                   180                                   176
      4192                   GILBERT                                                      AZ                                  85297                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            12/9/2030                                   300                                   292
      4193                   SAN BERNARDINO                                               CA                                  92407                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                            1/11/2031                                   300                                   293
      4194                   FLORENCE                                                     KY                                  41042                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            2/10/2031                                   300                                   294
      4195                   BAKERSFIELD                                                  CA                                  93309                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             2/1/2031                                   300                                   294
      4196                   WANTAGH                                                      NY                                  11793                  2-4 Family                                                     8.5                              0.5                                0                           0.0195                                7.9805                            1/24/2031                                   300                                   293
      4197                   STRATFORD                                                    CT                                   6614                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            1/17/2031                                   300                                   293
      4198                   MURRIETA                                                     CA                                  92563                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                           12/13/2030                                   300                                   292
      4199                   RONKONKOMA                                                   NY                                  11779                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             2/2/2031                                   300                                   294
      4200                   STONY POINT                                                  NY                                  10980                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                             1/9/2031                                   300                                   293
      4201                   OROVILLE                                                     CA                                  95966                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                           12/28/2030                                   300                                   292
      4202                   GEISMAR                                                      LA                                  70734                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             1/6/2031                                   300                                   293
      4203                   WASHINGTON                                                   DC                                  20016                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            2/15/2031                                   300                                   294
      4204                   BOWIE                                                        MD                                  20721                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                           12/29/2030                                   300                                   292
      4205                   MILLBURN                                                     NJ                                   7041                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             3/6/2031                                   300                                   295
      4206                   LAKE ELSINORE                                                CA                                  92532                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                             1/1/2031                                   300                                   293
      4207                   BERNVILLLE                                                   PA                                  19506                  PUD                                                         11.125                              0.5                                0                           0.0195                               10.6055                            2/28/2031                                   300                                   294
      4208                   WESTBURY                                                     NY                                  11590                  Condominium                                                 10.375                              0.5                                0                           0.0195                                9.8555                            1/23/2031                                   300                                   293
      4209                   SHINGLE SPRINGS                                              CA                                  95682                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             2/1/2031                                   300                                   294
      4210                   CONGERS                                                      NY                                  10920                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             3/3/2031                                   300                                   295
      4211                   DAVIS                                                        CA                                  95616                  PUD                                                          8.625                              0.5                                0                           0.0195                                8.1055                           12/20/2030                                   300                                   292
      4212                   KAAAWA                                                       HI                                  96730                  Condominium                                                  9.875                              0.5                                0                           0.0195                                9.3555                            1/10/2031                                   300                                   293
      4213                   LAKE GROVE                                                   NY                                  11755                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            2/21/2031                                   300                                   294
      4214                   BLAUVELT                                                     NY                                  10913                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             2/8/2031                                   300                                   294
      4215                   GOFFSTOWN                                                    NH                                   3045                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            2/24/2031                                   300                                   294
      4216                   LAUREL                                                       MD                                  20707                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                           12/28/2030                                   300                                   292
      4217                   FOSTER                                                       RI                                   2825                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             1/5/2031                                   300                                   293
      4218                   ORANGE                                                       CA                                  92869                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             1/3/2031                                   300                                   293
      4219                   POUGHKEEPSIE                                                 NY                                  12603                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/13/2031                                   300                                   293
      4220                   WOODHAVEN                                                    MI                                  48183                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            1/20/2031                                   300                                   293
      4221                   WESLEY CHAPEL                                                FL                                  33544                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                             2/1/2031                                   300                                   294
      4222                   CHESTNUT HILL                                                MA                                   2467                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             3/1/2031                                   300                                   295
      4223                   MOUNT PLEASANT                                               SC                                  29466                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             2/9/2031                                   300                                   294
      4224                   ISLAND LAKE                                                  IL                                  60042                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             1/5/2031                                   300                                   293
      4225                   STATEN ISLAND                                                NY                                  10303                  PUD                                                          9.375                              0.5                                0                           0.0195                                8.8555                           12/22/2030                                   300                                   292
      4226                   CHESAPEAKE                                                   VA                                  23322                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                           12/30/2030                                   300                                   292
      4227                   MOUNT LAUREL                                                 NJ                                   8054                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                            1/17/2031                                   300                                   293
      4228                   GRAND JUNCTION                                               CO                                  81503                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                             1/3/2031                                   300                                   293
      4229                   OSWEGO                                                       IL                                  60543                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            1/19/2031                                   300                                   293
      4230                   BAYSIDE                                                      NY                                  11361                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             2/2/2031                                   300                                   294
      4231                   UTICA                                                        OH                                  43080                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                           12/30/2030                                   300                                   292
      4232                   BROOKLYN                                                     NY                                  11212                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            1/12/2031                                   300                                   293
      4233                   LAKE ELSINORE                                                CA                                  92532                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                             2/8/2031                                   300                                   294
      4234                   NAMPA                                                        ID                                  83651                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            2/13/2031                                   300                                   294
      4235                   WICHITA                                                      KS                                  67235                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                             2/1/2031                                   300                                   294
      4236                   FOOTHILL RANCH                                               CA                                  92610                  Condominium                                                  8.875                              0.5                                0                           0.0195                                8.3555                             1/5/2031                                   300                                   293
      4237                   SYKESVILLE                                                   MD                                  21784                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            1/28/2031                                   300                                   293
      4238                   RANCHO CORDOVA                                               CA                                  95742                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             4/1/2031                                   300                                   296
      4239                   YORKTOWN HEIGHTS                                             NY                                  10598                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/11/2031                                   300                                   293
      4240                   COLUMBIA                                                     SC                                  29229                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                            2/27/2031                                   300                                   294
      4241                   MIDDLETOWN                                                   DE                                  19709                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            2/24/2031                                   300                                   294
      4242                   HIGHLAND PARK                                                MI                                  48203                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/24/2031                                   300                                   293
      4243                   SAN DIEGO                                                    CA                                  92120                  Condominium                                                   8.25                              0.5                                0                           0.0195                                7.7305                            1/26/2031                                   300                                   293
      4244                   DES MOINES                                                   IA                                  50312                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             1/4/2031                                   300                                   293
      4245                   CHICAGO                                                      IL                                  60605                  Hi-Rise Condo                                               12.375                              0.5                                0                           0.0195                               11.8555                             2/3/2031                                   300                                   294
      4246                   BALTIMORE                                                    MD                                  21202                  Condominium                                                  10.75                              0.5                                0                           0.0195                               10.2305                            1/26/2031                                   300                                   293
      4247                   ATTLEBORO                                                    MA                                   2703                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            1/20/2031                                   300                                   293
      4248                   WEST ISLIP                                                   NY                                  11795                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                             1/5/2031                                   300                                   293
      4249                   BRAMBLETON                                                   VA                                  20148                  PUD                                                          8.625                              0.5                                0                           0.0195                                8.1055                            1/25/2031                                   300                                   293
      4250                   WILMINGTON                                                   NC                                  28412                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            3/14/2031                                   300                                   295
      4251                   BOHEMIA                                                      NY                                  11716                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                           12/27/2030                                   300                                   292
      4252                   MONTGOMERY                                                   IL                                  60538                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                            2/14/2031                                   300                                   294
      4253                   CLARKSBURG                                                   MD                                  20871                  PUD                                                          8.875                              0.5                                0                           0.0195                                8.3555                             2/7/2031                                   300                                   294
      4254                   CHICAGO                                                      IL                                  60622                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            1/24/2031                                   300                                   293
      4255                   ROCHESTER                                                    MN                                  55901                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             1/9/2031                                   300                                   293
      4256                   LAS VEGAS                                                    NV                                  89138                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                            1/10/2031                                   300                                   293
      4257                   EAST ISLIP                                                   NY                                  11730                  PUD                                                          8.375                              0.5                                0                           0.0195                                7.8555                            1/19/2031                                   300                                   293
      4258                   LEXINGTON                                                    SC                                  29073                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                            1/10/2031                                   300                                   293
      4259                   RIVERHEAD                                                    NY                                  11901                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            1/26/2031                                   300                                   293
      4260                   HAYDEN                                                       ID                                  83835                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                             1/5/2031                                   300                                   293
      4261                   OAKLAND                                                      CA                                  94619                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             1/1/2031                                   300                                   293
      4262                   AVONDALE                                                     AZ                                  85323                  PUD                                                          9.125                              0.5                                0                           0.0195                                8.6055                            1/17/2031                                   300                                   293
      4263                   PASADENA                                                     MD                                  21122                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            2/10/2031                                   300                                   294
      4264                   OCALA                                                        FL                                  34472                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            1/13/2031                                   300                                   293
      4265                   LUGOFF                                                       SC                                  29078                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             2/1/2031                                   300                                   294
      4266                   SALINAS                                                      CA                                  93908                  PUD                                                          8.625                              0.5                                0                           0.0195                                8.1055                             1/9/2031                                   300                                   293
      4267                   JUPITER                                                      FL                                  33458                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            1/12/2031                                   300                                   293
      4268                   LAS VEGAS                                                    NV                                  89147                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                            2/14/2031                                   300                                   294
      4269                   CHESAPEAKE                                                   MD                                  20732                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             1/5/2031                                   300                                   293
      4270                   SILVER SPRING                                                MD                                  20904                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             1/9/2031                                   300                                   293
      4271                   COLUMBIA                                                     SC                                  29229                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                             1/6/2031                                   300                                   293
      4272                   WEYMOUTH                                                     MA                                   2190                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            1/13/2031                                   300                                   293
      4273                   ORANGE                                                       CA                                  92867                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             1/7/2031                                   300                                   293
      4274                   MILPITAS                                                     CA                                  95035                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            1/20/2031                                   300                                   293
      4275                   LAHAINA                                                      HI                                  96761                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                             2/7/2031                                   300                                   294
      4276                   HILTON HEAD ISLAND                                           SC                                  29926                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                             1/6/2031                                   300                                   293
      4277                   CONCORD                                                      NC                                  28027                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            1/27/2031                                   300                                   293
      4278                   RIVERSIDE                                                    NJ                                   8075                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/25/2031                                   300                                   293
      4279                   SACRAMENTO                                                   CA                                  95835                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                             2/1/2031                                   300                                   294
      4280                   STERLING                                                     MA                                   1564                  Condominium                                                  9.625                              0.5                                0                           0.0195                                9.1055                             3/3/2031                                   300                                   295
      4281                   COVINA                                                       CA                                  91723                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            1/20/2031                                   300                                   293
      4282                   LAKE ELSINORE                                                CA                                  92530                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            1/20/2031                                   300                                   293
      4283                   TEMPE                                                        AZ                                  85282                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             1/1/2031                                   300                                   293
      4284                   WILMETTE                                                     IL                                  60091                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            2/22/2031                                   300                                   294
      4285                   SHELBYVILLE                                                  KY                                  40065                  Single Family                                               12.625                              0.5                                0                           0.0195                               12.1055                            1/18/2031                                   300                                   293
      4286                   SPARTANBURG                                                  SC                                  29307                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/23/2031                                   300                                   293
      4287                   METAIRIE                                                     LA                                  70003                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             2/8/2031                                   300                                   294
      4288                   WAVERLY                                                      MO                                  64096                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/20/2031                                   300                                   293
      4289                   NAPLES                                                       FL                                  34119                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                             2/3/2031                                   300                                   294
      4290                   FT. LAUDERDALE                                               FL                                  33312                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            1/25/2031                                   300                                   293
      4291                   BOULDER CREEK                                                CA                                  95006                  PUD                                                          9.375                              0.5                                0                           0.0195                                8.8555                            1/20/2031                                   300                                   293
      4292                   BLUFFTON                                                     SC                                  29910                  PUD                                                          9.375                              0.5                                0                           0.0195                                8.8555                             3/7/2031                                   300                                   295
      4293                   BALTIMORE                                                    MD                                  21202                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                             4/1/2031                                   300                                   296
      4294                   CHICAGO                                                      IL                                  60610                  Condominium                                                   12.5                              0.5                                0                           0.0195                               11.9805                            1/17/2031                                   300                                   293
      4295                   RESTON                                                       VA                                  20190                  Condominium                                                  10.75                              0.5                                0                           0.0195                               10.2305                            1/19/2031                                   300                                   293
      4296                   HOOPER                                                       UT                                  84315                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/18/2031                                   300                                   293
      4297                   MERIDIAN                                                     ID                                  83642                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            2/13/2031                                   300                                   294
      4298                   CARLSBAD                                                     CA                                  92009                  Condominium                                                  8.625                              0.5                                0                           0.0195                                8.1055                            1/10/2031                                   300                                   293
      4299                   MODESTO                                                      CA                                  95358                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                             1/9/2031                                   300                                   293
      4300                   TROY                                                         MI                                  48098                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            2/24/2031                                   300                                   294
      4301                   LANHAM                                                       MD                                  20706                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/25/2031                                   300                                   293
      4302                   PLANT CITY                                                   FL                                  33566                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            2/13/2031                                   300                                   294
      4303                   TEHACHAPI                                                    CA                                  93561                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             1/6/2031                                   300                                   293
      4304                   CITRUS HEIGHTS                                               CA                                  95621                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            1/10/2031                                   300                                   293
      4305                   MINNEAPOLIS                                                  MN                                  55417                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             1/5/2031                                   300                                   293
      4306                   CROFTON                                                      MD                                  21114                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            1/17/2031                                   300                                   293
      4307                   LAS VEGAS                                                    NV                                  89110                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                             1/1/2031                                   300                                   293
      4308                   LEHIGH ACRES                                                 FL                                  33971                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            1/17/2031                                   300                                   293
      4309                   EAST BRIDGEWATER                                             MA                                   2333                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                           12/29/2030                                   300                                   292
      4310                   HOLLADAY                                                     UT                                  84117                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             2/3/2031                                   300                                   294
      4311                   BLOOMINGDALE                                                 IL                                  60108                  Condominium                                                 10.625                              0.5                                0                           0.0195                               10.1055                            1/17/2031                                   300                                   293
      4312                   GOLD CANYON                                                  AZ                                  85218                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/18/2031                                   300                                   293
      4313                   PORTLAND                                                     OR                                  97213                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             1/5/2031                                   300                                   293
      4314                   PORTLAND                                                     OR                                  97233                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             1/3/2031                                   300                                   293
      4315                   NAPERVILLE                                                   IL                                  60540                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            1/28/2031                                   300                                   293
      4316                   SCOTTSDALE                                                   AZ                                  85251                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                             2/8/2031                                   300                                   294
      4317                   APEX                                                         NC                                  27502                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            1/12/2031                                   300                                   293
      4318                   MARIETTA                                                     GA                                  30068                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            1/26/2031                                   300                                   293
      4319                   SAN BERNARDINO                                               CA                                  92404                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            1/19/2031                                   300                                   293
      4320                   LUSBY                                                        MD                                  20657                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             1/4/2031                                   300                                   293
      4321                   DOWELL                                                       MD                                  20629                  Condominium                                                  8.875                              0.5                                0                           0.0195                                8.3555                             1/9/2031                                   300                                   293
      4322                   LOUISVILLE                                                   KY                                  40245                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             1/5/2031                                   300                                   293
      4323                   BALTIMORE                                                    MD                                  21224                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            1/27/2031                                   300                                   293
      4324                   SMYRNA                                                       GA                                  30080                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             1/4/2031                                   300                                   293
      4325                   VOORHEES                                                     NJ                                   8043                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             2/8/2031                                   300                                   294
      4326                   BELLINGHAM                                                   WA                                  98226                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             1/5/2031                                   300                                   293
      4327                   KINGS PARK                                                   NY                                  11754                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            1/11/2031                                   300                                   293
      4328                   DELHI                                                        CA                                  95315                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             1/3/2031                                   300                                   293
      4329                   SAN BERNARDINO                                               CA                                  92405                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                           12/29/2030                                   300                                   292
      4330                   CHESAPEAKE                                                   VA                                  23320                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            1/13/2031                                   300                                   293
      4331                   TALLAHASSEE                                                  FL                                  32313                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                             2/8/2031                                   300                                   294
      4332                   SACRAMENTO                                                   CA                                  95835                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                            1/11/2031                                   300                                   293
      4333                   LAS VEGAS                                                    NV                                  89143                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            1/23/2031                                   300                                   293
      4334                   CHICAGO                                                      IL                                  60610                  Condominium                                                  10.75                              0.5                                0                           0.0195                               10.2305                            1/20/2031                                   300                                   293
      4335                   CRISFIELD                                                    MD                                  21817                  Condominium                                                   10.5                              0.5                                0                           0.0195                                9.9805                            1/27/2031                                   300                                   293
      4336                   EAST PATCHOGUE                                               NY                                  11772                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            1/24/2031                                   300                                   293
      4337                   SAN DIEGO                                                    CA                                  92131                  Condominium                                                  11.25                              0.5                                0                           0.0195                               10.7305                             1/3/2031                                   300                                   293
      4338                   WHITE PLAINS                                                 MD                                  20695                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            1/13/2031                                   300                                   293
      4339                   POMONA                                                       CA                                  91767                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             1/9/2031                                   300                                   293
      4340                   CHICAGO                                                      IL                                  60707                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            1/13/2031                                   300                                   293
      4341                   CINCINNATI                                                   OH                                  45248                  Condominium                                                     10                              0.5                                0                           0.0195                                9.4805                            1/18/2031                                   300                                   293
      4342                   SUSSEX                                                       NJ                                   7461                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            1/28/2031                                   300                                   293
      4343                   BEAVERTON                                                    OR                                  97007                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                             1/3/2031                                   300                                   293
      4344                   CYPRESS                                                      CA                                  90630                  Condominium                                                  10.25                              0.5                                0                           0.0195                                9.7305                            1/21/2031                                   300                                   293
      4345                   PRESTON                                                      CT                                   6365                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            1/19/2031                                   300                                   293
      4346                   FLORA                                                        IL                                  62839                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             1/6/2031                                   300                                   293
      4347                   MANASSAS                                                     VA                                  20112                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            1/13/2031                                   300                                   293
      4348                   LAUREL                                                       MD                                  20723                  PUD                                                          8.625                              0.5                                0                           0.0195                                8.1055                            1/24/2031                                   300                                   293
      4349                   LEXINGTON                                                    KY                                  40504                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            1/13/2031                                   300                                   293
      4350                   BLUFFTON                                                     SC                                  29910                  PUD                                                          9.125                              0.5                                0                           0.0195                                8.6055                            1/10/2031                                   300                                   293
      4351                   CLAREMONT                                                    CA                                  91711                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            1/19/2031                                   300                                   293
      4352                   LAKE ZURICH                                                  IL                                  60047                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            2/10/2031                                   300                                   294
      4353                   ELBERT                                                       CO                                  80106                  PUD                                                          8.625                              0.5                                0                           0.0195                                8.1055                            1/20/2031                                   300                                   293
      4354                   LAKE ZURICH                                                  IL                                  60047                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                            2/24/2031                                   300                                   294
      4355                   MIAMI                                                        FL                                  33132                  Condominium                                                 10.375                              0.5                                0                           0.0195                                9.8555                             1/6/2031                                   300                                   293
      4356                   CHICAGO                                                      IL                                  60640                  Condominium                                                     10                              0.5                                0                           0.0195                                9.4805                             1/6/2031                                   300                                   293
      4357                   ALAMEDA                                                      CA                                  94501                  Condominium                                                  9.375                              0.5                                0                           0.0195                                8.8555                             2/9/2031                                   300                                   294
      4358                   SAN DIEGO                                                    CA                                  92109                  Condominium                                                  8.875                              0.5                                0                           0.0195                                8.3555                             1/4/2031                                   300                                   293
      4359                   VAIL                                                         AZ                                  85641                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                             1/6/2031                                   300                                   293
      4360                   WINDSOR MILL                                                 MD                                  21244                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            1/13/2031                                   300                                   293
      4361                   BEND                                                         OR                                  97702                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                           12/28/2030                                   300                                   292
      4362                   HOLLYWOOD                                                    SC                                  29449                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                            2/16/2031                                   300                                   294
      4363                   DAVIDSONVILLE                                                MD                                  21035                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            2/28/2031                                   300                                   294
      4364                   SOUTHBRIDGE                                                  VA                                  22026                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            1/11/2031                                   300                                   293
      4365                   TUCSON                                                       AZ                                  85719                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             1/6/2031                                   300                                   293
      4366                   HAVERSTRAW                                                   NY                                  10927                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                             3/1/2031                                   300                                   295
      4367                   VALLEY CENTER                                                CA                                  92082                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             1/5/2031                                   300                                   293
      4368                   OMAHA                                                        NE                                  68106                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                            1/13/2031                                   300                                   293
      4369                   VALLEJO                                                      CA                                  94590                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             2/1/2031                                   300                                   294
      4370                   ROCHESTER                                                    MA                                   2770                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            1/25/2031                                   300                                   293
      4371                   LAKE WORTH                                                   FL                                  33467                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                            1/26/2031                                   300                                   293
      4372                   PHOENIX                                                      AZ                                  85020                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                             2/1/2031                                   300                                   294
      4373                   SUNRISE                                                      FL                                  33322                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                            1/12/2031                                   300                                   293
      4374                   WOODSTOCK                                                    NY                                  12498                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                            1/27/2031                                   300                                   293
      4375                   MARICOPA                                                     AZ                                  85239                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             2/8/2031                                   300                                   294
      4376                   CONCORD                                                      CA                                  94518                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/13/2031                                   300                                   293
      4377                   HENDERSON                                                    NV                                  89014                  Condominium                                                 10.625                              0.5                                0                           0.0195                               10.1055                             2/1/2031                                   300                                   294
      4378                   ENGLEWOOD                                                    CO                                  80112                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             1/5/2031                                   300                                   293
      4379                   CHICAGO                                                      IL                                  60608                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             2/3/2031                                   300                                   294
      4380                   HIGLEY                                                       AZ                                  85236                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            1/23/2031                                   300                                   293
      4381                   VIENNA                                                       VA                                  22180                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            1/20/2031                                   300                                   293
      4382                   FELTON                                                       CA                                  95018                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                           12/29/2030                                   300                                   292
      4383                   VENICE                                                       CA                                  90291                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             2/1/2031                                   300                                   294
      4384                   NEW BEDFORD                                                  MA                                   2745                  2-4 Family                                                   11.75                              0.5                                0                           0.0195                               11.2305                            1/11/2031                                   300                                   293
      4385                   MAITLAND                                                     FL                                  32751                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                           12/30/2030                                   300                                   292
      4386                   CASA GRANDE                                                  AZ                                  85222                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             1/9/2031                                   300                                   293
      4387                   CAPITOL HEIGHTS                                              MD                                  20743                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            1/17/2031                                   300                                   293
      4388                   SHERMAN OAKS                                                 CA                                  91411                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                           12/30/2030                                   300                                   292
      4389                   RICHMOND                                                     VA                                  23236                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            1/12/2031                                   300                                   293
      4390                   EL MONTE                                                     CA                                  91732                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                             1/4/2031                                   300                                   293
      4391                   LA JOLLA                                                     CA                                  92037                  Condominium                                                  9.875                              0.5                                0                           0.0195                                9.3555                             1/6/2031                                   300                                   293
      4392                   MESA                                                         AZ                                  85201                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                             1/4/2031                                   300                                   293
      4393                   RIVERBANK                                                    CA                                  95367                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                           12/22/2030                                   300                                   292
      4394                   SANTA CRUZ                                                   CA                                  95062                  PUD                                                         10.625                              0.5                                0                           0.0195                               10.1055                            1/23/2031                                   300                                   293
      4395                   PASADENA                                                     MD                                  21122                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                            1/18/2031                                   300                                   293
      4396                   TEMECULA                                                     CA                                  92591                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                             1/7/2031                                   300                                   293
      4397                   CAMPBELL                                                     CA                                  95008                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            1/12/2031                                   300                                   293
      4398                   RIO RANCHO                                                   NM                                  87124                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             1/1/2031                                   300                                   293
      4399                   LAS VEGAS                                                    NV                                  89131                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                             1/9/2031                                   300                                   293
      4400                   BALTIMORE                                                    MD                                  21224                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            1/12/2031                                   300                                   293
      4401                   BALTIMORE                                                    MD                                  21202                  Condominium                                                  8.875                              0.5                                0                           0.0195                                8.3555                            1/12/2031                                   300                                   293
      4402                   MESA                                                         AZ                                  85205                  PUD                                                           9.75                              0.5                                0                           0.0195                                9.2305                           12/23/2030                                   300                                   292
      4403                   SPARTA                                                       NJ                                   7871                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                           12/30/2030                                   300                                   292
      4404                   TUCSON                                                       AZ                                  85705                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                           12/28/2030                                   300                                   292
      4405                   Darby                                                        PA                                  19023                  2-4 Family                                                   12.75                              0.5                                0                           0.0195                               12.2305                            7/15/2019                                   180                                   155
      4406                   MARCO ISLAND                                                 FL                                  34145                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                             1/6/2031                                   300                                   293
      4407                   W. PALM BEACH                                                FL                                  33401                  Condominium                                                  9.875                              0.5                                0                           0.0195                                9.3555                            3/14/2031                                   300                                   295
      4408                   SAN JOSE                                                     CA                                  95132                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             1/1/2031                                   300                                   293
      4409                   SUN CITY                                                     CA                                  92585                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             1/3/2031                                   300                                   293
      4410                   PRINCETON JUNCTION                                           NJ                                   8550                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                            2/23/2031                                   300                                   294
      4411                   ACTON                                                        MA                                   1720                  Condominium                                                  9.125                              0.5                                0                           0.0195                                8.6055                            1/19/2031                                   300                                   293
      4412                   DES MOINES                                                   WA                                  98198                  Condominium                                                  8.375                              0.5                                0                           0.0195                                7.8555                           12/20/2030                                   300                                   292
      4413                   SAN JOSE                                                     CA                                  95123                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                             1/4/2031                                   300                                   293
      4414                   CHICAGO                                                      IL                                  60614                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            1/13/2031                                   300                                   293
      4415                   SAN PEDRO                                                    CA                                  90732                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                            1/23/2031                                   300                                   293
      4416                   VALLEJO                                                      CA                                  94589                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                           12/26/2030                                   300                                   292
      4417                   HOLTVILLE                                                    CA                                  92250                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             2/2/2031                                   300                                   294
      4418                   SALISBURY                                                    MD                                  21804                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                             1/6/2031                                   300                                   293
      4419                   FLORENCE                                                     SC                                  29505                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                             1/5/2031                                   300                                   293
      4420                   BROOKFIELD                                                   CT                                   6804                  Single Family                                                8.875                              0.5                                0                           0.0195                                8.3555                             1/6/2031                                   300                                   293
      4421                   SUMMERVILLE                                                  SC                                  29483                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                             1/5/2031                                   300                                   293
      4422                   MIRAMAR                                                      FL                                  33027                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            1/17/2031                                   300                                   293
      4423                   WELLINGTON                                                   FL                                  33414                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            1/27/2031                                   300                                   293
      4424                   BROOKLYN                                                     NY                                  11234                  2-4 Family                                                   9.875                              0.5                                0                           0.0195                                9.3555                            2/23/2031                                   300                                   294
      4425                   SWANSEA                                                      MA                                   2777                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            1/26/2031                                   300                                   293
      4426                   WEYMOUTH                                                     MA                                   2190                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            1/13/2031                                   300                                   293
      4427                   BOISE                                                        ID                                  83714                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4428                   AVON                                                         IN                                  46123                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4429                   CHESAPEAKE                                                   VA                                  23322                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4430                   SILVER SPRING                                                MD                                  20904                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4431                   GLEN ALLEN                                                   VA                                  23060                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            4/24/2031                                   300                                   296
      4432                   HAMDEN                                                       CT                                   6514                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            5/20/2031                                   300                                   297
      4433                   JACKSON                                                      CA                                  95642                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4434                   LAMBERTVILLE                                                 MI                                  48144                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4435                   ALAMEDA                                                      CA                                  94501                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4436                   GILBERT                                                      AZ                                  85236                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4437                   GURNEE                                                       IL                                  60031                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4438                   HUNTINGTON BEACH                                             CA                                  92646                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            5/20/2031                                   300                                   297
      4439                   MUNSTER                                                      IN                                  46321                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      4440                   SHERWOOD                                                     OR                                  97140                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4441                   N. MYRTLE BEACH                                              SC                                  29582                  Condominium                                                 10.125                              0.5                                0                           0.0195                                9.6055                            5/20/2031                                   300                                   297
      4442                   BARDONIA                                                     NY                                  10954                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4443                   SPOTSYLVANIA                                                 VA                                  22553                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4444                   BOISE                                                        ID                                  83713                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4445                   JUPITER                                                      FL                                  33478                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             4/1/2031                                   300                                   296
      4446                   BURBANK                                                      IL                                  60459                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            5/20/2031                                   300                                   297
      4447                   FREDERICK                                                    MD                                  21703                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            4/20/2031                                   300                                   296
      4448                   ANAHEIM                                                      CA                                  92804                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            5/20/2031                                   300                                   297
      4449                   CLACKAMAS                                                    OR                                  97015                  PUD                                                          8.375                              0.5                                0                           0.0195                                7.8555                            5/20/2031                                   300                                   297
      4450                   SAN DIEGO                                                    CA                                  92126                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2031                                   300                                   297
      4451                   WHEATON                                                      IL                                  60187                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                            5/20/2031                                   300                                   297
      4452                   SNOQUALMIE                                                   WA                                  98065                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4453                   EL CAJON                                                     CA                                  92020                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4454                   UPLAND                                                       CA                                  91786                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4455                   MESA                                                         AZ                                  85213                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            5/20/2031                                   300                                   297
      4456                   LAPEER                                                       MI                                  48446                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2031                                   300                                   297
      4457                   AURORA                                                       CO                                  80015                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4458                   ALAMEDA                                                      CA                                  94501                  PUD                                                          9.375                              0.5                                0                           0.0195                                8.8555                             5/1/2031                                   300                                   297
      4459                   MONTROSE                                                     CO                                  81401                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4460                   INVERNESS                                                    IL                                  60067                  Single Family                                                  7.5                              0.5                                0                           0.0195                                6.9805                            5/20/2031                                   300                                   297
      4461                   WALTHAM                                                      MA                                   2453                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4462                   ORCHARD PARK                                                 NY                                  14127                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            5/20/2031                                   300                                   297
      4463                   TUCSON                                                       AZ                                  85716                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4464                   LYNBROOK                                                     NY                                  11563                  2-4 Family                                                    6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4465                   CARY                                                         NC                                  27513                  PUD                                                         10.875                              0.5                                0                           0.0195                               10.3555                             4/1/2031                                   300                                   296
      4466                   MINNEAPOLIS                                                  MN                                  55419                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4467                   MOUNT PLEASANT                                               SC                                  29464                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4468                   DAYTON                                                       MN                                  55327                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4469                   TOPEKA                                                       KS                                  66610                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4470                   TUSTIN                                                       CA                                  92782                  Condominium                                                  9.875                              0.5                                0                           0.0195                                9.3555                            5/20/2031                                   300                                   297
      4471                   REDMOND                                                      OR                                  97756                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            5/20/2031                                   300                                   297
      4472                   NAMPA                                                        ID                                  83686                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4473                   VISALIA                                                      CA                                  93292                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            5/20/2031                                   300                                   297
      4474                   FAIRFIELD                                                    CT                                   6824                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            5/20/2031                                   300                                   297
      4475                   JOPPA                                                        MD                                  21085                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            5/20/2031                                   300                                   297
      4476                   BRYN MAWR                                                    PA                                  19010                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4477                   REISTERSTOWN                                                 MD                                  21136                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4478                   SPRINGFIELD                                                  MA                                   1109                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4479                   FAIRVIEW                                                     OR                                  97024                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4480                   SPOKANE                                                      WA                                  99223                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4481                   CONCORD                                                      CA                                  94521                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4482                   LAS VEGAS                                                    NV                                  89147                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            5/20/2031                                   300                                   297
      4483                   WESTLAND                                                     MI                                  48186                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4484                   ELKTON                                                       MD                                  21921                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            5/20/2031                                   300                                   297
      4485                   MANHEIM                                                      PA                                  17545                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4486                   LEESBURG                                                     VA                                  20175                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4487                   LA GRANGE PARK                                               IL                                  60526                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4488                   PHILADELPHIA                                                 PA                                  19147                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                            5/20/2031                                   300                                   297
      4489                   PORTLAND                                                     OR                                  97212                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4490                   RAMONA                                                       CA                                  92065                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            5/20/2031                                   300                                   297
      4491                   HANOVER PARK                                                 IL                                  60133                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      4492                   STREAMWOOD                                                   IL                                  60107                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            5/20/2031                                   300                                   297
      4493                   SAN DIEGO                                                    CA                                  92102                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            5/20/2031                                   300                                   297
      4494                   RESTON                                                       VA                                  20191                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4495                   SALT LAKE CITY                                               UT                                  84118                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4496                   NAPERVILLE                                                   IL                                  60540                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4497                   GILBERT                                                      AZ                                  85296                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4498                   OAKLAND                                                      CA                                  94605                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4499                   CLINTON                                                      MD                                  20735                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4500                   HILLSBORO                                                    OR                                  97124                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4501                   FULLERTON                                                    CA                                  92833                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4502                   ARNOLD                                                       MD                                  21012                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4503                   RENO                                                         NV                                  89503                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4504                   LOVELAND                                                     CO                                  80537                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            5/20/2031                                   300                                   297
      4505                   CINCINNATI                                                   OH                                  45233                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4506                   FRANKFORT                                                    KY                                  40601                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4507                   WEST CHICAGO                                                 IL                                  60185                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            5/20/2031                                   300                                   297
      4508                   NEWTOWN                                                      PA                                  18940                  PUD                                                          9.375                              0.5                                0                           0.0195                                8.8555                            5/20/2031                                   300                                   297
      4509                   GAMBRILLS                                                    MD                                  21054                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            5/20/2031                                   300                                   297
      4510                   DES PLAINES                                                  IL                                  60016                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2031                                   300                                   297
      4511                   SMYRNA                                                       GA                                  30080                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2031                                   300                                   297
      4512                   CHANDLER                                                     AZ                                  85249                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      4513                   WAIALUA                                                      HI                                  96791                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4514                   CHAGRIN FALLS                                                OH                                  44023                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4515                   HUNTERSVILLE                                                 NC                                  28078                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            5/20/2031                                   300                                   297
      4516                   STOCKBRIDGE                                                  GA                                  30281                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2031                                   300                                   297
      4517                   CHARLOTTE                                                    NC                                  28205                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            5/20/2031                                   300                                   297
      4518                   MIDDLETON                                                    ID                                  83644                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            5/20/2031                                   300                                   297
      4519                   RICHLAND                                                     MI                                  49083                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4520                   LAUREL                                                       MD                                  20723                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4521                   NORTH LAS VEGAS                                              NV                                  89031                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                            5/20/2031                                   300                                   297
      4522                   MCKEESPORT                                                   PA                                  15135                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4523                   CAMERON PARK                                                 CA                                  95682                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                             5/1/2031                                   300                                   297
      4524                   UNION CITY                                                   CA                                  94587                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            5/20/2031                                   300                                   297
      4525                   WATERFORD                                                    WI                                  53185                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4526                   CHANDLER                                                     AZ                                  85249                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      4527                   GREENVILLE                                                   SC                                  29607                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4528                   SHERWOOD                                                     OR                                  97140                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4529                   WILMINGTON                                                   NC                                  28409                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4530                   DALY CITY                                                    CA                                  94014                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4531                   LEXINGTON                                                    KY                                  40509                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4532                   CHARLOTTE                                                    NC                                  28270                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      4533                   SMYRNA                                                       GA                                  30080                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4534                   ALAMEDA                                                      CA                                  94501                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4535                   CITRUS HEIGHTS                                               CA                                  95610                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      4536                   LUDLOW                                                       MA                                   1056                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4537                   STOCKTON                                                     CA                                  95219                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                             6/1/2031                                   300                                   298
      4538                   MORGAN HILL                                                  CA                                  95037                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             6/1/2031                                   300                                   298
      4539                   CARMICHAEL                                                   CA                                  95608                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                             6/1/2031                                   300                                   298
      4540                   ST. LOUIS                                                    MO                                  63123                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                            6/20/2031                                   300                                   298
      4541                   FAIRFAX                                                      VA                                  22030                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      4542                   CASTLE ROCK                                                  CO                                  80109                  PUD                                                          9.375                              0.5                                0                           0.0195                                8.8555                            5/20/2031                                   300                                   297
      4543                   ROCKLIN                                                      CA                                  95765                  Condominium                                                    8.5                              0.5                                0                           0.0195                                7.9805                             6/1/2031                                   300                                   298
      4544                   CROWNSVILLE                                                  MD                                  21032                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4545                   ARLINGTON                                                    MA                                   2474                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4546                   MESA                                                         AZ                                  85205                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4547                   PORTLAND                                                     OR                                  97229                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4548                   HARWICH                                                      MA                                   2645                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4549                   SKOKIE                                                       IL                                  60077                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                            5/20/2031                                   300                                   297
      4550                   ALBERTSON                                                    NY                                  11507                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4551                   WEST SPRINGFIELD                                             MA                                   1089                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4552                   WILLIAMSBURG                                                 VA                                  23185                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4553                   MANASSAS                                                     VA                                  20112                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2031                                   300                                   297
      4554                   DANVILLE                                                     CA                                  94526                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            5/20/2031                                   300                                   297
      4555                   MATTESON                                                     IL                                  60443                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4556                   POPLAR BRANCH                                                NC                                  27965                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4557                   CHICAGO                                                      IL                                  60632                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                            5/20/2031                                   300                                   297
      4558                   WHEELING                                                     IL                                  60090                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4559                   ERIE                                                         CO                                  80516                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4560                   BELLINGHAM                                                   WA                                  98229                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            5/20/2031                                   300                                   297
      4561                   GEORGETOWN                                                   CA                                  95634                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                             5/1/2031                                   300                                   297
      4562                   CHICAGO                                                      IL                                  60657                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4563                   ANNAPOLIS                                                    MD                                  21401                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                            5/20/2031                                   300                                   297
      4564                   NAPERVILLE                                                   IL                                  60563                  Condominium                                                 12.125                              0.5                                0                           0.0195                               11.6055                            5/20/2031                                   300                                   297
      4565                   FREMONT                                                      CA                                  94539                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            5/20/2031                                   300                                   297
      4566                   NEWBERG                                                      OR                                  97132                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4567                   CHICAGO                                                      IL                                  60614                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4568                   CHICAGO                                                      IL                                  60622                  Single Family                                                7.875                              0.5                                0                           0.0195                                7.3555                            5/20/2031                                   300                                   297
      4569                   SAN BRUNO                                                    CA                                  94066                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            5/20/2031                                   300                                   297
      4570                   RALEIGH                                                      NC                                  27613                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4571                   ELMWOOD PARK                                                 IL                                  60707                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4572                   RICHMOND                                                     CA                                  94801                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            5/20/2031                                   300                                   297
      4573                   SHELBY TWP                                                   MI                                  48315                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4574                   NORMAN                                                       OK                                  73072                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4575                   SHOREHAM                                                     NY                                  11786                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            5/20/2031                                   300                                   297
      4576                   CLOVIS                                                       CA                                  93619                  PUD                                                          7.375                              0.5                                0                           0.0195                                6.8555                            5/20/2031                                   300                                   297
      4577                   GREER                                                        SC                                  29650                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4578                   DENVER                                                       CO                                  80207                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            5/20/2031                                   300                                   297
      4579                   DALY CITY                                                    CA                                  94015                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4580                   VERNON HILLS                                                 IL                                  60061                  PUD                                                           8.75                              0.5                                0                           0.0195                                8.2305                            5/20/2031                                   300                                   297
      4581                   CANBY                                                        OR                                  97013                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4582                   VILLAS                                                       NJ                                   8251                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4583                   CLEARWATER                                                   FL                                  33764                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4584                   WASHOUGAL                                                    WA                                  98671                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4585                   BEDFORD                                                      NH                                   3110                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4586                   DUARTE                                                       CA                                  91010                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            5/20/2031                                   300                                   297
      4587                   EAST FALMOUTH                                                MA                                   2536                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4588                   PORTLAND                                                     OR                                  97221                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4589                   TEMPE                                                        AZ                                  85283                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                            5/20/2031                                   300                                   297
      4590                   REVERE                                                       MA                                   2151                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4591                   DULUTH                                                       GA                                  30097                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            5/20/2031                                   300                                   297
      4592                   TAPPAN                                                       NY                                  10983                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4593                   WEXFORD                                                      PA                                  15090                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4594                   OROVILLE                                                     CA                                  95966                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            5/20/2031                                   300                                   297
      4595                   SAINT PETERS                                                 MO                                  63376                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            5/20/2031                                   300                                   297
      4596                   GAITHERSBURG                                                 MD                                  20878                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4597                   CRESTED BUTTE                                                CO                                  81224                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4598                   BOYNTON BEACH                                                FL                                  33435                  PUD                                                          8.625                              0.5                                0                           0.0195                                8.1055                            5/20/2031                                   300                                   297
      4599                   KALAMAZOO                                                    MI                                  49009                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4600                   SEATTLE                                                      WA                                  98126                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4601                   CHICAGO                                                      IL                                  60657                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                            5/20/2031                                   300                                   297
      4602                   OAKTON                                                       VA                                  22124                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4603                   KNOXVILLE                                                    TN                                  37922                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4604                   HAYWARD                                                      CA                                  94544                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4605                   VALLEY SPRINGS                                               CA                                  95252                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            5/20/2031                                   300                                   297
      4606                   COARSEGOLD                                                   CA                                  93614                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2031                                   300                                   297
      4607                   DUMFRIES                                                     VA                                  22026                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      4608                   LINDENHURST                                                  NY                                  11757                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            4/20/2031                                   300                                   296
      4609                   PALMDALE                                                     CA                                  93551                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4610                   RANCHO CUCAMONGA                                             CA                                  91737                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            5/20/2031                                   300                                   297
      4611                   COTTONWOOD                                                   AZ                                  86326                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            5/20/2031                                   300                                   297
      4612                   PALMETTO                                                     FL                                  34221                  Hi-Rise Condo                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4613                   PORTLAND                                                     OR                                  97229                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            5/20/2031                                   300                                   297
      4614                   JOHNSBURG                                                    IL                                  60050                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            5/20/2031                                   300                                   297
      4615                   HASTINGS                                                     MN                                  55033                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            5/20/2031                                   300                                   297
      4616                   FORT MILL                                                    SC                                  29715                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4617                   MILLTOWN                                                     NJ                                   8850                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4618                   CRANSTON                                                     RI                                   2920                  2-4 Family                                                    6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4619                   CHICAGO                                                      IL                                  60634                  Condominium                                                 11.375                              0.5                                0                           0.0195                               10.8555                            5/20/2031                                   300                                   297
      4620                   MARANA                                                       AZ                                  85653                  PUD                                                          9.875                              0.5                                0                           0.0195                                9.3555                            5/20/2031                                   300                                   297
      4621                   GURNEE                                                       IL                                  60031                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      4622                   PHILADELPHIA                                                 PA                                  19121                  Condominium                                                      7                              0.5                                0                           0.0195                                6.4805                            5/20/2031                                   300                                   297
      4623                   MCLEAN                                                       VA                                  22101                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            5/20/2031                                   300                                   297
      4624                   GARDENA                                                      CA                                  90249                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            5/20/2031                                   300                                   297
      4625                   BRENTWOOD                                                    CA                                  94513                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            4/20/2031                                   300                                   296
      4626                   EVANS                                                        CO                                  80620                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             2/1/2036                                   360                                   354
      4627                   LOS ANGELES                                                  CA                                  90065                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                             3/1/2036                                   360                                   355
      4628                   KISSIMMEE                                                    FL                                  34743                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                            3/15/2036                                   360                                   355
      4629                   ARVADA                                                       CO                                  80005                  Condominium                                                      9                              0.5                                0                           0.0195                                8.4805                             3/1/2036                                   360                                   355
      4630                   HOSCHTON                                                     GA                                  30548                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             2/1/2036                                   360                                   354
      4631                   LOGANVILLE                                                   GA                                  30052                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             3/1/2036                                   360                                   355
      4632                   MERRICK                                                      NY                                  11566                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             3/1/2036                                   360                                   355
      4633                   SAN RAFAEL                                                   CA                                  94903                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2036                                   360                                   357
      4634                   Fairfax                                                      VA                                  22032                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            12/1/2030                                   300                                   292
      4635                   Duluth                                                       GA                                  30097                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                            12/1/2030                                   300                                   292
      4636                   Herndon                                                      VA                                  20170                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                            12/1/2030                                   300                                   292
      4637                   Santa Ana                                                    CA                                  92704                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      4638                   San Francisco                                                CA                                  94105                  Condominium                                                  14.25                              0.5                                0                           0.0195                               13.7305                            12/1/2030                                   300                                   292
      4639                   Victorville                                                  CA                                  92394                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                            12/1/2030                                   300                                   292
      4640                   Corona                                                       CA                                  92882                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             2/1/2031                                   300                                   294
      4641                   Fairfax                                                      VA                                  22031                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                            12/1/2030                                   300                                   292
      4642                   Rancho Cucamonga                                             CA                                  91739                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                             1/1/2031                                   300                                   293
      4643                   Herndon                                                      VA                                  20170                  Condominium                                                  13.25                              0.5                                0                           0.0195                               12.7305                            12/1/2030                                   300                                   292
      4644                   Riverside                                                    CA                                  92505                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                             1/1/2031                                   300                                   293
      4645                   La Puente                                                    CA                                  91744                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                            12/1/2030                                   300                                   292
      4646                   Los Angeles                                                  CA                                  90032                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      4647                   Burke                                                        VA                                  22015                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            12/1/2030                                   300                                   292
      4648                   Annandale                                                    VA                                  22003                  Condominium                                                  15.25                              0.5                                0                           0.0195                               14.7305                            12/1/2030                                   300                                   292
      4649                   Leesburg                                                     VA                                  20176                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                             1/1/2031                                   300                                   293
      4650                   Modesto                                                      CA                                  95354                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            12/1/2030                                   300                                   292
      4651                   Lompoc                                                       CA                                  93436                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             1/1/2031                                   300                                   293
      4652                   Montrose Area                                                CA                                  91020                  Condominium                                                  13.25                              0.5                                0                           0.0195                               12.7305                            12/1/2030                                   300                                   292
      4653                   Capitol Heights                                              MD                                  20743                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             1/1/2031                                   300                                   293
      4654                   Duluth                                                       GA                                  30097                  PUD                                                           14.5                              0.5                                0                           0.0195                               13.9805                             1/1/2031                                   300                                   293
      4655                   Palmdale                                                     CA                                  93551                  Single Family                                                 14.5                              0.5                                0                           0.0195                               13.9805                             1/1/2031                                   300                                   293
      4656                   Woodbridge                                                   VA                                  22193                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                             1/1/2031                                   300                                   293
      4657                   Long Beach                                                   CA                                  90804                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                             1/1/2031                                   300                                   293
      4658                   Calexico                                                     CA                                  92231                  Condominium                                                  13.75                              0.5                                0                           0.0195                               13.2305                             1/1/2031                                   300                                   293
      4659                   BRONX                                                        NY                                  10471                  2-4 Family                                                  11.375                              0.5                                0                           0.0195                               10.8555                            5/15/2031                                   300                                   297
      4660                   LOS ANGELES                                                  CA                                  90047                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            4/15/2031                                   300                                   296
      4661                   SAN JOSE                                                     CA                                  95116                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      4662                   HAIKU                                                        HI                                  96708                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             4/1/2031                                   300                                   296
      4663                   BOWIE                                                        MD                                  20721                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2036                                   360                                   356
      4664                   RANCHO SANTA MARGARITA                                       CA                                  92688                  Condominium                                                 11.125                              0.5                                0                           0.0195                               10.6055                             5/1/2031                                   300                                   297
      4665                   JACKSONVILLE                                                 FL                                  32257                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             3/1/2036                                   360                                   355
      4666                   BELCAMP                                                      MD                                  21017                  Townhouse                                                      6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4667                   HARBOR CITY                                                  CA                                  90710                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            4/15/2031                                   300                                   296
      4668                   LAWRENCEVILLE                                                GA                                  30044                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             5/1/2031                                   300                                   297
      4669                   EUSTIS                                                       FL                                  32726                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            3/15/2036                                   360                                   355
      4670                   PASADENA                                                     CA                                  91103                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            4/15/2031                                   300                                   296
      4671                   ARLINGTON HEIGHTS                                            IL                                  60004                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4672                   LAGUNA BEACH                                                 CA                                  92651                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            4/15/2031                                   300                                   296
      4673                   LAS VEGAS                                                    NV                                  89108                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             4/1/2036                                   360                                   356
      4674                   NEWPORT COAST                                                CA                                  92657                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            4/15/2031                                   300                                   296
      4675                   DURHAM                                                       NH                                   3824                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4676                   PARKER                                                       CO                                  80134                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4677                   LOS ANGELES                                                  CA                                  90019                  2-4 Family                                                  10.375                              0.5                                0                           0.0195                                9.8555                            4/15/2031                                   300                                   296
      4678                   TAMPA                                                        FL                                  33606                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4679                   STOCKTON                                                     CA                                  95219                  PUD                                                         11.625                              0.5                                0                           0.0195                               11.1055                            4/15/2031                                   300                                   296
      4680                   ORANGE PARK                                                  FL                                  32065                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             4/1/2036                                   360                                   356
      4681                   HUNTINGTON BEACH                                             CA                                  92647                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                             4/1/2031                                   300                                   296
      4682                   LAS VEGAS                                                    NV                                  89134                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                            4/15/2031                                   300                                   296
      4683                   OCEAN SIDE                                                   CA                                  92056                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4684                   ANAHEIM                                                      CA                                  92806                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4685                   CHINO                                                        CA                                  91710                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            4/15/2031                                   300                                   296
      4686                   BROOMFIELD                                                   CO                                  80020                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4687                   SELMA                                                        CA                                  93662                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            4/15/2031                                   300                                   296
      4688                   SOMERVILLE                                                   MA                                   2145                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4689                   SAN RAMON                                                    CA                                  94582                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            5/15/2031                                   300                                   297
      4690                   GAINESVILLE                                                  FL                                  32607                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4691                   LONG BEACH                                                   CA                                  90813                  2-4 Family                                                   10.75                              0.5                                0                           0.0195                               10.2305                            4/15/2031                                   300                                   296
      4692                   OPELIKA                                                      AL                                  36801                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4693                   CHEVERLY                                                     MD                                  20785                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4694                   GILROY                                                       CA                                  95020                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            4/15/2031                                   300                                   296
      4695                   TWINSBURG                                                    OH                                  44087                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2036                                   360                                   356
      4696                   MIAMI                                                        FL                                  33177                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            4/15/2031                                   300                                   296
      4697                   RIVER GROVE                                                  IL                                  60171                  2-4 Family                                                    9.75                              0.5                                0                           0.0195                                9.2305                             4/1/2036                                   360                                   356
      4698                   SAN RAMON                                                    CA                                  94583                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            4/15/2031                                   300                                   296
      4699                   LAUREL                                                       MD                                  20707                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4700                   REDONDO BEACH                                                CA                                  90278                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            4/15/2031                                   300                                   296
      4701                   PHOENIXVILLE                                                 PA                                  19460                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4702                   PICO RIVERA                                                  CA                                  90660                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            4/15/2031                                   300                                   296
      4703                   ST ALBANS                                                    MO                                  63073                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/15/2036                                   360                                   357
      4704                   HESPERIA                                                     CA                                  92345                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                             5/1/2031                                   300                                   297
      4705                   APPLE VALLEY                                                 MN                                  55124                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             4/1/2036                                   360                                   356
      4706                   ORANGEVALE                                                   CA                                  95662                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            4/15/2031                                   300                                   296
      4707                   NORTHRIDGE                                                   CA                                  91325                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4708                   HAUGHTON                                                     LA                                  71037                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             4/1/2036                                   360                                   356
      4709                   CARMICHAEL                                                   CA                                  95608                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                            4/15/2031                                   300                                   296
      4710                   CHARLESTON                                                   SC                                  29414                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                             4/1/2036                                   360                                   356
      4711                   REDMOND                                                      OR                                  97756                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4712                   SAN JOSE                                                     CA                                  95118                  Single Family                                               12.125                              0.5                                0                           0.0195                               11.6055                             4/1/2031                                   300                                   296
      4713                   MIAMI                                                        FL                                  33137                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            5/15/2031                                   300                                   297
      4714                   ESTERO                                                       FL                                  33928                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2036                                   360                                   356
      4715                   LAKE FOREST                                                  CA                                  92630                  Condominium                                                 10.625                              0.5                                0                           0.0195                               10.1055                            4/15/2031                                   300                                   296
      4716                   SCOTTSDALE                                                   AZ                                  85258                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4717                   ENCINO                                                       CA                                  91316                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            4/15/2031                                   300                                   296
      4718                   ALTAMONTE SPRINGS                                            FL                                  32701                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4719                   WOODLAND HILLS                                               CA                                  91367                  Single Family                                               10.875                              0.5                                0                           0.0195                               10.3555                            4/15/2031                                   300                                   296
      4720                   RIVER FOREST                                                 IL                                  60305                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                             4/1/2036                                   360                                   356
      4721                   FOUNTAIN HILLS                                               AZ                                  85268                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            4/15/2031                                   300                                   296
      4722                   DETROIT                                                      MI                                  48223                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4723                   VISTA                                                        CA                                  92083                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                            4/15/2031                                   300                                   296
      4724                   ANTIOCH                                                      CA                                  94509                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            4/15/2031                                   300                                   296
      4725                   RIVERSIDE                                                    CA                                  92501                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4726                   MILILANI                                                     HI                                  96789                  Condominium                                                 11.875                              0.5                                0                           0.0195                               11.3555                            5/15/2031                                   300                                   297
      4727                   DOUGLASVILLE                                                 GA                                  30135                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4728                   BROOMFIELD                                                   CO                                  80020                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                             4/1/2036                                   360                                   356
      4729                   MACON                                                        GA                                  31210                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4730                   SACRAMENTO                                                   CA                                  95823                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            4/15/2031                                   300                                   296
      4731                   FORT WAYNE                                                   IN                                  46804                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4732                   VACAVILLE                                                    CA                                  95687                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                            5/15/2031                                   300                                   297
      4733                   GRESHAM                                                      OR                                  97080                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4734                   DAVIE                                                        FL                                  33328                  PUD                                                         12.625                              0.5                                0                           0.0195                               12.1055                             4/1/2031                                   300                                   296
      4735                   SHERMAN OAKS                                                 CA                                  91423                  Condominium                                                 11.125                              0.5                                0                           0.0195                               10.6055                             5/1/2031                                   300                                   297
      4736                   PONCE INLET                                                  FL                                  32127                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                             4/1/2036                                   360                                   356
      4737                   WOODLAND HILLS                                               CA                                  91367                  Single Family                                               12.875                              0.5                                0                           0.0195                               12.3555                            5/15/2031                                   300                                   297
      4738                   CRYSTAL LAKE                                                 IL                                  60014                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4739                   GONZALES                                                     CA                                  93926                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            5/15/2031                                   300                                   297
      4740                   MIAMI                                                        FL                                  33175                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4741                   SANTA MARIA                                                  CA                                  93408                  Single Family                                               11.125                              0.5                                0                           0.0195                               10.6055                            5/15/2031                                   300                                   297
      4742                   WALNUT  AREA                                                 CA                                  91789                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             4/1/2036                                   360                                   356
      4743                   OAK VIEW                                                     CA                                  93022                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            5/15/2031                                   300                                   297
      4744                   DOWNEY                                                       CA                                  90241                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                            4/15/2031                                   300                                   296
      4745                   ABINGDON                                                     MD                                  21009                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4746                   NORTHRIDGE                                                   CA                                  91324                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                             5/1/2031                                   300                                   297
      4747                   COTTAGE GROVE                                                MN                                  55016                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             4/1/2036                                   360                                   356
      4748                   ANAHEIM                                                      CA                                  92808                  PUD                                                           9.25                              0.5                                0                           0.0195                                8.7305                            5/15/2031                                   300                                   297
      4749                   ELKTON                                                       MD                                  21921                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             4/1/2036                                   360                                   356
      4750                   ALISO VIEJO                                                  CA                                  92656                  Condominium                                                 11.125                              0.5                                0                           0.0195                               10.6055                            5/15/2031                                   300                                   297
      4751                   KING OF PRUSSIA                                              PA                                  19406                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                             4/1/2036                                   360                                   356
      4752                   SANTA MONICA                                                 CA                                  90402                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            4/15/2031                                   300                                   296
      4753                   HARBOR CITY                                                  CA                                  90710                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4754                   SANDY                                                        OR                                  97055                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            5/15/2031                                   300                                   297
      4755                   JACKSONVILLE                                                 FL                                  32211                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4756                   SAN DIEGO                                                    CA                                  92127                  PUD                                                         13.125                              0.5                                0                           0.0195                               12.6055                            5/15/2031                                   300                                   297
      4757                   ATLANTA                                                      GA                                  30319                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4758                   NORTH HOLLYWOOD                                              CA                                  91606                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                            5/15/2031                                   300                                   297
      4759                   MIAMI                                                        FL                                  33155                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/15/2036                                   360                                   357
      4760                   FISHERS                                                      IN                                  46038                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4761                   GRANITE BAY                                                  CA                                  95746                  PUD                                                          10.75                              0.5                                0                           0.0195                               10.2305                            5/15/2031                                   300                                   297
      4762                   JACKSONVILLE                                                 FL                                  32217                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4763                   BARRINGTON                                                   NJ                                   8007                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4764                   CARLSBAD                                                     CA                                  92009                  PUD                                                             13                              0.5                                0                           0.0195                               12.4805                             4/1/2031                                   300                                   296
      4765                   MABLETON                                                     GA                                  30126                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                             4/1/2036                                   360                                   356
      4766                   MIDDLE VILLAGE                                               NY                                  11379                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            4/15/2031                                   300                                   296
      4767                   GRANITE BAY                                                  CA                                  95746                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4768                   MEDFORD                                                      NY                                  11763                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            5/15/2031                                   300                                   297
      4769                   SPRINGFIELD                                                  MO                                  65807                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4770                   HONOLULU                                                     HI                                  96816                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            4/15/2031                                   300                                   296
      4771                   GREER                                                        SC                                  29650                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4772                   WOODBURY                                                     MN                                  55125                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             4/1/2036                                   360                                   356
      4773                   RIVERVIEW                                                    FL                                  33569                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4774                   ST LOUIS                                                     MO                                  63129                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            4/15/2036                                   360                                   356
      4775                   HEBRON                                                       OH                                  43025                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4776                   MCDONOUGH                                                    GA                                  30252                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4777                   YORKTOWN HEIGHTS                                             NY                                  10598                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4778                   HEBRON                                                       OH                                  43025                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4779                   HUDSON                                                       FL                                  34667                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4780                   WESTLAKE                                                     OH                                  44145                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4781                   MEMPHIS                                                      TN                                  38125                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4782                   POWDER SPRINGS                                               GA                                  30127                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4783                   GLENDALE HEIGHTS                                             IL                                  60139                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4784                   EVANS                                                        CO                                  80620                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4785                   QUEENS VILLAGE                                               NY                                  11429                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             5/1/2036                                   360                                   357
      4786                   CENTREVILLE                                                  VA                                  20121                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4787                   DOWNINGTOWN                                                  PA                                  19335                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4788                   PERKASIE                                                     PA                                  18944                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2036                                   360                                   357
      4789                   GLEN BURNIE                                                  MD                                  21061                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4790                   STERLING                                                     VA                                  20165                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                            6/20/2031                                   300                                   298
      4791                   WESTMINSTER                                                  CA                                  92683                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            6/20/2031                                   300                                   298
      4792                   LYNWOOD                                                      CA                                  90262                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            6/20/2031                                   300                                   298
      4793                   CHAMBLEE                                                     GA                                  30341                  Single Family                                                15.25                              0.5                                0                           0.0195                               14.7305                            6/20/2031                                   300                                   298
      4794                   LILBURN                                                      GA                                  30047                  PUD                                                         13.125                              0.5                                0                           0.0195                               12.6055                            6/20/2031                                   300                                   298
      4795                   PHOENIX                                                      AZ                                  85033                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      4796                   YORKTOWN                                                     VA                                  23692                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                            6/20/2031                                   300                                   298
      4797                   WOODBRIDGE                                                   VA                                  22191                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      4798                   ALEXANDRIA                                                   VA                                  22309                  PUD                                                             12                              0.5                                0                           0.0195                               11.4805                            6/20/2031                                   300                                   298
      4799                   CUMMING                                                      GA                                  30040                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      4800                   CYPRESS                                                      CA                                  90630                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            6/20/2031                                   300                                   298
      4801                   LONG BEACH                                                   CA                                  90808                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            6/20/2031                                   300                                   298
      4802                   HERNDON                                                      VA                                  20170                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      4803                   MANASSAS                                                     VA                                  20109                  PUD                                                           16.5                              0.5                                0                           0.0195                               15.9805                            6/20/2031                                   300                                   298
      4804                   BRAMBLETON                                                   VA                                  20148                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      4805                   LOVETTSVILLE                                                 VA                                  20180                  PUD                                                          16.75                              0.5                                0                           0.0195                               16.2305                            6/20/2031                                   300                                   298
      4806                   ANAHEIM                                                      CA                                  92805                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      4807                   WOODBRIDGE                                                   VA                                  22193                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      4808                   NEWCASTLE                                                    WA                                  98059                  Condominium                                                  12.25                              0.5                                0                           0.0195                               11.7305                            6/20/2031                                   300                                   298
      4809                   SPRINGFIELD                                                  VA                                  22152                  PUD                                                             15                              0.5                                0                           0.0195                               14.4805                            6/20/2031                                   300                                   298
      4810                   SILVER SPRING                                                MD                                  20910                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            6/20/2031                                   300                                   298
      4811                   WOODBRIDGE                                                   VA                                  22192                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      4812                   STERLING                                                     VA                                  20164                  Condominium                                                  15.75                              0.5                                0                           0.0195                               15.2305                            6/20/2031                                   300                                   298
      4813                   SILVER SPRING                                                MD                                  20906                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      4814                   UNIVERSITY PLACE                                             WA                                  98467                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            6/20/2031                                   300                                   298
      4815                   CARSON                                                       CA                                  90745                  Single Family                                                 14.5                              0.5                                0                           0.0195                               13.9805                            6/20/2031                                   300                                   298
      4816                   CHEVY CHASE                                                  MD                                  20815                  Single Family                                                15.25                              0.5                                0                           0.0195                               14.7305                            6/20/2031                                   300                                   298
      4817                   COVINGTON                                                    GA                                  30014                  Single Family                                               14.625                              0.5                                0                           0.0195                               14.1055                            6/20/2031                                   300                                   298
      4818                   OLNEY                                                        MD                                  28032                  Townhouse                                                       16                              0.5                                0                           0.0195                               15.4805                            6/20/2031                                   300                                   298
      4819                   CULPERER                                                     VA                                  22701                  PUD                                                           16.5                              0.5                                0                           0.0195                               15.9805                            6/20/2031                                   300                                   298
      4820                   MANASSAS                                                     VA                                  20112                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      4821                   ALEXANDRIA                                                   VA                                  22315                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      4822                   WOODBRIDGE                                                   VA                                  22193                  PUD                                                           16.5                              0.5                                0                           0.0195                               15.9805                            6/20/2031                                   300                                   298
      4823                   WOODBRIDGE                                                   VA                                  22192                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      4824                   STERLING                                                     VA                                  20165                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      4825                   RIVERDALE                                                    MD                                  20737                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      4826                   MARIETTA                                                     GA                                  30060                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      4827                   MARIETTA                                                     GA                                  30060                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            6/20/2031                                   300                                   298
      4828                   SPRINGFIELD                                                  VA                                  22152                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            6/20/2031                                   300                                   298
      4829                   FALLS CHURCH                                                 VA                                  22042                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      4830                   ALEXANDRIA                                                   VA                                  22306                  Single Family                                                16.25                              0.5                                0                           0.0195                               15.7305                            6/20/2031                                   300                                   298
      4831                   WOODBRIDGE                                                   VA                                  22191                  PUD                                                          15.25                              0.5                                0                           0.0195                               14.7305                            6/20/2031                                   300                                   298
      4832                   DULUTH                                                       GA                                  30096                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            6/20/2031                                   300                                   298
      4833                   KENNESAW                                                     GA                                  30144                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            6/20/2031                                   300                                   298
      4834                   MYSTIC                                                       CT                                   6355                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4835                   SPARKS                                                       MD                                  21152                  PUD                                                          10.25                              0.5                                0                           0.0195                                9.7305                             3/1/2036                                   360                                   355
      4836                   BAY SHORE                                                    NY                                  11706                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             4/1/2036                                   360                                   356
      4837                   BOULDER                                                      CO                                  80303                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            3/15/2036                                   360                                   355
      4838                   MERINO                                                       CO                                  80741                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            3/15/2036                                   360                                   355
      4839                   OAK CREEK                                                    CO                                  80467                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             4/1/2036                                   360                                   356
      4840                   CHAMPLIN                                                     MN                                  55316                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                             3/1/2036                                   360                                   355
      4841                   COON RAPIDS                                                  MN                                  55433                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             3/1/2036                                   360                                   355
      4842                   GAINESVILLE                                                  GA                                  30507                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/15/2036                                   360                                   356
      4843                   TUSCALOOSA                                                   AL                                  35405                  PUD                                                           6.25                              0.5                                0                           0.0195                                5.7305                            4/15/2036                                   360                                   356
      4844                   BROOKLYN                                                     NY                                  11208                  2-4 Family                                                     9.5                              0.5                                0                           0.0195                                8.9805                             4/1/2036                                   360                                   356
      4845                   MIAMI                                                        FL                                  33155                  Condominium                                                  11.25                              0.5                                0                           0.0195                               10.7305                            4/15/2036                                   360                                   356
      4846                   GLENVIEW                                                     IL                                  60025                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            6/30/2025                                   240                                   226
      4847                   MORTON GROVE                                                 IL                                  60053                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            7/31/2025                                   240                                   227
      4848                   SKOKIE                                                       IL                                  60077                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            7/31/2025                                   240                                   227
      4849                   CHICAGO                                                      IL                                  60612                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            7/31/2025                                   240                                   227
      4850                   NEW LENOX                                                    IL                                  60451                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            7/31/2025                                   240                                   227
      4851                   NORTH AURORA                                                 IL                                  60542                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            7/31/2025                                   240                                   227
      4852                   CHICAGO                                                      IL                                  60631                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            7/31/2025                                   240                                   227
      4853                   MONEE                                                        IL                                  60449                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            7/31/2025                                   240                                   227
      4854                   SKOKIE                                                       IL                                  60077                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            7/31/2025                                   240                                   227
      4855                   Highland                                                     CA                                  92410                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      4856                   Woodbridge                                                   VA                                  22193                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                            4/20/2031                                   300                                   296
      4857                   Pittsburg                                                    CA                                  94565                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            4/20/2031                                   300                                   296
      4858                   Lawrenceville                                                GA                                  30045                  PUD                                                             16                              0.5                                0                           0.0195                               15.4805                            4/20/2031                                   300                                   296
      4859                   Concord                                                      CA                                  94520                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                            4/20/2031                                   300                                   296
      4860                   Riverside                                                    CA                                  92509                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      4861                   Pinon Hills                                                  CA                                  92372                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      4862                   Fresno                                                       CA                                  93703                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      4863                   Gainesville                                                  VA                                  20155                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      4864                   Los Angeles                                                  CA                                  90012                  Condominium                                                     13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      4865                   San Diego                                                    CA                                  92115                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            4/20/2031                                   300                                   296
      4866                   San Bernardino                                               CA                                  92404                  2-4 Family                                                   15.25                              0.5                                0                           0.0195                               14.7305                            4/20/2031                                   300                                   296
      4867                   San Diego                                                    CA                                  92113                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            4/20/2031                                   300                                   296
      4868                   Sterling                                                     VA                                  20164                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                            4/20/2031                                   300                                   296
      4869                   Herndon                                                      VA                                  20170                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            4/20/2031                                   300                                   296
      4870                   Manassas                                                     VA                                  20110                  Townhouse                                                    14.75                              0.5                                0                           0.0195                               14.2305                            4/20/2031                                   300                                   296
      4871                   Bothell                                                      WA                                  98012                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      4872                   Union City                                                   GA                                  30349                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            4/20/2031                                   300                                   296
      4873                   Los Angeles                                                  CA                                  90027                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      4874                   Locust Grove                                                 VA                                  22508                  PUD                                                           12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      4875                   Atlanta                                                      GA                                  30312                  Single Family                                                17.25                              0.5                                0                           0.0195                               16.7305                            4/20/2031                                   300                                   296
      4876                   Los Angeles                                                  CA                                  90001                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      4877                   Riverside                                                    CA                                  92506                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      4878                   Norcross                                                     GA                                  30093                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            3/20/2031                                   300                                   295
      4879                   Murrieta                                                     CA                                  92562                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                            4/20/2031                                   300                                   296
      4880                   Annandale                                                    VA                                  22003                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      4881                   Manassas                                                     VA                                  20109                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            4/20/2031                                   300                                   296
      4882                   Haymarket                                                    VA                                  20169                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      4883                   Annandale                                                    VA                                  22203                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      4884                   Roswell                                                      GA                                  30075                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      4885                   Palmdale                                                     CA                                  93551                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      4886                   Columbia                                                     MD                                  21045                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            4/20/2031                                   300                                   296
      4887                   Woodbridge                                                   VA                                  22191                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                            4/20/2031                                   300                                   296
      4888                   San Diego                                                    CA                                  92104                  2-4 Family                                                      13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      4889                   Colton                                                       CA                                  92324                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      4890                   Manassas                                                     VA                                  20109                  PUD                                                          14.75                              0.5                                0                           0.0195                               14.2305                            4/20/2031                                   300                                   296
      4891                   Gardena                                                      CA                                  90247                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            4/20/2031                                   300                                   296
      4892                   Clinton                                                      MD                                  20735                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      4893                   Los Angeles                                                  CA                                  90005                  Condominium                                                   15.5                              0.5                                0                           0.0195                               14.9805                            4/20/2031                                   300                                   296
      4894                   Phoenix                                                      AZ                                  85015                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                            4/20/2031                                   300                                   296
      4895                   Woodbridge                                                   VA                                  22192                  PUD                                                           15.5                              0.5                                0                           0.0195                               14.9805                            4/20/2031                                   300                                   296
      4896                   Alexandria                                                   VA                                  22309                  PUD                                                             15                              0.5                                0                           0.0195                               14.4805                            4/20/2031                                   300                                   296
      4897                   Fairfax                                                      VA                                  22030                  PUD                                                          13.75                              0.5                                0                           0.0195                               13.2305                            4/20/2031                                   300                                   296
      4898                   Lawrenceville                                                GA                                  30045                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            4/20/2031                                   300                                   296
      4899                   Falls Church                                                 VA                                  22042                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      4900                   Chino                                                        CA                                  91710                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            4/20/2031                                   300                                   296
      4901                   Temple City                                                  CA                                  91780                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      4902                   Alexandria                                                   VA                                  22310                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      4903                   Buford                                                       GA                                  30519                  PUD                                                           14.5                              0.5                                0                           0.0195                               13.9805                            4/20/2031                                   300                                   296
      4904                   Springfield                                                  VA                                  22150                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            4/20/2031                                   300                                   296
      4905                   Hyattsville                                                  MD                                  20783                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      4906                   Leesburg                                                     VA                                  20176                  Condominium                                                     13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      4907                   Arlington                                                    VA                                  22204                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      4908                   Woodbridge                                                   VA                                  22193                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      4909                   Lawrenceville                                                GA                                  30043                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      4910                   Sterling                                                     VA                                  20164                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      4911                   Manassas                                                     VA                                  20109                  PUD                                                          12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      4912                   Ashburn                                                      VA                                  20148                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            4/20/2031                                   300                                   296
      4913                   Annandale                                                    VA                                  22003                  Condominium                                                     13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      4914                   Jonesboro                                                    GA                                  30236                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                            4/20/2031                                   300                                   296
      4915                   Manassas                                                     VA                                  20109                  PUD                                                          16.25                              0.5                                0                           0.0195                               15.7305                            4/20/2031                                   300                                   296
      4916                   MORRISVILLE                                                  NC                                  27560                  Single Family                                                 6.25                              0.5                                0                           0.0195                                5.7305                            4/15/2036                                   360                                   356
      4917                   ORANGE PARK                                                  FL                                  32065                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             3/1/2036                                   360                                   355
      4918                   MIAMI                                                        FL                                  33143                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             3/1/2036                                   360                                   355
      4919                   CAMBRIDGE                                                    MD                                  21613                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                            3/15/2036                                   360                                   355
      4920                   KISSIMMEE                                                    FL                                  34741                  Condominium                                                  10.75                              0.5                                0                           0.0195                               10.2305                             3/1/2036                                   360                                   355
      4921                   PALOS HILLS                                                  IL                                  60465                  Condominium                                                  10.25                              0.5                                0                           0.0195                                9.7305                            3/15/2036                                   360                                   355
      4922                   NEW SYMRNA BEACH                                             FL                                  32168                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             3/1/2036                                   360                                   355
      4923                   JACKSONVILLE                                                 FL                                  32217                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            2/15/2036                                   360                                   354
      4924                   HOLLYWOOD                                                    FL                                  33019                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             2/1/2036                                   360                                   354
      4925                   FULLERTON                                                    CA                                  92832                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            3/15/2036                                   360                                   355
      4926                   HANFORD                                                      CA                                  93230                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             3/1/2036                                   360                                   355
      4927                   ADELANTO                                                     CA                                  92301                  2-4 Family                                                   10.25                              0.5                                0                           0.0195                                9.7305                             3/1/2036                                   360                                   355
      4928                   FORT MYERS                                                   FL                                  33919                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             3/1/2036                                   360                                   355
      4929                   ROSEDALE                                                     NY                                  11422                  2-4 Family                                                   10.25                              0.5                                0                           0.0195                                9.7305                             3/1/2036                                   360                                   355
      4930                   RIDGECREST                                                   CA                                  93555                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            2/15/2036                                   360                                   354
      4931                   WENTZVILLE                                                   MO                                  63385                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            3/15/2036                                   360                                   355
      4932                   BOWIE                                                        MD                                  20721                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                             2/1/2036                                   360                                   354
      4933                   PORT ORANGE                                                  FL                                  32129                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            2/15/2036                                   360                                   354
      4934                   BUFFALO                                                      MN                                  55313                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             3/1/2036                                   360                                   355
      4935                   NORTH LAS VEGAS                                              NV                                  89085                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             5/1/2036                                   360                                   357
      4936                   JACKSONVILLE                                                 FL                                  32211                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            2/15/2036                                   360                                   354
      4937                   SOUTH OZONE PARK                                             NY                                  11420                  2-4 Family                                                     9.5                              0.5                                0                           0.0195                                8.9805                             3/1/2036                                   360                                   355
      4938                   ORMOND BEACH                                                 FL                                  32176                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             2/1/2036                                   360                                   354
      4939                   DELAND                                                       FL                                  32720                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                             3/1/2036                                   360                                   355
      4940                   FREDERICKSBURG                                               VA                                  22405                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            2/15/2036                                   360                                   354
      4941                   MIAMI                                                        FL                                  33193                  Condominium                                                      9                              0.5                                0                           0.0195                                8.4805                             2/1/2036                                   360                                   354
      4942                   CHARLES TOWN                                                 WV                                  25414                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             3/1/2036                                   360                                   355
      4943                   HYATTSVILLE                                                  MD                                  20781                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            2/15/2036                                   360                                   354
      4944                   APPLE VALLEY                                                 CA                                  92307                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             3/1/2036                                   360                                   355
      4945                   NORCO                                                        CA                                  92860                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             3/1/2036                                   360                                   355
      4946                   SNELLVILLE                                                   GA                                  30078                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                             3/1/2036                                   360                                   355
      4947                   O'FALLON                                                     MO                                  63366                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                             3/1/2036                                   360                                   355
      4948                   CHICAGO                                                      IL                                  60628                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             3/1/2036                                   360                                   355
      4949                   WINTER PARK                                                  FL                                  32789                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             3/1/2036                                   360                                   355
      4950                   TUSTIN                                                       CA                                  92780                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            2/15/2036                                   360                                   354
      4951                   LAUDERDALE LAKES                                             FL                                  33319                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             3/1/2036                                   360                                   355
      4952                   WINSTON SALEM                                                NC                                  27103                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            2/15/2036                                   360                                   354
      4953                   MIAMI                                                        FL                                  33155                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             2/1/2036                                   360                                   354
      4954                   GREELEY                                                      CO                                  80634                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             3/1/2036                                   360                                   355
      4955                   ST LOUIS                                                     MO                                  63122                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             2/1/2036                                   360                                   354
      4956                   DEERFIELD BEACH                                              FL                                  33442                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            2/15/2036                                   360                                   354
      4957                   MAPLEWOOD                                                    MN                                  55119                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             2/1/2036                                   360                                   354
      4958                   MARIETTA                                                     GA                                  30062                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                             2/1/2036                                   360                                   354
      4959                   BOCA RATON                                                   FL                                  33498                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                             1/1/2036                                   360                                   353
      4960                   LYNN                                                         MA                                   1902                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                             5/1/2021                                   180                                   177
      4961                   TITUSVILLE                                                   FL                                  32780                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/15/2036                                   360                                   353
      4962                   ANAHEIM                                                      CA                                  92804                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                             6/1/2021                                   180                                   178
      4963                   BENTON                                                       LA                                  71006                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             1/1/2036                                   360                                   353
      4964                   CHULA VISTA                                                  CA                                  91913                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                             4/1/2031                                   300                                   296
      4965                   PHOENIX                                                      AZ                                  85037                  PUD                                                             10                              0.5                                0                           0.0195                                9.4805                             1/1/2036                                   360                                   353
      4966                   EL CAJON                                                     CA                                  92021                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                             5/1/2021                                   180                                   177
      4967                   TOWN OF MALTA                                                NY                                  12020                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             2/1/2036                                   360                                   354
      4968                   SALTON CITY                                                  CA                                  92275                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                             5/1/2021                                   180                                   177
      4969                   LAWRENCEVILLE                                                GA                                  30043                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/15/2036                                   360                                   353
      4970                   GILBERT                                                      AZ                                  85296                  PUD                                                          11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2021                                   180                                   178
      4971                   PEMBROKE PINES                                               FL                                  33029                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             1/1/2036                                   360                                   353
      4972                   SHREVEPORT                                                   LA                                  71129                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/15/2036                                   360                                   353
      4973                   CHINO HILLS                                                  CA                                  91709                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             2/1/2036                                   360                                   354
      4974                   CHICAGO                                                      IL                                  60638                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             2/1/2036                                   360                                   354
      4975                   JACKSONVILLE                                                 FL                                  32207                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                            1/15/2036                                   360                                   353
      4976                   FRANKLIN                                                     TN                                  37067                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                            2/15/2036                                   360                                   354
      4977                   KISSIMMEE                                                    FL                                  34741                  PUD                                                              9                              0.5                                0                           0.0195                                8.4805                             2/1/2036                                   360                                   354
      4978                   CHANHASSEN                                                   MN                                  55317                  Condominium                                                      9                              0.5                                0                           0.0195                                8.4805                             1/1/2036                                   360                                   353
      4979                   STATEN ISLAND                                                NY                                  10304                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             3/1/2036                                   360                                   355
      4980                   DISTRICT HEIGHTS                                             MD                                  20747                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                             2/1/2036                                   360                                   354
      4981                   CAPITOL HEIGHTS                                              MD                                  20743                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                             3/1/2036                                   360                                   355
      4982                   LAUREL                                                       MD                                  20723                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                             4/1/2031                                   300                                   296
      4983                   HARRISONBURG                                                 VA                                  22801                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                            3/20/2031                                   300                                   295
      4984                   Duluth                                                       GA                                  30097                  PUD                                                           14.5                              0.5                                0                           0.0195                               13.9805                            12/1/2030                                   300                                   292
      4985                   Burke                                                        VA                                  22015                  Townhouse                                                    12.75                              0.5                                0                           0.0195                               12.2305                             2/1/2031                                   300                                   294
      4986                   Herndon                                                      VA                                  20170                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                             2/1/2031                                   300                                   294
      4987                   Fullerton                                                    CA                                  92833                  Condominium                                                  13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
      4988                   Centreville                                                  VA                                  20120                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                             2/1/2031                                   300                                   294
      4989                   PALATINE                                                     IL                                  60074                  Condominium                                                   8.25                              0.5                                0                           0.0195                                7.7305                            6/30/2025                                   240                                   226
      4990                   CHICAGO                                                      IL                                  60618                  2-4 Family                                                     8.5                              0.5                                0                           0.0195                                7.9805                            6/30/2025                                   240                                   226
      4991                   KEWASKUM                                                     WI                                  53040                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                            7/31/2025                                   240                                   227
      4992                   DES PLAINES                                                  IL                                  60016                  Condominium                                                 10.125                              0.5                                0                           0.0195                                9.6055                            7/31/2025                                   240                                   227
      4993                   CICERO                                                       IL                                  60650                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            7/31/2025                                   240                                   227
      4994                   CHICAGO                                                      IL                                  60611                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                            7/31/2025                                   240                                   227
      4995                   AURORA                                                       IL                                  60504                  Townhouse                                                       10                              0.5                                0                           0.0195                                9.4805                            8/30/2025                                   240                                   228
      4996                   WILLOWBROOK                                                  IL                                  60527                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            9/30/2025                                   240                                   229
      4997                   MINOOKA                                                      IL                                  60447                  Townhouse                                                     10.5                              0.5                                0                           0.0195                                9.9805                            8/30/2025                                   240                                   228
      4998                   CHICAGO                                                      IL                                  60616                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                            8/30/2025                                   240                                   228
      4999                   BUFFALO GROVE                                                IL                                  60089                  Single Family                                                8.125                              0.5                                0                           0.0195                                7.6055                            9/30/2025                                   240                                   229
      5000                   CHICAGO                                                      IL                                  60614                  Condominium                                                    9.5                              0.5                                0                           0.0195                                8.9805                            8/30/2025                                   240                                   228
      5001                   MILWAUKEE                                                    WI                                  53225                  2-4 Family                                                    7.75                              0.5                                0                           0.0195                                7.2305                            9/30/2025                                   240                                   229
      5002                   GLENVIEW                                                     IL                                  60025                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            9/30/2025                                   240                                   229
      5003                   MILWAUKEE                                                    WI                                  53207                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                            9/30/2025                                   240                                   229
      5004                   CHICAGO                                                      IL                                  60610                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                            9/30/2025                                   240                                   229
      5005                   RICHFIELD                                                    WI                                  53076                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                            9/30/2025                                   240                                   229
      5006                   SYCAMORE                                                     IL                                  60178                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                            9/30/2025                                   240                                   229
      5007                   WEST DUNDEE                                                  IL                                  60118                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                            9/30/2025                                   240                                   229
      5008                   PLAINFIELD                                                   IL                                  60544                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            9/30/2025                                   240                                   229
      5009                   BRROKFIELD                                                   WI                                  53045                  2-4 Family                                                    7.75                              0.5                                0                           0.0195                                7.2305                            9/30/2025                                   240                                   229
      5010                   CHICAGO                                                      IL                                  60656                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                            9/30/2025                                   240                                   229
      5011                   LAKE ZURICH                                                  IL                                  60047                  Single Family                                                  9.5                              0.5                                0                           0.0195                                8.9805                           10/30/2025                                   240                                   230
      5012                   BROOKFIELD                                                   WI                                  53045                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                            9/30/2025                                   240                                   229
      5013                   NEW BERLIN                                                   WI                                  53151                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                            9/30/2025                                   240                                   229
      5014                   BIG BEND                                                     WI                                  53103                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                            9/30/2025                                   240                                   229
      5015                   WOOD DALE                                                    IL                                  60191                  Condominium                                                   7.75                              0.5                                0                           0.0195                                7.2305                            9/30/2025                                   240                                   229
      5016                   CHICAGO                                                      IL                                  60634                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                            9/30/2025                                   240                                   229
      5017                   KENOSHA                                                      WI                                  53142                  Single Family                                                8.375                              0.5                                0                           0.0195                                7.8555                           10/30/2025                                   240                                   230
      5018                   GLEN ELLYN                                                   IL                                  60137                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                            9/30/2025                                   240                                   229
      5019                   OSWEGO                                                       IL                                  60543                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                           10/30/2025                                   240                                   230
      5020                   RACINE                                                       WI                                  53402                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                           10/30/2025                                   240                                   230
      5021                   BELGIUM                                                      WI                                  53004                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                            9/30/2025                                   240                                   229
      5022                   BARTLETT                                                     IL                                  60103                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                            9/30/2025                                   240                                   229
      5023                   THIENSVILLE                                                  WI                                  53092                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                            9/30/2025                                   240                                   229
      5024                   MILWAUKEE                                                    WI                                  53224                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                           10/30/2025                                   240                                   230
      5025                   CAROL STREAM                                                 IL                                  60188                  Condominium                                                  8.125                              0.5                                0                           0.0195                                7.6055                            9/30/2025                                   240                                   229
      5026                   INDIANHEAD PARK                                              IL                                  60525                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                           10/30/2025                                   240                                   230
      5027                   NASHOTAH                                                     WI                                  53058                  Single Family                                                7.875                              0.5                                0                           0.0195                                7.3555                           10/30/2025                                   240                                   230
      5028                   WINFIELD                                                     IL                                  60190                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                           10/30/2025                                   240                                   230
      5029                   WAUKESHA                                                     WI                                  53186                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                           10/30/2025                                   240                                   230
      5030                   PEWAUKEE                                                     WI                                  53072                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                           10/30/2025                                   240                                   230
      5031                   PALATINE                                                     IL                                  60074                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                           10/30/2025                                   240                                   230
      5032                   ELMHURST                                                     IL                                  60126                  Single Family                                                7.875                              0.5                                0                           0.0195                                7.3555                           10/30/2025                                   240                                   230
      5033                   ROMEOVILLE                                                   IL                                  60446                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                           10/30/2025                                   240                                   230
      5034                   PLAINFIELD                                                   IL                                  60544                  PUD                                                           7.75                              0.5                                0                           0.0195                                7.2305                           10/30/2025                                   240                                   230
      5035                   FRANKLIN                                                     WI                                  53132                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                           10/30/2025                                   240                                   230
      5036                   ROSCOE                                                       IL                                  61073                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                           10/30/2025                                   240                                   230
      5037                   FRANKLIN PARK                                                IL                                  60131                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                           10/30/2025                                   240                                   230
      5038                   LEMONT                                                       IL                                  60439                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                           10/30/2025                                   240                                   230
      5039                   SCHAUMBERG                                                   IL                                  60193                  Townhouse                                                      8.5                              0.5                                0                           0.0195                                7.9805                           10/30/2025                                   240                                   230
      5040                   CARY                                                         IL                                  60013                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                           10/30/2025                                   240                                   230
      5041                   WALES                                                        WI                                  53183                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                           10/30/2025                                   240                                   230
      5042                   WATERFORD                                                    WI                                  53185                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                           10/30/2025                                   240                                   230
      5043                   PALOS HILLS                                                  IL                                  60465                  Condominium                                                  9.125                              0.5                                0                           0.0195                                8.6055                           10/30/2025                                   240                                   230
      5044                   WALES                                                        WI                                  53183                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                           10/30/2025                                   240                                   230
      5045                   FRANKLIN                                                     WI                                  53132                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                           10/30/2025                                   240                                   230
      5046                   CHICAGO                                                      IL                                  60613                  Condominium                                                  8.875                              0.5                                0                           0.0195                                8.3555                           10/30/2025                                   240                                   230
      5047                   CHICAGO                                                      IL                                  60644                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                           10/30/2025                                   240                                   230
      5048                   ALGONQUIN                                                    IL                                  60102                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                           11/30/2025                                   240                                   231
      5049                   GREENDALE                                                    WI                                  53129                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                           10/30/2025                                   240                                   230
      5050                   FRANKLIN PARK                                                IL                                  60131                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                           10/30/2025                                   240                                   230
      5051                   ARLINGTON HTS                                                IL                                  60004                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                           10/30/2025                                   240                                   230
      5052                   BROOKFIELD                                                   WI                                  53005                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                           10/30/2025                                   240                                   230
      5053                   BOLINGBROOK                                                  IL                                  60440                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                           10/30/2025                                   240                                   230
      5054                   2650 WARRENVILLE ROAD #50                                    IL                                  60515                  Condominium                                                      8                              0.5                                0                           0.0195                                7.4805                           10/30/2025                                   240                                   230
      5055                   MILWAUKEE                                                    WI                                  53208                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                           10/30/2025                                   240                                   230
      5056                   NUKWONAGO                                                    WI                                  53149                  Single Family                                                 7.75                              0.5                                0                           0.0195                                7.2305                           10/30/2025                                   240                                   230
      5057                   DOWNERS GROVE                                                IL                                  60515                  Hi-Rise Condo                                                9.375                              0.5                                0                           0.0195                                8.8555                           10/30/2025                                   240                                   230
      5058                   CHICAGO                                                      IL                                  60647                  Single Family                                                    8                              0.5                                0                           0.0195                                7.4805                           11/30/2025                                   240                                   231
      5059                   WOODRIDGE                                                    IL                                  60517                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                           11/30/2025                                   240                                   231
      5060                   MILWAUKEE                                                    WI                                  53209                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                           11/30/2025                                   240                                   231
      5061                   LAKE FOREST                                                  IL                                  60045                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                           11/30/2025                                   240                                   231
      5062                   ANTIOCH                                                      IL                                  60002                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            6/30/2025                                   240                                   226
      5063                   DES PLAINES                                                  IL                                  60018                  Single Family                                               12.375                              0.5                                0                           0.0195                               11.8555                            6/30/2025                                   240                                   226
      5064                   RIVER GROVE                                                  IL                                  60171                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            6/30/2025                                   240                                   226
      5065                   STEAMWOOD                                                    IL                                  60107                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            6/30/2025                                   240                                   226
      5066                   DOWNERS GROVE                                                IL                                  60516                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            7/31/2025                                   240                                   227
      5067                   PROSPECT HEIGHTS                                             IL                                  60070                  Condominium                                                   9.75                              0.5                                0                           0.0195                                9.2305                            6/30/2025                                   240                                   226
      5068                   CHICAGO                                                      IL                                  60646                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            6/30/2025                                   240                                   226
      5069                   ELMHURST                                                     IL                                  60126                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            6/30/2025                                   240                                   226
      5070                   CHICAGO                                                      IL                                  60634                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            6/30/2025                                   240                                   226
      5071                   CHICAGO                                                      IL                                  60611                  Condominium                                                  8.875                              0.5                                0                           0.0195                                8.3555                            6/30/2025                                   240                                   226
      5072                   CHICAGO                                                      IL                                  60613                  Condominium                                                   8.75                              0.5                                0                           0.0195                                8.2305                            6/30/2025                                   240                                   226
      5073                   SCHAUMBURG                                                   IL                                  60194                  Condominium                                                 10.375                              0.5                                0                           0.0195                                9.8555                            6/30/2025                                   240                                   226
      5074                   CHICAGO                                                      IL                                  60647                  Condominium                                                   8.75                              0.5                                0                           0.0195                                8.2305                            7/31/2025                                   240                                   227
      5075                   CHICAGO                                                      IL                                  60641                  Single Family                                                  8.5                              0.5                                0                           0.0195                                7.9805                            7/31/2025                                   240                                   227
      5076                   ARLINGTON HTS                                                IL                                  60004                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            6/30/2025                                   240                                   226
      5077                   AURORA                                                       IL                                  60504                  Single Family                                                 8.75                              0.5                                0                           0.0195                                8.2305                            6/30/2025                                   240                                   226
      5078                   BLOOMINGBURG                                                 NY                                  12721                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      5079                   LAS VEGAS                                                    NV                                  89109                  Condominium                                                   6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      5080                   SAN JOSE                                                     CA                                  95138                  Condominium                                                  9.125                              0.5                                0                           0.0195                                8.6055                            5/20/2031                                   300                                   297
      5081                   GLOUCESTER                                                   VA                                  23061                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      5082                   GOLD RIVER                                                   CA                                  95670                  PUD                                                              7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      5083                   WILDWOOD                                                     IL                                  60030                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            5/20/2031                                   300                                   297
      5084                   LAUREL                                                       MD                                  20707                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            4/20/2031                                   300                                   296
      5085                   HAYMARKET                                                    VA                                  20169                  PUD                                                           6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      5086                   STOCKTON                                                     CA                                  95204                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             6/1/2031                                   300                                   298
      5087                   CLARKSBURG                                                   MD                                  20871                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            4/20/2031                                   300                                   296
      5088                   TOPEKA                                                       KS                                  66610                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      5089                   PLEASANT HILL                                                CA                                  94523                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            5/20/2031                                   300                                   297
      5090                   NORTHVILLE                                                   MI                                  48168                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      5091                   WOODBRIDGE                                                   VA                                  22193                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            5/20/2031                                   300                                   297
      5092                   LOUISVILLE                                                   KY                                  40245                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      5093                   LAS VEGAS                                                    NV                                  89148                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            5/20/2031                                   300                                   297
      5094                   RIDGEFIELD                                                   CT                                   6877                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      5095                   HESPERIA                                                     CA                                  92345                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            5/20/2031                                   300                                   297
      5096                   PHOENIX                                                      AZ                                  85032                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      5097                   BAKERSFIELD                                                  CA                                  93313                  Single Family                                                 10.5                              0.5                                0                           0.0195                                9.9805                            5/20/2031                                   300                                   297
      5098                   ATLANTA                                                      GA                                  30315                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            5/20/2031                                   300                                   297
      5099                   CROWNSVILLE                                                  MD                                  21032                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      5100                   PITTSBURG                                                    CA                                  94565                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            5/20/2031                                   300                                   297
      5101                   BALTIMORE                                                    MD                                  21207                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            3/30/2031                                   300                                   295
      5102                   SAN JOSE                                                     CA                                  95116                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      5103                   STAFFORD                                                     VA                                  22554                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      5104                   COLD SPRINGS                                                 NV                                  89506                  PUD                                                           10.5                              0.5                                0                           0.0195                                9.9805                            5/20/2031                                   300                                   297
      5105                   MASSAPEQUA                                                   NY                                  11758                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      5106                   EAST QUOGUE                                                  NY                                  11942                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            5/20/2031                                   300                                   297
      5107                   TACOMA                                                       WA                                  98445                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      5108                   BRIGHTON                                                     IL                                  62012                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      5109                   DALY CITY                                                    CA                                  94014                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      5110                   MILWAUKIE                                                    OR                                  97222                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                            5/20/2031                                   300                                   297
      5111                   TUCSON                                                       AZ                                  85711                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      5112                   BEL AIR                                                      MD                                  21014                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      5113                   OLNEY                                                        MD                                  20832                  PUD                                                          9.625                              0.5                                0                           0.0195                                9.1055                            5/20/2031                                   300                                   297
      5114                   LEXINGTON                                                    SC                                  29072                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2031                                   300                                   297
      5115                   HENDERSON                                                    NV                                  89012                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            5/20/2031                                   300                                   297
      5116                   RALEIGH                                                      NC                                  27609                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            4/20/2031                                   300                                   296
      5117                   SAN JOSE                                                     CA                                  95120                  Single Family                                                  7.5                              0.5                                0                           0.0195                                6.9805                            5/20/2031                                   300                                   297
      5118                   WIXOM                                                        MI                                  48393                  Condominium                                                    6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      5119                   OAK BLUFFS                                                   MA                                   2557                  Single Family                                                8.625                              0.5                                0                           0.0195                                8.1055                            5/20/2031                                   300                                   297
      5120                   SANDY HOOK                                                   CT                                   6482                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                            5/20/2031                                   300                                   297
      5121                   RICHTON PARK                                                 IL                                  60471                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                             5/1/2031                                   300                                   297
      5122                   GRAYSLAKE                                                    IL                                  60030                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      5123                   MIAMI                                                        FL                                  33189                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                            5/20/2031                                   300                                   297
      5124                   SAINT LOUIS                                                  MO                                  63131                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      5125                   FRESNO                                                       CA                                  93722                  Single Family                                               10.375                              0.5                                0                           0.0195                                9.8555                            5/20/2031                                   300                                   297
      5126                   OAKLAND                                                      NJ                                   7436                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      5127                   LAKE ELMO                                                    MN                                  55042                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                             6/1/2031                                   300                                   298
      5128                   CHICAGO                                                      IL                                  60614                  Condominium                                                   8.25                              0.5                                0                           0.0195                                7.7305                            5/20/2031                                   300                                   297
      5129                   SANGER                                                       CA                                  93657                  Single Family                                                10.25                              0.5                                0                           0.0195                                9.7305                            6/20/2031                                   300                                   298
      5130                   PHOENIX                                                      AZ                                  85041                  PUD                                                         10.375                              0.5                                0                           0.0195                                9.8555                             6/1/2031                                   300                                   298
      5131                   CEDAR GROVE                                                  NJ                                   7009                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                            5/20/2031                                   300                                   297
      5132                   WEST SACRAMENTO                                              CA                                  95691                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                             6/1/2031                                   300                                   298
      5133                   HOCKESSIN                                                    DE                                  19707                  PUD                                                            6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      5134                   WESTERN SPRINGS                                              IL                                  60558                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                             6/1/2031                                   300                                   298
      5135                   HYDE PARK                                                    NY                                  12538                  Single Family                                                  6.5                              0.5                                0                           0.0195                                5.9805                            5/20/2031                                   300                                   297
      5136                   PROVIDENCE FORGE                                             VA                                  23140                  PUD                                                         10.125                              0.5                                0                           0.0195                                9.6055                            5/20/2031                                   300                                   297
      5137                   ROSEVILLE                                                    CA                                  95661                  Single Family                                                    7                              0.5                                0                           0.0195                                6.4805                             6/1/2031                                   300                                   298
      5138                   NORTH HALEDON                                                NJ                                   7508                  Single Family                                                9.875                              0.5                                0                           0.0195                                9.3555                            5/20/2031                                   300                                   297
      5139                   LOUISVILLE                                                   KY                                  40205                  Single Family                                                9.125                              0.5                                0                           0.0195                                8.6055                            5/20/2031                                   300                                   297
      5140                   HAMPSHIRE                                                    IL                                  60140                  Single Family                                                 6.75                              0.5                                0                           0.0195                                6.2305                             6/1/2031                                   300                                   298
      5141                   MERIDIAN                                                     ID                                  83642                  PUD                                                          7.625                              0.5                                0                           0.0195                                7.1055                            5/20/2031                                   300                                   297
      5142                   LONG BEACH                                                   CA                                  90806                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            5/20/2031                                   300                                   297
      5143                   HUNTINGTON BEACH                                             CA                                  92647                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            4/15/2031                                   300                                   296
      5144                   SAN DIEGO                                                    CA                                  92117                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            4/15/2031                                   300                                   296
      5145                   SUNRISE                                                      FL                                  33351                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            4/15/2031                                   300                                   296
      5146                   OCEANSIDE                                                    CA                                  92054                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             4/1/2031                                   300                                   296
      5147                   AGOURA HILLS                                                 CA                                  91301                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            4/15/2031                                   300                                   296
      5148                   APPLE VALLEY                                                 CA                                  92308                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            4/15/2031                                   300                                   296
      5149                   HIGHLAND                                                     UT                                  84003                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            4/15/2031                                   300                                   296
      5150                   OAKLAND                                                      CA                                  94619                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                            4/15/2031                                   300                                   296
      5151                   LOS ANGELES                                                  CA                                  90048                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            4/15/2031                                   300                                   296
      5152                   GOODYEAR                                                     AZ                                  85338                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                            4/15/2031                                   300                                   296
      5153                   MIAMI                                                        FL                                  33177                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                            5/15/2031                                   300                                   297
      5154                   SUNNYVALE                                                    CA                                  94089                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            4/15/2031                                   300                                   296
      5155                   SAN FRANCISCO                                                CA                                  94131                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                            4/15/2031                                   300                                   296
      5156                   TRACY                                                        CA                                  95376                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                             5/1/2031                                   300                                   297
      5157                   NORTH HOLLYWOOD                                              CA                                  91606                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            4/15/2031                                   300                                   296
      5158                   CORONA                                                       CA                                  92881                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            4/15/2031                                   300                                   296
      5159                   RANCHO CUCAMONGA                                             CA                                  91739                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            4/15/2031                                   300                                   296
      5160                   SAN JOSE                                                     CA                                  95136                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                             6/1/2031                                   300                                   298
      5161                   LA MIRADA                                                    CA                                  90638                  Single Family                                                 13.5                              0.5                                0                           0.0195                               12.9805                            4/15/2031                                   300                                   296
      5162                   FORT MYERS                                                   FL                                  33908                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            4/15/2031                                   300                                   296
      5163                   CHULA VISTA                                                  CA                                  91913                  PUD                                                             11                              0.5                                0                           0.0195                               10.4805                            4/15/2031                                   300                                   296
      5164                   LOS ANGELES                                                  CA                                  91604                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            4/15/2031                                   300                                   296
      5165                   CARSON                                                       CA                                  90746                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            5/15/2031                                   300                                   297
      5166                   CHINO                                                        CA                                  91710                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            4/15/2031                                   300                                   296
      5167                   LAGUNA NIGUEL                                                CA                                  92677                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                             4/1/2031                                   300                                   296
      5168                   LAS VEGAS                                                    NV                                  89121                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            5/16/2031                                   300                                   297
      5169                   SHERMAN OAKS                                                 CA                                  91423                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            5/15/2031                                   300                                   297
      5170                   OAKLAND                                                      CA                                  94621                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            5/15/2031                                   300                                   297
      5171                   PALMDALE                                                     CA                                  93552                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                            5/15/2031                                   300                                   297
      5172                   LOS ANGELES                                                  CA                                  90016                  Single Family                                                   11                              0.5                                0                           0.0195                               10.4805                            5/15/2031                                   300                                   297
      5173                   LAUDERHILL                                                   FL                                  33313                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                            5/15/2031                                   300                                   297
      5174                   TARZANA                                                      CA                                  91356                  Condominium                                                  10.75                              0.5                                0                           0.0195                               10.2305                            5/15/2031                                   300                                   297
      5175                   PACOIMA                                                      CA                                  91331                  Condominium                                                   11.5                              0.5                                0                           0.0195                               10.9805                            5/15/2031                                   300                                   297
      5176                   HIGHLANDS                                                    NC                                  28741                  PUD                                                            8.5                              0.5                                0                           0.0195                                7.9805                             5/1/2031                                   300                                   297
      5177                   BURBANK                                                      CA                                  91504                  2-4 Family                                                   9.625                              0.5                                0                           0.0195                                9.1055                             4/1/2031                                   300                                   296
      5178                   SANTA CLARITA (SAUGUS ARE                                    CA                                  91390                  PUD                                                          9.125                              0.5                                0                           0.0195                                8.6055                             2/1/2031                                   300                                   294
      5179                   LOS ANGELES                                                  CA                                  90046                  2-4 Family                                                     9.5                              0.5                                0                           0.0195                                8.9805                             2/1/2031                                   300                                   294
      5180                   OAKTON                                                       VA                                  22124                  PUD                                                          11.25                              0.5                                0                           0.0195                               10.7305                             2/1/2031                                   300                                   294
      5181                   RANCHO CUCAMONGA                                             CA                                  91701                  PUD                                                            9.5                              0.5                                0                           0.0195                                8.9805                             3/1/2031                                   300                                   295
      5182                   BRICK                                                        NJ                                   8724                  Single Family                                               10.125                              0.5                                0                           0.0195                                9.6055                            4/15/2031                                   300                                   296
      5183                   LA CANADA-FLINTRIDGE                                         CA                                  91011                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                             4/1/2031                                   300                                   296
      5184                   CHICAGO                                                      IL                                  60649                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            4/15/2031                                   300                                   296
      5185                   CHANDLER                                                     AZ                                  85249                  Single Family                                                9.625                              0.5                                0                           0.0195                                9.1055                            4/15/2031                                   300                                   296
      5186                   COVINA                                                       CA                                  91724                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             4/1/2031                                   300                                   296
      5187                   (NORTHRIDGE AREA) LOS ANG                                    CA                                  91324                  Single Family                                               10.625                              0.5                                0                           0.0195                               10.1055                             3/1/2031                                   300                                   295
      5188                   BRENTWOOD                                                    CA                                  94513                  Single Family                                                 11.5                              0.5                                0                           0.0195                               10.9805                             5/1/2031                                   300                                   297
      5189                   OXNARD                                                       CA                                  93030                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                             4/1/2031                                   300                                   296
      5190                   REDONDO BEACH                                                CA                                  90278                  Condominium                                                     10                              0.5                                0                           0.0195                                9.4805                             4/1/2031                                   300                                   296
      5191                   SAN FERNANDO                                                 CA                                  91340                  2-4 Family                                                  12.125                              0.5                                0                           0.0195                               11.6055                             4/1/2031                                   300                                   296
      5192                   GRESHAM                                                      OR                                  97080                  Single Family                                                9.375                              0.5                                0                           0.0195                                8.8555                             4/1/2031                                   300                                   296
      5193                   (GRANADA HILLS AREA) LOS                                     CA                                  91344                  Single Family                                                10.75                              0.5                                0                           0.0195                               10.2305                             4/1/2031                                   300                                   296
      5194                   SAN FRANCISCO                                                CA                                  94103                  2-4 Family                                                   8.625                              0.5                                0                           0.0195                                8.1055                             4/1/2031                                   300                                   296
      5195                   CATHEDRAL CITY                                               CA                                  92234                  Single Family                                               12.125                              0.5                                0                           0.0195                               11.6055                             5/1/2031                                   300                                   297
      5196                   (WOODLAND HILLS AREA) LOS                                    CA                                  91367                  Single Family                                                 9.25                              0.5                                0                           0.0195                                8.7305                             4/1/2031                                   300                                   296
      5197                   STEVENSON RANCH                                              CA                                  91381                  Condominium                                                 11.625                              0.5                                0                           0.0195                               11.1055                             4/1/2031                                   300                                   296
      5198                   (WINNETKA AREA) LOS ANGEL                                    CA                                  91306                  Condominium                                                 13.125                              0.5                                0                           0.0195                               12.6055                             4/1/2031                                   300                                   296
      5199                   (VALLEY VILLAGE AREA) LOS                                    CA                                  91607                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                             5/1/2031                                   300                                   297
      5200                   (CHATSWORTH AREA) LOS ANG                                    CA                                  91311                  Condominium                                                     10                              0.5                                0                           0.0195                                9.4805                             4/1/2031                                   300                                   296
      5201                   (RESEDA AREA) LOS ANGELES                                    CA                                  91335                  Single Family                                               13.125                              0.5                                0                           0.0195                               12.6055                             5/1/2031                                   300                                   297
      5202                   (VAN NUYS AREA) LOS ANGEL                                    CA                                  91406                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                             4/1/2031                                   300                                   296
      5203                   CLIFTON                                                      NJ                                   7011                  2-4 Family                                                  12.125                              0.5                                0                           0.0195                               11.6055                             4/1/2031                                   300                                   296
      5204                   BAINBRIDGE ISLAND                                            WA                                  98110                  Single Family                                               11.375                              0.5                                0                           0.0195                               10.8555                            4/15/2031                                   300                                   296
      5205                   NEW RIVER                                                    AZ                                  85087                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                            4/15/2031                                   300                                   296
      5206                   GLENDALE                                                     CA                                  91205                  Single Family                                               13.125                              0.5                                0                           0.0195                               12.6055                            4/15/2031                                   300                                   296
      5207                   BURBANK                                                      CA                                  91501                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                             4/1/2031                                   300                                   296
      5208                   (SYLMAR AREA) LOS ANGELES                                    CA                                  91342                  Single Family                                                 9.75                              0.5                                0                           0.0195                                9.2305                            4/15/2031                                   300                                   296
      5209                   (SHERMAN OAKS AREA) LOS A                                    CA                                  91401                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                             4/1/2031                                   300                                   296
      5210                   (SYLMAR AREA) LOS ANGELES                                    CA                                  91342                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             5/1/2031                                   300                                   297
      5211                   LOS ANGELES                                                  CA                                  90069                  Single Family                                                 8.25                              0.5                                0                           0.0195                                7.7305                            4/15/2031                                   300                                   296
      5212                   (GRANADA HILLS AREA) LOS                                     CA                                  91344                  Single Family                                               11.625                              0.5                                0                           0.0195                               11.1055                             4/1/2031                                   300                                   296
      5213                   ATWATER                                                      CA                                  95301                  Single Family                                               11.875                              0.5                                0                           0.0195                               11.3555                             4/1/2031                                   300                                   296
      5214                   SANTA BARBARA                                                CA                                  93105                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                             4/1/2031                                   300                                   296
      5215                   WEST HOLLYWOOD                                               CA                                  90069                  Condominium                                                     11                              0.5                                0                           0.0195                               10.4805                            4/15/2031                                   300                                   296
      5216                   (SAN PEDRO AREA) LOS ANGE                                    CA                                  90732                  Condominium                                                   9.25                              0.5                                0                           0.0195                                8.7305                             4/1/2031                                   300                                   296
      5217                   PALMDALE                                                     CA                                  93552                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                            4/15/2031                                   300                                   296
      5218                   MANASSAS                                                     VA                                  20112                  Single Family                                                   10                              0.5                                0                           0.0195                                9.4805                             5/1/2031                                   300                                   297
      5219                   LOS ANGELES                                                  CA                                  90068                  2-4 Family                                                   8.375                              0.5                                0                           0.0195                                7.8555                             5/1/2031                                   300                                   297
      5220                   Atlanta                                                      GA                                  30309                  Condominium                                                  15.25                              0.5                                0                           0.0195                               14.7305                            12/1/2030                                   300                                   292
      5221                   CENTREVILLE                                                  VA                                  20121                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                           12/20/2030                                   300                                   292
      5222                   GERMANTOWN                                                   MD                                  20874                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      5223                   ANNANDALE                                                    VA                                  22003                  Single Family                                                11.25                              0.5                                0                           0.0195                               10.7305                            1/20/2031                                   300                                   293
      5224                   VIENNA                                                       VA                                  22180                  Single Family                                                13.25                              0.5                                0                           0.0195                               12.7305                            2/20/2031                                   300                                   294
      5225                   FAIRFAX                                                      VA                                  22033                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                            2/20/2031                                   300                                   294
      5226                   GAINESVILLE                                                  VA                                  20155                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      5227                   BRISTOW                                                      VA                                  20136                  PUD                                                          13.25                              0.5                                0                           0.0195                               12.7305                            2/20/2031                                   300                                   294
      5228                   NORWALK                                                      CA                                  90650                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            4/20/2031                                   300                                   296
      5229                   SPRINGFIELD                                                  VA                                  22150                  Single Family                                                11.75                              0.5                                0                           0.0195                               11.2305                            2/20/2031                                   300                                   294
      5230                   HERNDON                                                      VA                                  20171                  PUD                                                             15                              0.5                                0                           0.0195                               14.4805                            2/20/2031                                   300                                   294
      5231                   GLENDALE                                                     CA                                  91214                  Single Family                                                12.25                              0.5                                0                           0.0195                               11.7305                            3/20/2031                                   300                                   295
      5232                   DOWNEY                                                       CA                                  90241                  Condominium                                                     15                              0.5                                0                           0.0195                               14.4805                            4/20/2031                                   300                                   296
      5233                   LOS ANGELES                                                  CA                                  91311                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      5234                   FONTANA                                                      CA                                  92336                  Single Family                                                 14.5                              0.5                                0                           0.0195                               13.9805                            4/20/2031                                   300                                   296
      5235                   HYATTSVILLE                                                  MD                                  20783                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            4/20/2031                                   300                                   296
      5236                   BELTSVILLE                                                   MD                                  20705                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            3/20/2031                                   300                                   295
      5237                   CORONA                                                       CA                                  92883                  PUD                                                           13.5                              0.5                                0                           0.0195                               12.9805                            4/20/2031                                   300                                   296
      5238                   ATLANTA                                                      GA                                  30317                  Single Family                                                17.25                              0.5                                0                           0.0195                               16.7305                            4/20/2031                                   300                                   296
      5239                   LOS ANGELES                                                  CA                                  90019                  Single Family                                                 14.5                              0.5                                0                           0.0195                               13.9805                            4/20/2031                                   300                                   296
      5240                   SAN JOSE                                                     CA                                  95129                  Condominium                                                   13.5                              0.5                                0                           0.0195                               12.9805                            4/20/2031                                   300                                   296
      5241                   HESPERIA                                                     CA                                  92345                  Single Family                                                15.25                              0.5                                0                           0.0195                               14.7305                            4/20/2031                                   300                                   296
      5242                   ATLANTA                                                      GA                                  30317                  2-4 Family                                                    16.5                              0.5                                0                           0.0195                               15.9805                            4/20/2031                                   300                                   296
      5243                   RENTON                                                       WA                                  98059                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      5244                   GARDENA                                                      CA                                  90247                  Single Family                                                   12                              0.5                                0                           0.0195                               11.4805                            4/20/2031                                   300                                   296
      5245                   LOS ANGELES                                                  CA                                  90019                  Condominium                                                     14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      5246                   SILVER SPRING                                                GA                                  20904                  Townhouse                                                       15                              0.5                                0                           0.0195                               14.4805                            4/20/2031                                   300                                   296
      5247                   LADERA RANCH                                                 CA                                  92694                  Condominium                                                   16.5                              0.5                                0                           0.0195                               15.9805                            4/20/2031                                   300                                   296
      5248                   ANNANDALE                                                    VA                                  22003                  Single Family                                                13.75                              0.5                                0                           0.0195                               13.2305                            4/20/2031                                   300                                   296
      5249                   MC LEAN                                                      VA                                  22101                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            4/20/2031                                   300                                   296
      5250                   SIMI VALLEY                                                  CA                                  93065                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                            4/20/2031                                   300                                   296
      5251                   HESPERIA                                                     CA                                  92345                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                             5/1/2031                                   300                                   297
      5252                   SUITLAND                                                     MD                                  20746                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            4/20/2031                                   300                                   296
      5253                   HAMILTON                                                     VA                                  20158                  Single Family                                                14.75                              0.5                                0                           0.0195                               14.2305                            4/20/2031                                   300                                   296
      5254                   PLEASANT HILL                                                CA                                  94523                  Single Family                                                16.75                              0.5                                0                           0.0195                               16.2305                            4/20/2031                                   300                                   296
      5255                   LOS ANGELES                                                  CA                                  90005                  Single Family                                                   13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      5256                   CENTREVILLE                                                  VA                                  20121                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      5257                   SAN DIEGO                                                    CA                                  92105                  2-4 Family                                                   16.25                              0.5                                0                           0.0195                               15.7305                            4/20/2031                                   300                                   296
      5258                   CROSS JUNCTION                                               VA                                  22625                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      5259                   SAN DIEGO                                                    CA                                  92130                  PUD                                                          14.25                              0.5                                0                           0.0195                               13.7305                            4/20/2031                                   300                                   296
      5260                   HYATTSVILLE                                                  MD                                  20783                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      5261                   VICTORVILLE                                                  CA                                  92394                  Single Family                                                 12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      5262                   DULUTH                                                       GA                                  30097                  Condominium                                                     13                              0.5                                0                           0.0195                               12.4805                            4/20/2031                                   300                                   296
      5263                   LAWRENCEVILLE                                                GA                                  30044                  PUD                                                             14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      5264                   FREDERICKSBURG                                               VA                                  22408                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      5265                   TEMPLE HILLS                                                 MD                                  20748                  Single Family                                                14.25                              0.5                                0                           0.0195                               13.7305                            4/20/2031                                   300                                   296
      5266                   GAINESVILLE                                                  GA                                  30501                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      5267                   LOS ANGELES                                                  CA                                  91325                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      5268                   WOODBRIDGE                                                   VA                                  22193                  PUD                                                          12.25                              0.5                                0                           0.0195                               11.7305                            4/20/2031                                   300                                   296
      5269                   FORT BELVOIR                                                 VA                                  22060                  Single Family                                                   16                              0.5                                0                           0.0195                               15.4805                            4/20/2031                                   300                                   296
      5270                   HYATTSVILLE                                                  MD                                  20784                  Single Family                                                12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      5271                   CLARKSVILLE                                                  MD                                  21029                  Condominium                                                  11.75                              0.5                                0                           0.0195                               11.2305                            4/20/2031                                   300                                   296
      5272                   GAITHERSBURG                                                 MD                                  20879                  Single Family                                                 15.5                              0.5                                0                           0.0195                               14.9805                            4/20/2031                                   300                                   296
      5273                   FORT WASHINGTON                                              MD                                  20744                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      5274                   CLINTON                                                      MD                                  20735                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      5275                   DUMFRIES                                                     VA                                  22026                  Townhouse                                                     12.5                              0.5                                0                           0.0195                               11.9805                            4/20/2031                                   300                                   296
      5276                   FALLS CHURCH                                                 VA                                  22044                  Single Family                                                   15                              0.5                                0                           0.0195                               14.4805                            4/20/2031                                   300                                   296
      5277                   SILVER SPRING                                                MD                                  20910                  Single Family                                                   14                              0.5                                0                           0.0195                               13.4805                            4/20/2031                                   300                                   296
      5278                   LEESBURG                                                     VA                                  20176                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      5279                   WOODBRIDGE                                                   VA                                  22192                  Condominium                                                   14.5                              0.5                                0                           0.0195                               13.9805                            4/20/2031                                   300                                   296
      5280                   BUFORD                                                       GA                                  30519                  PUD                                                          16.75                              0.5                                0                           0.0195                               16.2305                            4/20/2031                                   300                                   296
      5281                   LAWRENCEVILLE                                                GA                                  30043                  Condominium                                                  12.75                              0.5                                0                           0.0195                               12.2305                            4/20/2031                                   300                                   296
      5282                   REDDING                                                      CT                                   6896                  Single Family                                                    9                              0.5                                0                           0.0195                                8.4805                            5/20/2031                                   300                                   297


                                     AMORT_TERM1                     ORIGINAL_ BALANCE                      FIRST_PAY_ DATE                               PAYMENT                     CURRENT_ BALANCE                             LOAN_TO_VALUE                  MI                                               MERS_ID1                                MARGIN                                   NEXT_RATE_ADJ_DATE1             MAX_RATE                             MIN_RATE                          PER_RATE_CAP
                                     -----------                     -----------------                      ---------------                               -------                     ----------------                             -------------                  --                                               --------                                ------                                   -------------------             --------                             --------                          ------------
         1                                   180                                 27300                           10/15/2004                                104.77                             13307.74                               16.35000038                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
         2                                   180                                 16900                             9/1/2004                                149.77                             16785.64                               14.97000027                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
         3                                   300                                 30000                            9/15/2004                                275.16                             29452.51                               13.32999992                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
         4                                   180                                 31500                           10/15/2004                                278.65                             31246.02                                        15                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
         5                                   180                                100000                            8/15/2004                                824.74                             89912.19                               7.690000057                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
         6                                   180                                 25600                            8/15/2004                                  5.16                               525.53                                        16                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
         7                                   300                                 69000                             4/1/2006                                686.09                                68750                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
         8                                   300                                 24000                             4/1/2006                                244.53                             23992.94                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
         9                                   300                                 32000                             4/1/2006                                317.22                             31742.24                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        10                                   300                                 61400                             4/1/2006                                638.84                              60174.5                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
        11                                   300                                 28500                             4/1/2006                                265.46                             28412.06                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
        12                                   300                                 86950                             4/1/2006                                793.87                                86950                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
        13                                   300                                 79485                            6/11/2005                                628.84                             78754.04                                        15                  No MI                                            1.00E+17                                   1.4                             9/1/2006                                    18                                  1.4                                     0
        14                                   300                                 69000                            6/26/2005                                636.69                                69000                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
        15                                   300                                130000                            6/30/2005                               1188.16                               130000                                        20                  No MI                                            1.00E+17                                 2.175                             9/1/2006                                    18                                2.175                                     0
        16                                   300                                 42000                            7/10/2005                                390.06                             41600.92                                        20                  No MI                                            1.00E+17                                   2.4                             9/1/2006                                    18                                  2.4                                     0
        17                                   300                                 67400                            6/16/2005                                612.16                             67111.94                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
        18                                   300                                149250                            6/19/2005                               1252.88                               149250                                        15                  No MI                                            1.00E+17                                 1.325                             9/1/2006                                    18                                1.325                                     0
        19                                   300                                100000                             7/4/2005                                896.63                              99534.2                               19.04999924                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
        20                                   300                                 71400                             7/1/2005                                 648.7                             71144.78                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
        21                                   300                                 52600                            6/26/2005                                495.59                             52340.89                                        20                  No MI                                            1.00E+17                                  2.55                             9/1/2006                                    18                                 2.55                                     0
        22                                   300                                138600                            6/27/2005                               1265.65                            136790.41                                        20                  No MI                                            1.00E+17                                   2.3                             9/1/2006                                    18                                  2.3                                     0
        23                                   300                                 11800                            6/20/2005                                 99.69                             11627.67                               9.590000153                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
        24                                   300                                 88000                            6/27/2005                                718.08                             87959.65                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
        25                                   300                                 95000                            6/16/2005                                810.59                             94585.95                                        20                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
        26                                   300                                 74400                            6/11/2005                                691.43                             74052.73                                        20                  No MI                                            1.00E+17                                   2.4                             9/1/2006                                    18                                  2.4                                     0
        27                                   300                                 62000                            7/20/2005                                582.82                             61553.97                                        20                  No MI                                            1.00E+17                                  2.55                             9/1/2006                                    18                                 2.55                                     0
        28                                   300                                 62250                            6/11/2005                                570.87                             59330.01                               14.64999962                  No MI                                            1.00E+17                                 2.725                             9/1/2006                                    18                                2.725                                     0
        29                                   300                                 33250                            6/10/2005                                292.96                                33250                                        10                  No MI                                            1.00E+17                                  1.15                             9/1/2006                                    18                                 1.15                                     0
        30                                   300                                 69800                             6/6/2005                                643.09                             69693.19                                        20                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
        31                                   300                                 69250                            6/19/2005                                578.29                                69250                                        10                  No MI                                            1.00E+17                                 1.275                             9/1/2006                                    18                                1.275                                     0
        32                                   300                                103600                            6/18/2005                                954.22                            101958.41                                        20                  No MI                                            1.00E+17                                 2.425                             9/1/2006                                    18                                2.425                                     0
        33                                   300                                 71400                             4/1/2006                                710.96                             71242.12                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        34                                   300                                 92550                             4/1/2006                                864.65                                92550                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
        35                                   300                                 43500                             4/1/2006                                360.22                                43500                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
        36                                   300                                 72000                             4/1/2006                                701.49                             71821.76                               19.97999954                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
        37                                   300                                 78950                             4/1/2006                                787.88                                78950                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        38                                   300                                 59400                             4/1/2006                                592.78                                59400                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        39                                   300                                 93300                             4/1/2006                                931.08                                93300                               19.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        40                                   300                                 29400                             4/1/2006                                315.96                             29130.46                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
        41                                   300                                 20000                             4/1/2006                                167.74                                20000                                        10                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
        42                                   300                                 24500                             4/1/2006                                265.22                             24491.69                               13.60999966                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
        43                                   300                                 46000                             4/1/2006                                517.66                                46000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
        44                                   300                                108750                             4/1/2006                               1085.27                               108750                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        45                                   300                                 42000                             4/1/2006                                449.06                             41469.24                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
        46                                   300                                 70000                             4/1/2006                                713.42                                70000                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
        47                                   300                                 78000                             4/1/2006                                827.51                             77946.47                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
        48                                   300                                119900                             4/1/2006                               1271.73                            119786.59                               23.05999947                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
        49                                   300                                 24500                             4/1/2006                                221.05                             24495.48                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
        50                                   300                                 90000                             4/1/2006                                706.57                             89519.18                                        10                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
        51                                   300                                 32400                             4/1/2006                                343.97                                32400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
        52                                   300                                 90000                             4/1/2006                                898.15                                90000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        53                                   300                                 34000                             4/1/2006                                337.07                             33776.85                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        54                                   300                                 96000                             4/1/2006                               1019.18                                96000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
        55                                   300                                 97000                             4/1/2006                                968.01                                97000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        56                                   300                                 73800                             4/1/2006                                783.49                                73800                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
        57                                   300                                 55000                             4/1/2006                                583.34                             54946.94                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
        58                                   300                                 47000                             4/1/2006                                458.53                              46946.3                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        59                                   300                                 72600                             4/1/2006                                724.51                                72600                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        60                                   300                                 40500                             4/1/2006                                378.37                                40500                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
        61                                   300                                 80000                             4/1/2006                                788.47                             78988.75                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        62                                   300                                 59500                             4/1/2006                                593.68                             59490.05                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        63                                   300                                 16000                             4/1/2006                                 168.8                                15900                               9.880000114                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
        64                                   300                                 34500                             4/1/2006                                 333.3                                34500                                        10                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
        65                                   300                                 40800                             4/1/2006                                372.51                                40800                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
        66                                   300                                 44000                             4/1/2006                                429.75                                44000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        67                                   300                                 47300                             4/1/2006                                 458.7                                46900                               14.98999977                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
        68                                   300                                 29000                             5/1/2006                                307.49                             28963.75                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
        69                                   300                                 46800                             4/1/2006                                496.85                                46800                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
        70                                   300                                 60000                             4/1/2006                                649.73                                60000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
        71                                   300                                 19500                             4/1/2006                                187.07                             18919.27                                        10                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
        72                                   300                                112000                             4/1/2006                                1236.6                               112000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
        73                                   300                                 97000                             4/1/2006                                1029.8                                97000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
        74                                   300                                 32000                             4/1/2006                                312.19                             31963.44                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        75                                   300                                 60500                            8/20/2006                                411.07                                60500                                        10                  No MI                                            1.00E+17                                  7.75                           10/20/2006                                    18                                 7.75                                     0
        76                                   300                                 34400                            8/20/2006                                233.73                                34400                                        20                  No MI                                            1.00E+17                                 3.875                           10/20/2006                                    18                                3.875                                     0
        77                                   300                                 20000                            8/20/2006                                135.89                                20000                               4.159999847                  No MI                                            1.00E+17                                  7.75                           10/20/2006                                    18                                 7.75                                     0
        78                                   300                                 64000                             4/1/2006                                638.69                                64000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        79                                   300                                 25800                             4/1/2006                                301.06                             25779.71                               20.02000046                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
        80                                   300                                 72000                             4/1/2006                                 871.4                                72000                                        20                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
        81                                   300                                 27500                             4/1/2006                                230.22                                27450                                        10                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
        82                                   300                                 32000                             4/1/2006                                 325.6                             31764.28                                        20                  No MI                                            1.00E+16                                  3.75                             9/1/2006                                    18                                 3.75                                     0
        83                                   300                                 38300                             4/1/2006                                382.21                                38300                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        84                                   300                                 25400                             4/1/2006                                269.66                                25400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
        85                                   180                                 28000                             4/1/2006                                242.66                             27873.94                               9.930000305                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
        86                                   300                                 49450                             4/1/2006                                 473.2                             48423.73                               19.98999977                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
        87                                   300                                 34350                             4/1/2006                                350.09                                34350                                        15                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
        88                                   300                                 78000                             4/1/2006                                 778.4                                78000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        89                                   300                                 50000                             4/1/2006                                507.91                              49835.5                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
        90                                   300                                 46500                             4/1/2006                                464.04                                46500                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        91                                   300                                 38000                             4/1/2006                                403.37                             37995.21                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
        92                                   300                                 60000                             4/1/2006                                598.62                             59984.86                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
        93                                   300                                 36300                             4/1/2006                                385.38                                36300                               19.97999954                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
        94                                   300                                 51000                            8/20/2006                                346.46                                51000                                        10                  No MI                                            1.00E+17                                  7.75                            9/20/2006                                    18                                 7.75                                     0
        95                                   300                                 58800                            8/20/2006                            453.827937                                58800                                        20                  No MI                                            1.00E+17                                 3.875                           10/20/2006                                    18                                3.875                                     0
        96                                   300                                 20000                            8/20/2006                                179.73                                20000                               6.989999771                  No MI                                            1.00E+17                                 2.875                           10/20/2006                                    18                                2.875                                     0
        97                                   300                                 60000                            8/20/2006                           463.0897316                                60000                                        10                  No MI                                            1.00E+17                                   6.5                           10/20/2006                                    18                                  6.5                                     0
        98                                   300                                 49000                            8/20/2006                                332.93                                49000                                        20                  No MI                                            1.00E+17                                 4.125                            9/20/2006                                    18                                4.125                                     0
        99                                   300                                 15000                             4/1/2006                                 148.1                                15000                               8.430000305                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
       100                                   300                                 40000                             4/1/2006                                458.58                             39991.45                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
       101                                   300                                 33700                             4/1/2006                                357.77                                33700                               20.02000046                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       102                                   300                                 43000                             5/1/2006                                429.12                                43000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       103                                   300                                 88500                             4/1/2006                                881.64                             88345.19                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       104                                   300                                 42400                             3/1/2006                                422.61                             42316.59                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       105                                   300                                 56850                             3/1/2006                                527.69                             56473.32                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       106                                   300                                 57000                             3/1/2006                                597.63                             56203.38                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       107                                   300                                 47700                             3/1/2006                                483.37                             46459.62                               9.989999771                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       108                                   300                                 56500                             3/1/2006                                558.89                             55820.89                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       109                                   300                                 81000                             4/1/2006                                209.78                              2076.55                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       110                                   300                                 37000                             4/1/2006                                400.66                                37000                               19.27000046                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
       111                                   300                                113250                             3/1/2006                               1106.12                               113250                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       112                                   300                                 36000                             4/1/2006                                382.18                              35999.1                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       113                                   300                                 67000                             3/1/2006                                667.63                                66900                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       114                                   300                                 58600                             3/1/2006                                609.65                                58597                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       115                                   300                                 25050                             4/1/2006                                 255.3                                25050                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       116                                   300                                 48000                             4/1/2006                                489.21                                48000                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       117                                   300                                 35900                             4/1/2006                                330.21                             35573.67                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
       118                                   300                                 90000                             4/1/2006                                879.04                                90000                                        18                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       119                                   300                                 20600                             4/1/2006                                211.68                             20345.55                               14.93000031                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       120                                   300                                 81000                             4/1/2006                                791.14                                81000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       121                                   300                                 45000                             3/1/2006                                 439.5                             44998.11                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       122                                   300                                 50000                             4/1/2006                                396.21                             45450.23                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
       123                                   300                                 33150                             4/1/2006                                315.65                              33035.8                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
       124                                   300                                 22000                             3/1/2006                                233.56                             21999.74                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       125                                   300                                 89700                             4/1/2006                                838.02                                89700                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       126                                   300                                 28000                             4/1/2006                                290.68                             27789.33                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       127                                   300                                 51800                             3/1/2006                                527.93                                51800                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       128                                   300                                 44600                             4/1/2006                                 407.2                                44600                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
       129                                   300                                 28800                             3/1/2006                                272.11                             28798.82                               9.989999771                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
       130                                   300                                 46000                             4/1/2006                                467.53                             45873.11                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       131                                   300                                 32500                             4/1/2006                                303.63                                32500                                         5                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       132                                   300                                 44000                             4/1/2006                                 446.8                             43792.99                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       133                                   300                                 64400                             4/1/2006                                642.58                             64390.05                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       134                                   300                                 28800                             4/1/2006                                287.41                                28800                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       135                                   300                                 38200                             4/1/2006                                346.92                             37030.34                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       136                                   300                                 50750                             4/1/2006                                506.46                                50750                               19.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       137                                   300                                 54000                             4/1/2006                                536.94                             53790.89                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       138                                   300                                 34000                             4/1/2006                                328.19                             33970.39                                        10                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
       139                                   300                                 47500                             4/1/2006                                416.37                              47252.6                               7.920000076                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
       140                                   300                                 44300                             4/1/2006                                470.31                                44300                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
       141                                   300                                180000                             4/1/2006                               1910.96                               180000                                        30                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       142                                   300                                 69000                             4/1/2006                                644.63                                69000                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       143                                   300                                 70000                             4/1/2006                                698.56                                70000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       144                                   300                                 46000                             4/1/2006                                507.89                                46000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
       145                                   300                                 67000                             4/1/2006                                621.82                              66558.7                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       146                                   300                                 73950                             4/1/2006                                769.38                                73950                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       147                                   300                                 16500                             4/1/2006                                145.11                             16441.89                               6.880000114                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
       148                                   300                                 19200                             4/1/2006                                167.82                             14260.79                                        10                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
       149                                   300                                 69000                             4/1/2006                                610.35                             66554.36                               20.01000023                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
       150                                   300                                 68000                             4/1/2006                                736.36                                68000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
       151                                   300                                 60000                             3/1/2006                                675.21                                60000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
       152                                   300                                 68000                             3/1/2006                                721.92                                68000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       153                                   300                                 44250                             4/1/2006                                 422.8                                44250                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
       154                                   300                                 63000                             3/1/2006                                668.84                                63000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       155                                   300                                 46000                             4/1/2006                                468.82                                46000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       156                                   300                                 43000                             4/1/2006                                 465.6                             42996.65                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
       157                                   300                                 20000                             3/1/2006                                 190.6                             19948.38                               14.28999996                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
       158                                   300                                 70100                             3/1/2006                                647.34                              70022.9                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
       159                                   300                                 92200                             3/1/2006                               1034.72                              91947.4                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
       160                                   180                                 29100                             4/1/2006                                302.76                                29100                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
       161                                   300                                 39450                             3/1/2006                                 381.8                             39090.59                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       162                                   300                                 20000                             3/1/2006                                 229.1                             19981.14                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
       163                                   300                                 56000                             4/1/2006                                509.45                             55734.02                                        10                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       164                                   300                                 62000                             3/1/2006                                 571.4                             61103.59                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       165                                   300                                 53000                             3/1/2006                                539.51                             52935.41                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       166                                   300                                 83000                             3/1/2006                                898.79                                83000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
       167                                   300                                 24500                             3/1/2006                                117.84                                12000                                        10                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
       168                                   300                                 15000                             4/1/2006                                160.73                             14842.81                               10.63000011                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
       169                                   300                                 29000                             3/1/2006                                257.92                             28922.43                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
       170                                   300                                 50000                             3/1/2006                                573.29                                50000                               19.61000061                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
       171                                   300                                 36000                             3/1/2006                                374.05                             35951.96                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       172                                   300                                 44000                             3/1/2006                                 439.1                                44000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       173                                   300                                 28500                             4/1/2006                                260.12                             28490.05                                        15                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
       174                                   300                                 48400                             3/1/2006                                502.42                             45098.63                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       175                                   300                                 33850                             3/1/2006                                373.74                                33850                               19.97999954                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
       176                                   300                                 48000                             3/1/2006                                477.81                              47848.7                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       177                                   300                                 55850                             3/1/2006                                557.35                                55850                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       178                                   300                                 19000                             3/1/2005                                177.24                              18971.4                               9.270000458                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       179                                   300                                107000                             3/1/2006                                984.25                             99859.39                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       180                                   300                                 21000                             3/1/2006                                222.76                             20982.13                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       181                                   300                                 89000                             3/1/2006                                869.27                                89000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       182                                   300                                 53400                             3/1/2006                                555.58                                53400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       183                                   300                                 37550                             3/1/2006                                422.57                                37550                               19.96999931                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
       184                                   300                                 80000                             3/1/2006                                849.32                                80000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       185                                   300                                 95500                            8/20/2006                               1004.71                                95500                                        20                  No MI                                            1.00E+17                                  4.25                            9/20/2006                                    18                                 4.25                                     0
       186                                   300                                 22920                            8/20/2006                                155.73                                22920                                        10                  No MI                                            1.00E+17                                     9                           10/20/2006                                    18                                    9                                     0
       187                                   300                                 47500                            8/20/2006                                318.49                             46874.79                                        10                  No MI                                            1.00E+17                                  4.75                           10/20/2006                                    18                                 4.75                                     0
       188                                   300                                103000                            8/20/2006                                699.84                               103000                                        10                  No MI                                            1.00E+17                                  6.25                            9/20/2006                                    18                                 6.25                                     0
       189                                   300                                 33300                            8/20/2006                                226.07                                33300                                        15                  No MI                                            1.00E+17                                     4                            9/20/2006                                    18                                    4                                     0
       190                                   300                                 97000                             3/1/2006                                965.01                                96700                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       191                                   300                                 54000                             3/1/2006                                514.98                                53880                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
       192                                   300                                 15000                             3/1/2006                                130.29                             14966.61                                      3.75                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
       193                                   300                                113000                             3/1/2006                               1199.65                            112999.38                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       194                                   300                                 92600                             3/1/2006                                983.08                                92600                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       195                                   300                                 70350                             3/1/2006                                702.05                                70350                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       196                                   300                                 35550                             3/1/2006                                339.67                                35550                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
       197                                   300                                 74600                             3/1/2006                                744.47                                74600                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       198                                   300                                 47900                             3/1/2006                                538.85                                47900                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
       199                                   300                                 54000                            8/20/2006                                544.44                                54000                                        10                  No MI                                            1.00E+17                                   8.5                            9/20/2006                                    18                                  8.5                                     0
       200                                   300                                 38500                            8/20/2006                                303.78                                38500                                        10                  No MI                                            1.00E+17                                  7.75                            9/20/2006                                    18                                 7.75                                     0
       201                                   300                                 46995                            8/20/2006                                494.41                                46995                                        10                  No MI                                            1.00E+17                                     4                            9/20/2006                                    18                                    4                                     0
       202                                   300                                115580                            8/20/2006                                 785.2                               115580                                        20                  No MI                                            1.00E+17                                  4.75                            9/20/2006                                    18                                 4.75                                     0
       203                                   300                                 77000                            8/20/2006                                 523.1                                77000                                        10                  No MI                                            1.00E+17                                     7                            9/20/2006                                    18                                    7                                     0
       204                                   300                                 57000                             3/1/2006                                568.83                                57000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       205                                   300                                 26700                             3/1/2006                                266.45                                26700                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       206                                   300                                 95000                             3/1/2006                                862.48                             94464.94                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
       207                                   300                                 38600                             3/1/2006                                383.81                             38459.99                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       208                                   300                                 59950                             3/1/2006                                674.64                                59950                               19.98999977                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
       209                                   300                                 42000                             3/1/2006                                370.09                                42000                               6.510000229                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
       210                                   300                                 16800                             4/1/2006                                169.44                                16800                                        10                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
       211                                   300                                 23800                             3/1/2006                                252.67                                23800                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       212                                   300                                 20000                             3/1/2006                                219.86                             19912.77                               22.46999931                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
       213                                   300                                 42700                             3/1/2006                                480.52                                42700                                        20                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
       214                                   300                                 75600                             3/1/2006                                 802.6                                75600                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       215                                   300                                 50000                             3/1/2006                                530.82                                50000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       216                                   300                                 53000                             3/1/2006                                550.08                             52871.86                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       217                                   300                                 39400                             3/1/2006                                351.36                                39400                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
       218                                   300                                 96000                             3/1/2006                               1019.18                                96000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       219                                   300                                 53000                             3/1/2006                                528.91                                53000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       220                                   300                                 18150                             3/1/2006                                167.64                             18148.89                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
       221                                   300                                 39400                             3/1/2006                                393.19                                39400                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       222                                   300                                 40000                             3/1/2006                                394.35                             39515.76                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       223                                   300                                 36495                             3/1/2006                                387.45                                36495                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       224                                   300                                 49000                             3/1/2006                                486.48                             48732.64                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       225                                   300                                 22550                             3/1/2006                                233.02                             22396.81                               19.97999954                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       226                                   300                                 60000                             3/1/2006                                543.18                             57882.17                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       227                                   300                                 32800                             3/1/2006                                348.22                             32799.99                               20.01000023                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       228                                   300                                 86100                             3/1/2006                                803.13                             85965.72                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       229                                   300                                 60000                             3/1/2006                                598.77                                60000                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       230                                   300                                 45300                             3/1/2006                                480.93                                45300                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       231                                   300                                168019                            8/20/2006                               1141.61                               168019                                        20                  No MI                                            1.00E+17                                  4.75                            9/20/2006                                    18                                 4.75                                     0
       232                                   300                                 51500                            8/20/2006                                349.92                                51500                                        10                  No MI                                            1.00E+17                                  7.75                            9/20/2006                                    18                                 7.75                                     0
       233                                   300                                 25000                            8/20/2006                           192.9540548                                25000                                        10                  No MI                                            1.00E+17                                  7.75                           10/20/2006                                    18                                 7.75                                     0
       234                                   300                                112000                            8/20/2006                                760.87                               112000                               16.46999931                  No MI                                            1.00E+17                                  8.25                            9/20/2006                                    18                                 8.25                                     0
       235                                   300                                 27500                            8/20/2006                           212.2494603                                27500                                        10                  No MI                                            1.00E+17                                  7.75                           10/20/2006                                    18                                 7.75                                     0
       236                                   300                                 43900                            8/20/2006                                298.28                                43900                                        10                  No MI                                            1.00E+17                                  6.25                            9/20/2006                                    18                                 6.25                                     0
       237                                   300                                 66000                            8/20/2006                                448.44                                66000                               12.28999996                  No MI                                            1.00E+17                                  3.25                            9/20/2006                                    18                                 3.25                                     0
       238                                   300                                 65200                            8/20/2006                                442.91                                65200                               10.38000011                  No MI                                            1.00E+17                                     8                           10/20/2006                                    18                                    8                                     0
       239                                   300                                 25000                            8/20/2006                                169.86                                25000                                         4                  No MI                                            1.00E+17                                   3.5                            9/20/2006                                    18                                  3.5                                     0
       240                                   300                                121438                            8/20/2006                                824.96                               121438                               22.54999924                  No MI                                            1.00E+17                                 6.625                            9/20/2006                                    18                                6.625                                     0
       241                                   300                                130000                            8/20/2006                                883.29                               130000                               18.56999969                  No MI                                            1.00E+17                                     8                            9/20/2006                                    18                                    8                                     0
       242                                   300                                 80990                            8/20/2006                                550.15                                80990                                        10                  No MI                                            1.00E+17                                   6.5                            9/20/2006                                    18                                  6.5                                     0
       243                                   300                                 63300                            8/20/2006                                430.03                                63300                                        15                  No MI                                            1.00E+17                                     5                            9/20/2006                                    18                                    5                                     0
       244                                   300                                 79600                            8/20/2006                                540.84                                79600                                        20                  No MI                                            1.00E+17                                   4.5                            9/20/2006                                    18                                  4.5                                     0
       245                                   300                                 69980                            8/20/2006                                475.34                             69959.88                                        20                  No MI                                            1.00E+17                                  4.25                            9/20/2006                                    18                                 4.25                                     0
       246                                   300                                 36500                            8/20/2006                                   248                                36500                                        10                  No MI                                            1.00E+17                                  7.75                           10/20/2006                                    18                                 7.75                                     0
       247                                   300                                 27980                            8/20/2006                                190.11                                27980                                        20                  No MI                                            1.00E+17                                 6.375                           10/20/2006                                    18                                6.375                                     0
       248                                   300                                 62500                            8/20/2006                           482.3851371                                62500                                        10                  No MI                                            1.00E+17                                  5.75                            9/20/2006                                    18                                 5.75                                     0
       249                                   300                                 55800                            8/20/2006                                379.13                                55800                                        10                  No MI                                            1.00E+17                                     7                            9/20/2006                                    18                                    7                                     0
       250                                   300                                 85000                            8/20/2006                                763.84                                85000                               13.07999992                  No MI                                            1.00E+17                                     6                            9/20/2006                                    18                                    6                                     0
       251                                   300                                 50000                            8/20/2006                                438.36                                50000                               8.329999924                  No MI                                            1.00E+17                                  7.75                            9/20/2006                                    18                                 7.75                                     0
       252                                   300                                 57000                            8/20/2006                            439.935245                                57000                                        10                  No MI                                            1.00E+17                                     4                            9/20/2006                                    18                                    4                                     0
       253                                   300                                 73400                            8/20/2006                                498.72                                73400                                        10                  No MI                                            1.00E+17                                  5.75                           10/20/2006                                    18                                 5.75                                     0
       254                                   300                                 33900                            8/20/2006                                 230.3                                33900                                        10                  No MI                                            1.00E+17                                  6.75                            9/20/2006                                    18                                 6.75                                     0
       255                                   300                                 47000                            8/20/2006                                319.27                                47000                               8.949999809                  No MI                                            1.00E+17                                   6.5                            9/20/2006                                    18                                  6.5                                     0
       256                                   300                                 84000                            8/20/2006                                885.32                                84000                                        20                  No MI                                            1.00E+17                                   4.5                            9/20/2006                                    18                                  4.5                                     0
       257                                   300                                 75000                            8/20/2006                           578.8621645                                75000                                        20                  No MI                                            1.00E+17                                  4.25                            9/20/2006                                    18                                 4.25                                     0
       258                                   300                                 38040                            8/20/2006                                235.25                             34623.53                                        20                  No MI                                            1.00E+17                                  5.75                            9/20/2006                                    18                                 5.75                                     0
       259                                   300                                 83000                             3/1/2006                                863.54                                83000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       260                                   300                                 50450                             3/1/2006                                502.95                             50398.69                               19.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       261                                   300                                 43000                             3/1/2006                                401.73                                43000                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       262                                   300                                 35000                             3/1/2006                                348.73                             34931.36                               17.68000031                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       263                                   300                                 39950                             3/1/2006                                398.68                                39950                               19.97999954                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       264                                   300                                 19100                             3/1/2006                                180.35                             19087.77                                        10                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
       265                                   300                                 37000                             3/1/2006                                392.78                                36995                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       266                                   300                                 75000                             3/1/2006                                700.56                                74800                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       267                                   300                                 38000                             3/1/2006                                384.13                             37690.02                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       268                                   300                                 45000                             3/1/2006                                449.08                                45000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       269                                   300                                 25400                             3/1/2006                                271.37                             24578.17                               20.02000046                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
       270                                   300                                 99350                             3/1/2006                                928.17                                99350                               14.98999977                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       271                                   300                                 52000                             3/1/2006                                540.88                                51950                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       272                                   300                                 45900                             3/1/2006                                448.13                             45880.45                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       273                                   300                                 42850                             3/1/2006                                497.27                             42517.18                               19.98999977                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
       274                                   300                                 30000                             3/1/2006                                304.16                             29843.75                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       275                                   300                                 36800                             3/1/2006                                390.69                                36800                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       276                                   300                                 81600                             3/1/2006                                866.76                             76105.42                                        30                  No MI                                            1.00E+16                                   5.5                             9/1/2006                                    18                                  5.5                                     0
       277                                   300                                 76000                             3/1/2006                                774.58                                76000                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       278                                   300                                 62200                             3/1/2006                                643.21                             57972.63                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
       279                                   300                                 97000                             3/1/2006                                1029.8                                97000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       280                                   300                                 43000                             3/1/2006                                429.12                                43000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       281                                   300                                 35000                             3/1/2006                                347.77                             34818.27                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       282                                   300                                 36400                             3/1/2006                                386.44                                36400                               19.96999931                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       283                                   300                                 20000                             3/1/2006                                 191.1                                20000                               12.81999969                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
       284                                   300                                 60000                             3/1/2006                                547.81                                60000                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
       285                                   300                                 45800                             3/1/2006                                474.66                             45622.88                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       286                                   300                                 21000                             3/1/2006                                217.95                             20948.16                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       287                                   300                                 25000                             3/1/2006                                233.56                                25000                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       288                                   300                                 44600                             3/1/2006                                443.67                             44458.31                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       289                                   300                                 80000                             3/1/2006                                789.86                                80000                                        10                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
       290                                   300                                 48600                             3/1/2006                                   485                                48600                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       291                                   300                                 43000                             3/1/2006                                 450.7                             42421.27                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       292                                   300                                 33000                             3/1/2006                                287.28                                33000                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
       293                                   300                                 27000                             3/1/2006                                298.11                                27000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
       294                                   300                                 77900                             3/1/2006                                 777.4                                77900                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       295                                   300                                 22400                             3/1/2006                                199.76                                22400                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
       296                                   300                                 68250                             3/1/2006                                666.12                                68200                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       297                                   300                                 49000                             3/1/2006                                457.78                                49000                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       298                                   300                                 34600                             3/1/2006                                344.12                             34197.94                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       299                                   300                                 36000                             3/1/2006                                312.49                             35895.85                               6.210000038                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
       300                                   300                                 65000                             3/1/2006                                641.04                             64235.58                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       301                                   300                                 31050                             3/1/2006                                303.27                                31050                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       302                                   300                                 26500                            7/20/2006                                157.55                                26500                                        10                  No MI                                                                                       0.5                           10/20/2006                                    18                                  0.5                                     0
       303                                   300                                 60500                            7/20/2006                                443.18                                60500                               7.289999962                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
       304                                   300                                 45360                            7/20/2006                                438.22                                45360                                        20                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
       305                                   300                                150000                            7/20/2006                                899.05                            124928.11                               27.78000069                  No MI                                                                                         0                             9/1/2006                                    18                                9.125                                     0
       306                                   300                                 51500                            7/20/2006                                306.18                                51500                               14.31000042                  No MI                                                                                      3.25                           10/20/2006                                    18                                 3.25                                     0
       307                                   300                                 58952                            7/20/2006                                350.48                                58952                                        20                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       308                                   300                                102000                            7/20/2006                                877.13                               102000                               14.89000034                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
       309                                   300                                 10000                            7/20/2006                                 59.45                                10000                               6.730000019                  No MI                                                                                     5.125                           10/20/2006                                    18                                5.125                                     0
       310                                   300                                300000                            7/20/2006                               1783.56                               300000                               26.90999985                  No MI                                                                                     1.125                           10/20/2006                                    18                                1.125                                     0
       311                                   300                                 50000                            7/20/2006                                 97.46                             20189.63                               17.29999924                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       312                                   300                                143400                            7/20/2006                               1248.37                               143400                                        30                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
       313                                   300                                 57000                            7/20/2006                                338.85                                57000                                        20                  No MI                                                                                      1.25                           12/20/2006                                    18                                 1.25                                     0
       314                                   300                                 12000                            7/20/2006                           84.81350367                                12000                               7.449999809                  No MI                                                                                         3                           10/20/2006                                    18                                    3                                     0
       315                                   300                                 43000                            8/20/2006                                328.68                                43000                                        20                  No MI                                                                                         0                           11/20/2006                                    18                                    9                                     0
       316                                   300                                 22000                            7/20/2006                                189.18                                22000                                        10                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
       317                                   300                                 67900                            7/20/2006                           479.9030749                                67900                               9.989999771                  No MI                                                                                     0.375                           10/20/2006                                    18                                0.375                                     0
       318                                   300                                 12500                            7/20/2006                                 74.21                             12481.51                               7.579999924                  No MI                                                                                      3.25                           12/20/2006                                    18                                 3.25                                     0
       319                                   300                                 15000                            7/20/2006                                 72.84                             12024.34                               6.519999981                  No MI                                                                                     1.375                           10/20/2006                                    18                                1.375                                     0
       320                                   300                                 50000                            7/20/2006                                266.05                                44750                               11.35999966                  No MI                                                                                     0.375                           10/20/2006                                    18                                0.375                                     0
       321                                   300                                 64000                            7/20/2006                                468.82                                64000                               9.550000191                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
       322                                   300                                 25600                            7/20/2006                                152.15                             25591.47                                        20                  No MI                                                                                     2.375                           10/20/2006                                    18                                2.375                                     0
       323                                   300                                 57000                            7/20/2006                                 337.5                             56721.13                                        10                  No MI                                                                                         0                           10/20/2006                                    18                                    7                                     0
       324                                   300                                 52100                            4/20/2006                           617.2109691                             51895.89                                        10                  No MI                                            1.00E+16                                   5.5                             9/1/2006                                    18                                  5.5                                     0
       325                                   300                                 31500                            4/20/2006                                381.22                             31499.47                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
       326                                   300                                 63000                            4/20/2006                                785.17                             62689.45                                9.68999958                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
       327                                   300                                 79000                            4/20/2006                                805.15                                79000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       328                                   300                                331554                            7/20/2006                                252.25                                44000                               46.43999863                  No MI                                                                                    -0.125                           10/20/2006                                    18                                    0                                     0
       329                                   300                                148929                            7/20/2006                               1375.55                               148929                               28.37000084                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
       330                                   300                                500000                            7/20/2006                           3454.557626                            391097.89                               18.52000046                  No MI                                                                                     1.375                           10/20/2006                                    18                                1.375                                     0
       331                                   300                                150000                            7/20/2006                                413.61                                53000                               11.53999996                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
       332                                   300                                 13000                            7/20/2006                                 77.29                                13000                               10.32999992                  No MI                                                                                      3.25                           10/20/2006                                    18                                 3.25                                     0
       333                                   300                                 27750                            7/20/2006                                164.98                                27750                               8.279999733                  No MI                                                                                       0.5                           10/20/2006                                    18                                  0.5                                     0
       334                                   300                                 98800                            7/20/2006                                828.63                                98800                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       335                                   300                                170000                            7/20/2006                               1010.68                               170000                               26.97999954                  No MI                                                                                       0.5                           10/20/2006                                    18                                  0.5                                     0
       336                                   300                                 64900                            7/20/2006                                372.06                                64900                               31.65999985                  No MI                                                                                     1.375                           10/20/2006                                    18                                1.375                                     0
       337                                   300                                 50000                            7/20/2006                                107.01                             17999.49                               8.550000191                  No MI                                                                                    -0.125                           10/20/2006                                    18                                    0                                     0
       338                                   300                                106640                            7/20/2006                                 455.5                                50900                               28.29000092                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
       339                                   300                                 38300                            7/20/2006                                312.92                                38300                               9.989999771                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
       340                                   300                                 27900                            7/20/2006                                165.87                                27900                               14.96000004                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       341                                   300                                 27100                            7/20/2006                           191.5371625                                27100                               22.96999931                  No MI                                                                                      1.75                           10/20/2006                                    18                                 1.75                                     0
       342                                   300                                 28000                            7/20/2006                                160.46                                28000                                        20                  No MI                                                                                      1.75                           10/20/2006                                    18                                 1.75                                     0
       343                                   300                                143000                            7/20/2006                           1337.433546                               143000                                        20                  No MI                                                                                     2.125                           12/20/2006                                    18                                2.125                                     0
       344                                   300                                 28800                            7/20/2006                                165.11                                28800                                        15                  No MI                                                                                         2                           10/20/2006                                    18                                    2                                     0
       345                                   300                                 46150                            7/20/2006                                118.05                             14038.99                               14.89000034                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       346                                   300                                268500                            7/20/2006                               1539.27                            268499.24                               30.17000008                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       347                                   300                                 36225                            7/20/2006                                207.64                             36219.96                                        15                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       348                                   300                                 78450                            7/20/2006                                657.95                                78450                                        15                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       349                                   300                                172250                            7/20/2006                                987.49                               172250                                        10                  No MI                                                                                      2.25                           10/20/2006                                    18                                 2.25                                     0
       350                                   300                                 34300                            7/20/2006                                305.88                                34300                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
       351                                   300                                145000                            7/20/2006                               1139.14                               145000                               27.87999916                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
       352                                   300                                 69900                            7/20/2006                                549.15                                69900                               19.97999954                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       353                                   300                                 50000                            7/20/2006                                286.27                             49886.64                               11.47000027                  No MI                                                                                    -0.125                           10/20/2006                                    18                                    0                                     0
       354                                   300                                 96000                            7/20/2006                                  2.48                               287.91                               30.01000023                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
       355                                   300                                 10000                            8/20/2006                                 123.9                                10000                               2.720000029                  No MI                                                                                      2.75                           11/20/2006                                    18                                 2.75                                     0
       356                                   300                                 71700                            7/20/2006                                601.35                                71700                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       357                                   300                                 37000                            7/20/2006                                  1.31                               219.97                               9.489999771                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       358                                   300                                114000                             7/1/2006                                980.32                               114000                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
       359                                   300                                 66750                            7/20/2006                                396.84                                66750                                        15                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       360                                   300                                 59000                            7/20/2006                                337.15                                59000                                8.81000042                  No MI                                                                                     1.125                           10/20/2006                                    18                                1.125                                     0
       361                                   300                                104300                            7/20/2006                                874.76                               104300                                     42.75                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       362                                   300                                 53350                            7/20/2006                                304.51                             53053.58                               10.21000004                  No MI                                                                                     0.375                           10/20/2006                                    18                                0.375                                     0
       363                                   300                                 37300                            7/20/2006                                332.63                                37300                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
       364                                   300                                110000                            7/20/2006                                630.62                               110000                                        20                  No MI                                                                                     1.625                           10/20/2006                                    18                                1.625                                     0
       365                                   300                                112500                            7/20/2006                                859.89                               112500                                        15                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
       366                                   300                                 63000                            7/20/2006                                528.38                                63000                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       367                                   300                                 32500                            7/20/2006                                185.06                             32217.52                               4.920000076                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       368                                   300                                 30800                            7/20/2006                                176.57                                30800                                        20                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       369                                   300                                 55000                            7/20/2006                                 314.8                                55000                                        20                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       370                                   300                                350000                            7/20/2006                            2473.72719                               350000                               35.90000153                  No MI                                                                                       0.5                           10/20/2006                                    18                                  0.5                                     0
       371                                   300                                 42600                            7/20/2006                                397.99                              42599.5                                        20                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
       372                                   300                                 45500                            7/20/2006                                549.74                                45500                                        10                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
       373                                   300                                100000                            7/20/2006                                176.48                             29695.62                               19.95999908                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       374                                   300                                110000                            7/20/2006                                510.11                             60599.64                                        10                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
       375                                   300                                150000                            7/20/2006                                897.73                               105700                               35.29000092                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
       376                                   300                                 30550                            7/20/2006                                175.14                                30550                               9.989999771                  No MI                                                                                       1.5                           10/20/2006                                    18                                  1.5                                     0
       377                                   300                                 17000                            7/20/2006                                 97.46                                17000                                        20                  No MI                                                                                     2.875                           12/20/2006                                    18                                2.875                                     0
       378                                   300                                 30863                            7/20/2006                                311.27                                30863                                        20                  No MI                                                                                     4.125                           12/20/2006                                    18                                4.125                                     0
       379                                   300                                 76400                            7/20/2006                                437.99                                76400                                        20                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       380                                   300                                 66000                            7/20/2006                                389.86                                65750                                        20                  No MI                                                                                     1.375                           10/20/2006                                    18                                1.375                                     0
       381                                   300                                 66000                            7/20/2006                                531.51                             65950.96                                        15                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
       382                                   300                                 57500                            7/20/2006                                284.76                             48926.36                               20.18000031                  No MI                                                                                     1.125                           10/20/2006                                    18                                1.125                                     0
       383                                   300                                112000                            7/20/2006                                832.33                               112000                                        20                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       384                                   300                                 89000                            7/20/2006                                803.13                                89000                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
       385                                   300                                 50000                            8/20/2006                                234.76                                26965                               12.98999977                  No MI                                                                                     1.875                            9/20/2006                                    18                                1.875                                     0
       386                                   300                                 20000                            7/20/2006                                114.66                                20000                               8.050000191                  No MI                                                                                       2.5                           10/20/2006                                    18                                  2.5                                     0
       387                                   300                                 31400                            7/20/2006                                180.01                                31400                                        20                  No MI                                                                                       1.5                           10/20/2006                                    18                                  1.5                                     0
       388                                   300                                125000                            7/20/2006                                  7.09                                 2000                               17.86000061                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
       389                                   300                                 95000                             3/1/2006                                987.54                             94918.39                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       390                                   300                                 60500                             3/1/2006                                642.29                                60500                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       391                                   300                                 98000                             3/1/2006                                977.99                                98000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       392                                   300                                 30375                             3/1/2006                                296.68                                30375                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       393                                   300                                 69000                             3/1/2006                                673.93                                69000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       394                                   300                                 55300                             3/1/2006                                587.09                                55300                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       395                                   300                                 37200                             3/1/2006                                347.54                                37200                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       396                                   300                                 79500                             3/1/2006                                793.37                                79500                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       397                                   300                                 48000                             3/1/2006                                447.44                             47893.15                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       398                                   300                                 71000                             3/1/2006                                753.77                                71000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       399                                   300                                 48750                             3/1/2006                                506.75                             48706.63                                        15                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       400                                   300                                 44000                             3/1/2006                                465.41                             43838.72                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       401                                   300                                 50600                             3/1/2006                                450.74                              50505.1                               18.06999969                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
       402                                   300                                 29400                             3/1/2006                                271.21                                28300                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
       403                                   300                                 49950                             3/1/2006                                466.23                             49904.61                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       404                                   300                                 37400                             3/1/2006                                396.82                             37377.81                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       405                                   300                                 70650                             3/1/2006                                   750                                70645                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       406                                   300                                 49500                             3/1/2006                                534.88                              48441.2                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
       407                                   300                                 38250                             3/1/2006                                373.33                             38222.88                               19.98999977                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       408                                   300                                 99250                             3/1/2006                                969.39                                99250                               19.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       409                                   300                                 65000                            7/20/2006                                372.64                                65000                                        10                  No MI                                                                                    -0.125                           10/20/2006                                    18                                 6.75                                     0
       410                                   300                                 30400                            7/20/2006                                174.02                             30336.57                                        20                  No MI                                                                                     2.875                           10/20/2006                                    18                                2.875                                     0
       411                                   300                                 89700                            6/20/2006                                307.12                             52226.54                               15.39000034                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
       412                                   300                                 21000                            7/20/2006                                118.84                                20700                                        10                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       413                                   300                                150000                            7/20/2006                               1254.54                            149999.38                               43.72999954                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
       414                                   300                                 91800                            7/20/2006                                525.98                             91726.28                                        20                  No MI                                                                                     1.625                           10/20/2006                                    18                                1.625                                     0
       415                                   300                                 75000                            7/20/2006                           610.2510928                             16530.31                               27.78000069                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
       416                                   300                                 46940                            7/20/2006                                268.91                                46940                                        20                  No MI                                                                                     1.375                           10/20/2006                                    18                                1.375                                     0
       417                                   300                                 68700                            6/20/2006                                641.83                                68700                                        20                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
       418                                   300                                 64900                            6/20/2006                                371.28                             64751.81                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
       419                                   300                                500000                            7/20/2006                               2858.74                            497688.36                               10.19999981                  No MI                                                                                     1.625                           10/20/2006                                    18                                1.625                                     0
       420                                   300                                 49999                            7/20/2006                                286.64                                49999                               6.159999847                  No MI                                                                                      2.25                           10/20/2006                                    18                                 2.25                                     0
       421                                   300                                183000                            6/20/2006                               1049.12                               183000                                        15                  No MI                                                                                      2.25                            9/20/2006                                    18                                 2.25                                     0
       422                                   300                                159905                            7/20/2006                                916.72                               159905                               53.31999969                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       423                                   300                                 51600                            7/20/2006                                416.22                              51597.1                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
       424                                   300                                272350                            7/20/2006                                987.63                            189237.98                               36.31000137                  No MI                                                                                      0.75                           10/20/2006                                    18                                 0.75                                     0
       425                                   300                                 45512                            6/20/2006                                260.91                                45512                                        20                  No MI                                                                                       1.5                            9/20/2006                                    18                                  1.5                                     0
       426                                   300                                 74000                            6/20/2006                                424.23                                74000                                        20                  No MI                                                                                       1.5                            9/20/2006                                    18                                  1.5                                     0
       427                                   300                                 25000                            7/20/2006                                 90.08                             20944.18                               4.070000172                  No MI                                                                                     1.875                           10/20/2006                                    18                                1.875                                     0
       428                                   300                                200000                            6/20/2006                               1491.74                               196900                               24.69000053                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
       429                                   300                                 39500                            7/20/2006                                226.45                                39500                               18.80999947                  No MI                                                                                      1.75                           10/20/2006                                    18                                 1.75                                     0
       430                                   300                                132000                            7/20/2006                               1107.08                               132000                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       431                                   300                                 85000                            6/20/2006                                155.39                             20332.53                                        10                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
       432                                   300                                 65000                            7/20/2006                                267.53                                35000                               9.890000343                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
       433                                   300                                 50000                            7/20/2006                                381.82                                50000                               11.81999969                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
       434                                   300                                 42600                            6/20/2006                                244.22                                42600                                        30                  No MI                                                                                     1.875                            9/20/2006                                    18                                1.875                                     0
       435                                   300                                 36200                            6/20/2006                                207.53                                36200                               14.97000027                  No MI                                                                                         5                             9/1/2006                                    18                                    5                                     0
       436                                   300                                 37400                            6/20/2006                                 309.7                                37400                                        10                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
       437                                   300                                 73000                            7/20/2006                                 78.35                              9964.69                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
       438                                   300                                 32250                            7/20/2006                                184.89                                32250                                        15                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       439                                   300                                128000                            7/20/2006                                733.81                               128000                                        20                  No MI                                                                                     2.125                           10/20/2006                                    18                                2.125                                     0
       440                                   300                                 82700                            6/20/2006                                473.67                             82623.54                                        10                  No MI                                                                                      2.75                            9/20/2006                                    18                                 2.75                                     0
       441                                   300                                 71600                            6/20/2006                                408.95                                71600                                        20                  No MI                                                                                      1.25                            9/20/2006                                    18                                 1.25                                     0
       442                                   300                                130000                            6/20/2006                                200.46                             34966.58                               32.90999985                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
       443                                   300                                 41800                            7/20/2006                                239.63                                41800                               14.93000031                  No MI                                                                                       1.5                           10/20/2006                                    18                                  1.5                                     0
       444                                   300                                 13200                            7/20/2006                                133.13                                13200                                        10                  No MI                                                                                     4.125                             9/1/2006                                    18                                4.125                                     0
       445                                   300                                135000                            7/20/2006                                773.94                               135000                                        20                  No MI                                                                                      2.25                           10/20/2006                                    18                                 2.25                                     0
       446                                   300                                250000                            6/20/2006                                355.52                             61597.34                                      36.5                  No MI                                                                                     0.125                            9/20/2006                                    18                                0.125                                     0
       447                                   300                                100000                            7/20/2006                                477.24                             40538.58                               21.73999977                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
       448                                   300                                 49000                            7/20/2006                                208.84                                49000                                        35                  No MI                                                                                      2.75                           10/20/2006                                    18                                 2.75                                     0
       449                                   300                                 66450                            6/20/2006                                361.66                              63104.2                                        15                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
       450                                   300                                 96000                            7/20/2006                           663.2750642                                22000                               15.40999985                  No MI                                                                                    -0.125                           10/20/2006                                    18                                    0                                     0
       451                                   300                                 30000                            7/20/2006                                171.95                             29994.04                               4.289999962                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       452                                   300                                 74000                            7/20/2006                                504.72                             56727.72                               10.42000008                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
       453                                   300                                150000                            6/20/2006                               1416.94                               150000                               19.96999931                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
       454                                   300                                 74100                            7/20/2006                                428.73                             72668.44                               33.84000015                  No MI                                                                                     0.875                           10/20/2006                                    18                                0.875                                     0
       455                                   300                                 62000                            7/20/2006                                355.22                             61942.95                                        20                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       456                                   300                                 50600                            7/20/2006                                299.08                             50241.32                                        23                  No MI                                                                                     0.375                           10/20/2006                                    18                                0.375                                     0
       457                                   300                                 84800                            7/20/2006                                783.24                                84800                                        20                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
       458                                   300                                 50000                            7/20/2006                                286.64                                50000                               18.87000084                  No MI                                                                                      2.25                           10/20/2006                                    18                                 2.25                                     0
       459                                   300                                 81755                            6/20/2006                                763.79                                81755                                        20                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
       460                                   300                                 23495                            7/20/2006                                192.64                             23169.56                                         5                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
       461                                   300                                 50000                            7/20/2006                                  4.42                                50.01                               14.07999992                  No MI                                                                                     0.125                           10/20/2006                                    18                                0.125                                     0
       462                                   300                                198100                            7/20/2006                                573.95                            108022.12                               42.59999847                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       463                                   300                                 86000                            7/20/2006                                487.11                                86000                                        20                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       464                                   300                                 57400                            7/20/2006                                329.07                                57400                                        20                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       465                                   300                                 47000                            7/20/2006                                269.45                                47000                                        20                  No MI                                                                                      2.75                           10/20/2006                                    18                                 2.75                                     0
       466                                   300                                200000                            7/20/2006                               1189.04                               200000                               30.30999947                  No MI                                                                                      2.25                           10/20/2006                                    18                                 2.25                                     0
       467                                   300                                 66600                            7/20/2006                                530.29                                66600                                        15                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
       468                                   300                                 85000                            7/20/2006                                739.97                                85000                                        20                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
       469                                   300                                161650                            7/20/2006                               1132.66                               161650                                        30                  No MI                                                                                         0                             9/1/2006                                    18                                10.25                                     0
       470                                   300                                 81775                            7/20/2006                                134.92                              22147.2                               34.06999969                  No MI                                                                                       0.5                           10/20/2006                                    18                                  0.5                                     0
       471                                   300                                 38994                            7/20/2006                                359.05                                38994                                        10                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
       472                                   300                                 38994                            7/20/2006                                359.05                                38994                                        10                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
       473                                   300                                101565                            6/20/2006                                776.35                               101565                                        10                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
       474                                   300                                108750                            7/20/2006                                877.45                               108750                                        15                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
       475                                   300                                 30000                            7/20/2006                                171.99                                30000                               9.619999886                  No MI                                                                                     0.875                           10/20/2006                                    18                                0.875                                     0
       476                                   300                                 45000                            7/20/2006                                253.21                             43957.71                               10.47000027                  No MI                                                                                     0.875                           10/20/2006                                    18                                0.875                                     0
       477                                   300                                 85000                            7/20/2006                                444.17                             49328.45                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
       478                                   300                                127780                            7/20/2006                               1166.65                               127780                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
       479                                   300                                 41300                            7/20/2006                                236.77                                41300                               9.979999542                  No MI                                                                                      0.75                           10/20/2006                                    18                                 0.75                                     0
       480                                   300                                 53000                            7/20/2006                                472.46                             52355.56                               14.93000031                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
       481                                   300                                100500                            6/20/2006                                575.53                               100500                               29.55999947                  No MI                                                                                      2.25                            9/20/2006                                    18                                 2.25                                     0
       482                                   300                                150000                            7/20/2006                                752.67                               130000                                        12                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       483                                   300                                 39600                            7/20/2006                                235.39                                39600                                        20                  No MI                                                                                     3.125                           10/20/2006                                    18                                3.125                                     0
       484                                   300                                115500                            6/20/2006                                588.06                               811.66                               23.56999969                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
       485                                   300                                 96375                            6/20/2006                                552.51                                96375                                        15                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
       486                                   300                                 97000                            7/20/2006                                617.88                                97000                                        10                  No MI                                                                                     -0.25                           10/20/2006                                    18                                  7.5                                     0
       487                                   300                                133980                            7/20/2006                                768.09                               133980                                        20                  No MI                                                                                     2.125                           10/20/2006                                    18                                2.125                                     0
       488                                   300                                 75000                            7/20/2006                                104.84                                12500                               11.63000011                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       489                                   300                                 85000                            7/20/2006                                450.16                             79060.89                               26.47999954                  No MI                                                                                     0.875                           10/20/2006                                    18                                0.875                                     0
       490                                   300                                163200                            7/20/2006                                935.61                               163200                                        20                  No MI                                                                                     1.625                           10/20/2006                                    18                                1.625                                     0
       491                                   300                                 38820                            6/20/2006                           268.2118541                                38820                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
       492                                   300                                100000                            7/20/2006                                239.61                                30500                               9.090000153                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
       493                                   300                                 10000                            7/20/2006                                 96.61                                10000                               3.230000019                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
       494                                   300                                346000                            7/20/2006                               1983.58                               346000                               35.49000168                  No MI                                                                                     0.875                           10/20/2006                                    18                                0.875                                     0
       495                                   300                                190500                            7/20/2006                               1092.11                               190500                               38.09999847                  No MI                                                                                     1.875                           10/20/2006                                    18                                1.875                                     0
       496                                   300                                 13500                            7/20/2006                                 77.39                                13500                                        15                  No MI                                                                                     6.875                           10/20/2006                                    18                                6.875                                     0
       497                                   300                                 68000                            7/20/2006                                389.84                                68000                               12.59000015                  No MI                                                                                     1.625                           10/20/2006                                    18                                1.625                                     0
       498                                   300                                 80500                            7/20/2006                                632.42                                80500                               12.47999954                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
       499                                   300                                 36500                            7/20/2006                                   119                                36500                                        10                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       500                                   300                                 51000                            7/20/2006                                292.38                                51000                               29.13999939                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       501                                   300                                 76000                            7/20/2006                                597.07                                76000                               15.19999981                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
       502                                   300                                 28500                            7/20/2006                                 161.9                             28226.56                                        15                  No MI                                                                                      0.75                           10/20/2006                                    18                                 0.75                                     0
       503                                   300                                200000                            7/20/2006                                 286.6                             49986.64                               21.51000023                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       504                                   300                                 33000                            6/20/2006                                183.47                             32108.32                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
       505                                   300                                 62000                            6/20/2006                                454.17                                62000                                        10                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
       506                                   300                                 56200                            7/20/2006                                295.57                              51525.2                                        20                  No MI                                                                                     1.625                           10/20/2006                                    18                                1.625                                     0
       507                                   300                                 81000                            6/20/2006                                  51.8                              9105.41                               10.80000019                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
       508                                   300                                146500                            7/20/2006                                129.11                                15000                               40.68999863                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
       509                                   300                                115400                            7/20/2006                               1028.89                            115398.45                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
       510                                   300                                122000                            7/20/2006                               1022.93                            121966.78                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       511                                   300                                 55980                            6/20/2006                                320.93                                55980                                        20                  No MI                                                                                      1.25                            9/20/2006                                    18                                 1.25                                     0
       512                                   300                                200000                            7/20/2006                               1429.65                            191816.44                               12.11999989                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
       513                                   300                                 53000                            7/20/2006                                303.84                                53000                               17.67000008                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       514                                   300                                166000                            7/20/2006                                951.66                               166000                                        20                  No MI                                                                                     2.125                           10/20/2006                                    18                                2.125                                     0
       515                                   300                                 60000                            7/20/2006                                471.37                                60000                                        20                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
       516                                   300                                 19050                            7/20/2006                                113.26                                19050                                        15                  No MI                                                                                      2.75                           10/20/2006                                    18                                 2.75                                     0
       517                                   300                                169000                            6/20/2006                                968.86                               169000                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       518                                   300                                 27500                            6/20/2006                                157.65                                27500                               9.859999657                  No MI                                                                                         1                            9/20/2006                                    18                                    1                                     0
       519                                   300                                 89400                            6/20/2006                           617.6749035                                89400                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
       520                                   300                                 38250                            5/20/2006                                  8.24                              1337.93                                        15                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
       521                                   300                                200000                            7/20/2006                                799.98                               145000                                        20                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       522                                   300                                 42528                            7/20/2006                                234.78                                42528                               24.57999992                  No MI                                                                                     3.375                           10/20/2006                                    18                                3.375                                     0
       523                                   300                                325000                            7/20/2006                               1794.17                               325000                                        25                  No MI                                                                                     1.875                           10/20/2006                                    18                                1.875                                     0
       524                                   300                                129000                            6/20/2006                                739.54                               129000                               33.08000183                  No MI                                                                                         3                            9/20/2006                                    18                                    3                                     0
       525                                   300                                 50000                            6/20/2006                                 55.17                              9994.66                               11.63000011                  No MI                                                                                     1.125                            9/20/2006                                    18                                1.125                                     0
       526                                   300                                 53200                            6/20/2006                                179.98                             32603.51                               14.57999992                  No MI                                                                                     3.375                             9/1/2006                                    18                                3.375                                     0
       527                                   300                                 76500                            7/20/2006                            635.449692                             72259.24                                        34                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
       528                                   300                                 68000                            6/20/2006                                374.34                             67762.51                                        10                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
       529                                   300                                 72000                            7/20/2006                                 327.7                             38021.64                               10.51000023                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
       530                                   300                                 36000                            6/20/2006                                374.55                                36000                               9.989999771                  No MI                                                                                       4.5                             9/1/2006                                    18                                  4.5                                     0
       531                                   300                                 90000                            7/20/2006                                793.05                                90000                               13.23999977                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
       532                                   300                                 30000                            6/20/2006                                118.17                             20598.83                                        10                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
       533                                   300                                 35400                            6/20/2006                                202.91                                35400                                        15                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
       534                                   300                                108300                            6/20/2006                                 965.8                               108300                                        30                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
       535                                   300                               51748.5                            7/20/2006                                307.66                              51748.5                                        15                  No MI                                                                                     3.375                           10/20/2006                                    18                                3.375                                     0
       536                                   300                                 72800                            7/20/2006                                401.16                             72687.11                               11.39000034                  No MI                                                                                     1.625                           10/20/2006                                    18                                1.625                                     0
       537                                   300                                100000                            6/20/2006                                407.89                             73888.19                               15.03999996                  No MI                                                                                     1.375                            9/20/2006                                    18                                1.375                                     0
       538                                   300                                 28875                            6/20/2006                                158.26                             28715.52                                        15                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       539                                   300                                 41350                            6/20/2006                                228.27                                41350                               19.98999977                  No MI                                                                                     2.875                            9/20/2006                                    18                                2.875                                     0
       540                                   300                                 30750                            6/20/2006                            212.455294                             30546.02                                         5                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
       541                                   300                                150000                            7/20/2006                               1305.82                               150000                               22.04000092                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
       542                                   300                                 17000                            7/20/2006                                 97.21                                17000                                4.46999979                  No MI                                                                                     1.875                           10/20/2006                                    18                                1.875                                     0
       543                                   300                                 33614                            6/20/2006                                148.59                              25918.6                               19.98999977                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
       544                                   300                                 92000                            7/20/2006                                442.94                               819.18                                        10                  No MI                                                                                     0.875                           10/20/2006                                    18                                0.875                                     0
       545                                   300                                 31400                            6/20/2006                                296.47                             31396.48                               20.01000023                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
       546                                   300                                 13000                            7/20/2006                           87.77693098                             12982.79                               10.82999992                  No MI                                                                                       3.5                           10/20/2006                                    18                                  3.5                                     0
       547                                   300                                 98500                            6/20/2006                                564.69                                98500                                        25                  No MI                                                                                      2.25                            9/20/2006                                    18                                 2.25                                     0
       548                                   300                                168000                            6/20/2006                                153.11                             26257.57                               25.85000038                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
       549                                   300                                 81000                            7/20/2006                                705.14                                81000                               22.19000053                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
       550                                   300                                 75000                            6/20/2006                                397.76                             52457.04                               12.81999969                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
       551                                   300                                 71250                            6/20/2006                                582.44                                71250                                        15                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
       552                                   300                                118750                             6/1/2006                                970.74                               118750                               23.28000069                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
       553                                   300                                 94000                            6/20/2006                                538.89                                94000                               40.86999893                  No MI                                                                                     2.625                            9/20/2006                                    18                                2.625                                     0
       554                                   300                                 37500                            6/20/2006                           253.2026855                                37500                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
       555                                   300                                140000                            7/20/2006                                442.44                               825.89                               25.93000031                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
       556                                   300                                 42500                            6/20/2006                                203.31                             35580.52                               24.29000092                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
       557                                   300                                 54872                            6/20/2006                                314.57                                54872                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
       558                                   300                                 37200                            5/20/2006                                235.62                             37159.24                                        15                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
       559                                   300                                 53700                            7/20/2006                                283.14                                53700                               19.95999908                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       560                                   300                                123000                            6/20/2006                               1018.54                               123000                               20.46999931                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
       561                                   300                                385000                            6/20/2006                               1410.87                            246293.75                                        44                  No MI                                                                                     0.125                            9/20/2006                                    18                                0.125                                     0
       562                                   300                                119500                            6/20/2006                               1076.95                            119386.96                               31.45000076                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
       563                                   300                                150000                            6/20/2006                           1323.602265                            127276.36                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
       564                                   300                                 30000                            5/20/2006                                207.11                                29250                                        20                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
       565                                   300                                117000                            7/20/2006                                645.89                               117000                               23.87999916                  No MI                                                                                     1.375                           10/20/2006                                    18                                1.375                                     0
       566                                   300                                 35250                            6/20/2006                                194.09                             35141.89                                        15                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
       567                                   300                                 80500                            6/20/2006                                 444.4                                80500                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
       568                                   300                                 38000                            6/20/2006                                209.33                              37918.8                               5.940000057                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
       569                                   300                                 29850                            6/20/2006                                 316.9                                29850                                        15                  No MI                                                                                         5                             9/1/2006                                    18                                    5                                     0
       570                                   300                                 46850                            6/20/2006                                268.59                                46850                               14.98999977                  No MI                                                                                     5.125                            9/20/2006                                    18                                5.125                                     0
       571                                   300                                 69270                            6/20/2006                                382.37                                69270                                        30                  No MI                                                                                       3.5                            9/20/2006                                    18                                  3.5                                     0
       572                                   300                                 33587                            6/20/2006                                 364.4                                33587                                        25                  No MI                                                                                     4.375                             9/1/2006                                    18                                4.375                                     0
       573                                   300                                 86000                            6/20/2006                                794.32                                86000                                        20                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
       574                                   300                                 45280                            5/20/2006                                330.27                                44480                                        20                  No MI                                                                                     3.625                             9/1/2006                                    18                                3.625                                     0
       575                                   300                                 89400                            6/20/2006                                 10.99                              1990.61                               42.16999817                  No MI                                                                                     1.125                            9/20/2006                                    18                                1.125                                     0
       576                                   300                                114000                            6/20/2006                                980.32                               114000                               29.22999954                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
       577                                   300                                 55500                            6/20/2006                                318.17                                55500                                        15                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
       578                                   300                                100000                            6/20/2006                                 69.07                              9968.29                               14.39000034                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
       579                                   300                                 19400                            5/20/2006                           184.9059287                                19150                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
       580                                   300                                 18990                            6/20/2006                                108.86                                18990                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
       581                                   300                                 54050                            7/20/2006                                298.38                             54049.77                               19.98999977                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       582                                   300                                 50000                            7/20/2006                                286.64                                50000                               15.67000008                  No MI                                                                                     1.125                           10/20/2006                                    18                                1.125                                     0
       583                                   300                                 99800                            6/20/2006                                834.02                                99800                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       584                                   300                                 58000                            6/20/2006                                474.13                                58000                               13.18000031                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
       585                                   300                                133750                            7/20/2006                               1121.76                               133750                                        25                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       586                                   300                                200000                            7/20/2006                                  1550                               200000                               19.70000076                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
       587                                   300                                 44000                            7/20/2006                                242.77                             43991.78                               16.88999939                  No MI                                                                                       2.5                           10/20/2006                                    18                                  2.5                                     0
       588                                   300                                 75750                            6/20/2006                                418.18                                75750                                        15                  No MI                                                                                     0.625                            9/20/2006                                    18                                0.625                                     0
       589                                   300                                 30000                            6/20/2006                           262.1089983                              29774.1                               9.840000153                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
       590                                   300                                348750                            7/20/2006                           2409.553944                               348750                               37.70000076                  No MI                                                                                     0.125                           10/20/2006                                    18                                0.125                                     0
       591                                   300                                 70200                            6/20/2006                                277.13                                50200                                        30                  No MI                                                                                      1.25                            9/20/2006                                    18                                 1.25                                     0
       592                                   300                                154500                            5/20/2006                                852.92                               154500                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       593                                   300                                120000                            6/20/2006                               1047.33                            118901.99                                        30                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
       594                                   300                                 60900                            6/20/2006                                405.63                                60700                                        15                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
       595                                   300                                 35000                            7/20/2006                                193.22                                35000                                      8.75                  No MI                                                                                     1.875                           10/20/2006                                    18                                1.875                                     0
       596                                   300                                100000                            6/20/2006                                761.39                             94789.36                               46.50999832                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
       597                                   300                                 18200                            7/20/2006                                103.76                             18075.27                                        20                  No MI                                                                                      2.25                           10/20/2006                                    18                                 2.25                                     0
       598                                   300                                 37500                            6/20/2006                                210.56                             36853.68                                        10                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
       599                                   300                                 49000                            6/20/2006                                270.33                                48950                                        10                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
       600                                   300                                 62500                            6/20/2006                                497.65                                62500                                        10                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
       601                                   300                                100000                            6/20/2006                                714.53                             81088.87                               22.72999954                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
       602                                   300                                125000                            6/20/2006                                645.12                            112077.55                               30.48999977                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
       603                                   300                                116250                            6/20/2006                                666.45                               116250                                        30                  No MI                                                                                     1.125                            9/20/2006                                    18                                1.125                                     0
       604                                   300                                 45200                            7/20/2006                                501.53                                45200                               11.59000015                  No MI                                                                                     3.125                           10/20/2006                                    18                                3.125                                     0
       605                                   300                                137250                            7/20/2006                                786.78                               137250                                        15                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       606                                   300                                 23990                            7/20/2006                                136.33                             22930.94                                        10                  No MI                                                                                      1.75                           10/20/2006                                    18                                 1.75                                     0
       607                                   300                                 44550                            7/20/2006                                 255.4                                44550                                        15                  No MI                                                                                     3.875                           10/20/2006                                    18                                3.875                                     0
       608                                   300                                 70000                            7/20/2006                                385.55                                70000                               16.46999931                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       609                                   300                                100000                            6/20/2006                                460.54                             95484.11                               26.31999969                  No MI                                                                                      0.75                            9/20/2006                                    18                                 0.75                                     0
       610                                   300                                 60990                            7/20/2006                                320.33                                56475                                        10                  No MI                                                                                     0.125                           10/20/2006                                    18                                0.125                                     0
       611                                   300                                 16800                            5/20/2006                           149.7110867                                16800                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
       612                                   300                                 52125                            7/20/2006                                607.29                                52125                                        15                  No MI                                                                                      2.25                           10/20/2006                                    18                                 2.25                                     0
       613                                   300                                 78159                            6/20/2006                                394.02                             71146.61                               35.52999878                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
       614                                   300                                137775                            6/20/2006                                760.58                            137772.49                               46.70000076                  No MI                                                                                       1.5                            9/20/2006                                    18                                  1.5                                     0
       615                                   300                                 39300                            5/20/2006                                251.82                             39214.63                                        15                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
       616                                   300                                 50000                            6/20/2006                                 94.53                                12033                               9.800000191                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
       617                                   300                                126000                            6/20/2006                               1030.01                               126000                               18.12999916                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
       618                                   300                                 45000                            7/20/2006                                425.19                                45000                                        30                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
       619                                   300                                250000                            7/20/2006                               1380.14                               250000                               23.80999947                  No MI                                                                                      1.75                           10/20/2006                                    18                                 1.75                                     0
       620                                   300                                 70000                            6/20/2006                                386.44                                70000                               9.590000153                  No MI                                                                                      0.25                             9/1/2006                                    18                                 0.25                                     0
       621                                   300                                 75000                            6/20/2006                                259.91                             45354.31                               20.15999985                  No MI                                                                                       0.5                            9/20/2006                                    18                                  0.5                                     0
       622                                   300                                 96000                            6/20/2006                                550.35                             95998.47                               17.78000069                  No MI                                                                                      2.25                            9/20/2006                                    18                                 2.25                                     0
       623                                   300                                 47500                            6/20/2006                                262.18                             47487.23                                        10                  No MI                                                                                         2                            9/20/2006                                    18                                    2                                     0
       624                                   300                                320000                            7/20/2006                               1834.52                               320000                               60.95000076                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       625                                   300                                100000                            7/20/2006                                552.05                               100000                               14.94999981                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       626                                   300                                100000                            6/20/2006                                843.31                              99255.4                               21.97999954                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
       627                                   300                                146146                            7/20/2006                            1289.59451                             39119.54                               18.97999954                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
       628                                   300                                 63000                            6/20/2006                                347.79                                63000                                      10.5                  No MI                                                                                         0                            9/20/2006                                    18                                    0                                     0
       629                                   300                                 80500                            7/20/2006                                 461.5                                80500                                        20                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       630                                   300                                 45600                            7/20/2006                                261.42                                45600                               19.65999985                  No MI                                                                                      0.25                           10/20/2006                                    18                                 0.25                                     0
       631                                   300                                 59700                            7/20/2006                                342.25                                59700                               19.98999977                  No MI                                                                                      0.75                           10/20/2006                                    18                                 0.75                                     0
       632                                   300                                 25000                            6/20/2006                                103.26                                18788                               9.329999924                  No MI                                                                                      1.25                            9/20/2006                                    18                                 1.25                                     0
       633                                   300                                200000                            6/20/2006                               1596.41                            197857.53                               18.18000031                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
       634                                   300                                123000                            6/20/2006                                679.03                               123000                               25.88999939                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
       635                                   300                                 29665                            7/20/2006                                169.99                                29665                                        20                  No MI                                                                                         2                           10/20/2006                                    18                                    2                                     0
       636                                   300                                 48800                            7/20/2006                                278.95                             48579.76                                        20                  No MI                                                                                       1.5                           10/20/2006                                    18                                  1.5                                     0
       637                                   300                                100000                            7/20/2006                                552.05                               100000                               24.20999908                  No MI                                                                                      3.75                           10/20/2006                                    18                                 3.75                                     0
       638                                   300                                200000                            6/20/2006                               1104.11                               200000                               54.79000092                  No MI                                                                                       1.5                            9/20/2006                                    18                                  1.5                                     0
       639                                   300                                 40000                            7/20/2006                                  93.4                                10000                               6.639999866                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
       640                                   300                                 72135                            7/20/2006                                191.05                                32135                                        15                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       641                                   300                                 91100                            7/20/2006                                   522                             91092.36                               19.46999931                  No MI                                                                                     1.125                           10/20/2006                                    18                                1.125                                     0
       642                                   300                                 76679                            7/20/2006                                643.11                                76679                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       643                                   300                                 70308                            7/20/2006                                403.07                                70308                                        15                  No MI                                                                                     1.625                           10/20/2006                                    18                                1.625                                     0
       644                                   300                                 53300                            6/20/2006                                469.66                                53300                               13.32999992                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
       645                                   300                                264100                            7/20/2006                                508.26                             90786.22                               31.52000046                  No MI                                                                                      0.25                           10/20/2006                                    18                                 0.25                                     0
       646                                   300                                 50000                            5/20/2006                                319.12                             49991.08                               5.730000019                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
       647                                   300                                 87000                            5/20/2006                                542.47                             85930.29                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
       648                                   300                                 28627                            6/20/2006                                164.09                             28624.35                                        10                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
       649                                   300                                 48000                            6/20/2006                                382.19                                48000                                        10                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
       650                                   300                                700000                            6/20/2006                               4013.01                               700000                               18.67000008                  No MI                                                                                         2                            9/20/2006                                    18                                    2                                     0
       651                                   300                                102182                            7/20/2006                                 585.8                               102182                                        20                  No MI                                                                                      1.75                           10/20/2006                                    18                                 1.75                                     0
       652                                   300                                 32000                            5/20/2006                                287.68                             30443.82                                        10                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
       653                                   300                                 78000                            6/20/2006                                601.02                             77550.96                                        15                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
       654                                   300                                128000                            7/20/2006                                733.81                               128000                                        20                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       655                                   300                                148000                            7/20/2006                               1162.71                               148000                               24.67000008                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
       656                                   300                                 39600                            7/20/2006                                 302.7                                39600                                        15                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
       657                                   300                                 75500                            7/20/2006                                593.14                                75500                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
       658                                   300                                130200                            7/20/2006                                746.42                               130200                                        20                  No MI                                                                                       1.5                           10/20/2006                                    18                                  1.5                                     0
       659                                   300                                 42114                            7/20/2006                                381.97                             41361.14                                        20                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
       660                                   300                                 91800                            7/20/2006                                545.77                                91800                               19.95999908                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       661                                   300                                 73600                            7/20/2006                                437.57                                73600                               30.01000023                  No MI                                                                                       2.5                           10/20/2006                                    18                                  2.5                                     0
       662                                   300                                 86000                            8/20/2006                                 31.44                                10000                                        20                  No MI                                                                                       1.5                           11/20/2006                                    18                                  1.5                                     0
       663                                   300                                 10000                            7/20/2006                                 57.14                              9985.07                               7.139999866                  No MI                                                                                      3.25                           12/20/2006                                    18                                 3.25                                     0
       664                                   300                                 65500                            7/20/2006                                106.81                                20000                                        10                  No MI                                                                                     0.375                           10/20/2006                                    18                                0.375                                     0
       665                                   300                                 52800                            7/20/2006                                 302.7                                52800                                        15                  No MI                                                                                     0.125                           10/20/2006                                    18                                0.125                                     0
       666                                   300                                 27400                            7/20/2006                                157.08                                27400                                        10                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       667                                   300                                 54400                            7/20/2006                                311.87                                54400                                        20                  No MI                                                                                     1.875                           12/20/2006                                    18                                1.875                                     0
       668                                   300                                 50000                            7/20/2006                                108.76                                18975                               9.800000191                  No MI                                                                                     0.375                           10/20/2006                                    18                                0.375                                     0
       669                                   300                                107850                            7/20/2006                                870.19                               107850                               12.81000042                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
       670                                   300                                 92000                            7/20/2006                                604.84                             91941.59                                        10                  No MI                                                                                         0                           10/20/2006                                    18                                 7.75                                     0
       671                                   300                                145000                            7/20/2006                                 480.6                              84360.5                               41.43000031                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       672                                   300                                150000                            7/20/2006                               1239.63                               150000                               21.43000031                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
       673                                   300                                 46000                            7/20/2006                                390.68                                46000                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
       674                                   300                                122250                            7/20/2006                               1064.24                               122250                                        15                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
       675                                   300                                 22790                            7/20/2006                                135.49                                22790                                        10                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       676                                   300                                 37000                            7/20/2006                                248.36                                37000                               5.920000076                  No MI                                                                                         2                           10/20/2006                                    18                                    2                                     0
       677                                   300                                100000                            7/20/2006                                870.55                               100000                               19.42000008                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
       678                                   300                                128700                            7/20/2006                               1216.04                               128700                               29.94000053                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
       679                                   300                                130000                            7/20/2006                                951.43                            106145.51                                        20                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
       680                                   300                                150000                            7/20/2006                                102.13                                10000                               21.43000031                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
       681                                   300                                 52500                            7/20/2006                                406.88                                52500                               13.67000008                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
       682                                   300                                103500                            7/20/2006                                879.04                               103500                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
       683                                   300                                 15000                            7/20/2006                                 57.33                              9999.47                                        10                  No MI                                                                                     1.625                           10/20/2006                                    18                                1.625                                     0
       684                                   300                                111800                            7/20/2006                                974.16                            109237.92                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
       685                                   300                                 33700                            7/20/2006                                 193.2                                33700                                        20                  No MI                                                                                     2.875                           10/20/2006                                    18                                2.875                                     0
       686                                   300                                 60000                            7/20/2006                                343.97                                60000                                        20                  No MI                                                                                      1.75                           10/20/2006                                    18                                 1.75                                     0
       687                                   300                                 70800                            7/20/2006                                 593.8                                70800                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       688                                   300                                127500                            7/20/2006                               1109.95                               127500                                        30                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
       689                                   300                                101000                            7/20/2006                                 797.5                               100500                               21.48999977                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
       690                                   300                                 34000                            7/20/2006                                 23.77                              4035.67                                         5                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       691                                   300                                 75000                            7/20/2006                           701.4511607                                75000                               34.09000015                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
       692                                   300                                 80800                            7/20/2006                                732.18                                80800                               24.12000084                  No MI                                                                                     1.125                           10/20/2006                                    18                                1.125                                     0
       693                                   300                                 81800                            7/20/2006                                686.06                                81800                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       694                                   300                                 10000                            7/20/2006                                 95.55                                10000                               4.690000057                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
       695                                   300                                114000                            7/20/2006                               1052.94                               114000                                        20                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
       696                                   300                                 76000                            7/20/2006                                636.51                                76000                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       697                                   300                                 53535                            7/20/2006                                471.73                                53535                                        15                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
       698                                   300                                 63900                            7/20/2006                                354.06                             59696.21                               12.06000042                  No MI                                                                                     0.875                           10/20/2006                                    18                                0.875                                     0
       699                                   300                                 10100                            7/20/2006                           71.38469892                             10083.25                               6.690000057                  No MI                                                                                     1.875                           10/20/2006                                    18                                1.875                                     0
       700                                   300                                 24500                            7/20/2006                                140.46                                24500                               19.29000092                  No MI                                                                                         3                           10/20/2006                                    18                                    3                                     0
       701                                   300                                 48200                            7/20/2006                                205.71                             35882.59                                        20                  No MI                                                                                      2.25                           10/20/2006                                    18                                 2.25                                     0
       702                                   300                                 53000                            7/20/2006                                388.05                                53000                               9.460000038                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
       703                                   300                                 99995                            7/20/2006                                594.49                                99995                               33.90000153                  No MI                                                                                     0.875                           10/20/2006                                    18                                0.875                                     0
       704                                   300                                134000                            7/20/2006                                796.66                               134000                                        20                  No MI                                                                                      3.25                           10/20/2006                                    18                                 3.25                                     0
       705                                   300                                114000                            7/20/2006                               1016.63                               114000                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
       706                                   300                                320000                            7/20/2006                                1834.5                               320000                                     43.25                  No MI                                                                                     0.125                           10/20/2006                                    18                                0.125                                     0
       707                                   300                                 95000                            7/20/2006                                776.59                                95000                               17.27000046                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
       708                                   300                                 70800                            7/20/2006                                405.83                                70800                                        30                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       709                                   300                                 40000                            7/20/2006                                372.57                                40000                                        20                  No MI                                                                                      2.75                            9/20/2006                                    18                                 2.75                                     0
       710                                   300                                 34500                            7/20/2006                                252.72                                34500                                        10                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
       711                                   300                                 39000                            7/20/2006                                385.06                                39000                                        20                  No MI                                                                                     3.375                             9/1/2006                                    18                                3.375                                     0
       712                                   300                                155700                            7/20/2006                               1338.91                               155700                                        30                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
       713                                   300                                 28000                            7/20/2006                                160.52                                28000                               10.97999954                  No MI                                                                                     1.125                           10/20/2006                                    18                                1.125                                     0
       714                                   300                                 50000                            7/20/2006                                 71.89                             14129.52                               13.69999981                  No MI                                                                                      0.75                           10/20/2006                                    18                                 0.75                                     0
       715                                   300                                 29000                            7/20/2006                                270.93                                29000                                        10                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
       716                                   300                                 18900                            7/20/2006                                112.09                             18855.86                                        15                  No MI                                                                                     3.375                           10/20/2006                                    18                                3.375                                     0
       717                                   300                                 98750                            7/20/2006                                566.12                             97305.05                                        25                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       718                                   300                                112600                            7/20/2006                                645.52                               112600                                        20                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       719                                   300                                 54900                            7/20/2006                                314.73                                54900                                        20                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       720                                   300                                 33500                            7/20/2006                           231.4553609                             33491.54                               23.10000038                  No MI                                                                                      1.75                           10/20/2006                                    18                                 1.75                                     0
       721                                   300                                229500                            7/20/2006                                  4.84                               524.03                                        30                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
       722                                   300                                 73000                            7/20/2006                                   434                                73000                                        20                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       723                                   300                                 34250                            7/20/2006                                196.35                                34250                                        10                  No MI                                                                                      0.75                           10/20/2006                                    18                                 0.75                                     0
       724                                   300                                200000                            7/20/2006                               1783.56                               200000                               23.26000023                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
       725                                   300                                 52000                            7/20/2006                                147.33                             25681.58                                        20                  No MI                                                                                       2.5                           10/20/2006                                    18                                  2.5                                     0
       726                                   300                                 41550                            7/20/2006                                370.53                                41550                               19.98999977                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
       727                                   300                                 49723                            7/20/2006                                406.47                                49723                                        10                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
       728                                   300                                 50000                            7/20/2006                                  1.67                               564.04                               8.970000267                  No MI                                                                                     0.375                           10/20/2006                                    18                                0.375                                     0
       729                                   300                                 15200                            7/20/2006                                 87.14                                15200                                        10                  No MI                                                                                     4.375                           10/20/2006                                    18                                4.375                                     0
       730                                   300                                 84000                            7/20/2006                                 480.6                             83775.73                                        20                  No MI                                                                                     2.625                            9/20/2006                                    18                                2.625                                     0
       731                                   300                                 76380                            7/20/2006                            527.718223                             76340.25                                        20                  No MI                                                                                     1.125                           10/20/2006                                    18                                1.125                                     0
       732                                   300                                 38850                            7/20/2006                                334.02                             38842.97                                        15                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
       733                                   300                                 77063                            7/20/2006                                128.56                             24899.28                               25.60000038                  No MI                                                                                     1.125                           10/20/2006                                    18                                1.125                                     0
       734                                   300                                 26400                            7/20/2006                                151.35                                26400                                        20                  No MI                                                                                      2.25                           10/20/2006                                    18                                 2.25                                     0
       735                                   300                                 37000                            7/20/2006                                211.79                             36974.23                                        10                  No MI                                                                                     0.875                           10/20/2006                                    18                                0.875                                     0
       736                                   300                                 98000                            7/20/2006                                582.23                             97939.01                                        10                  No MI                                                                                      0.25                           10/20/2006                                    18                                 0.25                                     0
       737                                   300                                 50000                            7/20/2006                                237.94                                30000                               13.51000023                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
       738                                   300                                 58400                            6/20/2006                                 345.6                                58400                                        20                  No MI                                                                                      2.25                            9/20/2006                                    18                                 2.25                                     0
       739                                   300                                100000                            7/20/2006                                686.67                                98000                                        10                  No MI                                                                                         1                           10/20/2006                                    18                                    1                                     0
       740                                   300                                150000                            7/20/2006                                 857.7                             149551.2                                        20                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       741                                   300                                 66000                            7/20/2006                                553.54                                66000                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       742                                   300                                 71925                            7/20/2006                                412.34                                71925                                        15                  No MI                                                                                     0.125                           10/20/2006                                    18                                0.125                                     0
       743                                   300                                150000                            7/20/2006                                745.27                               130000                               32.61000061                  No MI                                                                                     0.125                           10/20/2006                                    18                                0.125                                     0
       744                                   300                                 35000                            7/20/2006                            247.372719                                 9900                               5.380000114                  No MI                                                                                      0.25                           10/20/2006                                    18                                 0.25                                     0
       745                                   300                                200000                            7/20/2006                               1656.16                               200000                               5.130000114                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
       746                                   300                                 65000                            7/20/2006                                315.77                             34992.23                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
       747                                   300                                 50000                            7/20/2006                           345.4557626                                10000                               8.329999924                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       748                                   300                                110000                            7/20/2006                                 852.3                            109952.16                               16.18000031                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
       749                                   300                                 54900                            7/20/2006                                466.27                             54897.59                                        30                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
       750                                   300                                 97500                            7/20/2006                               1424.43                                97500                                        15                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
       751                                   300                                 94250                            7/20/2006                                790.22                             94219.29                                        25                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       752                                   300                                102000                            7/20/2006                                584.75                               102000                                        20                  No MI                                                                                     0.625                           10/20/2006                                    18                                0.625                                     0
       753                                   300                                 79250                            7/20/2006                                664.67                                79250                                        25                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
       754                                   300                                150000                            7/20/2006                               1242.12                               150000                               22.72999954                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
       755                                   300                                 35700                            7/20/2006                                204.66                                35700                                        20                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       756                                   300                                200000                            7/20/2006                               1401.37                               200000                               7.409999847                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
       757                                   300                                 27000                            7/20/2006                                 70.12                                13000                                        10                  No MI                                                                                       1.5                           10/20/2006                                    18                                  1.5                                     0
       758                                   300                                 35000                            7/20/2006                                102.59                                12500                               11.55000019                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
       759                                   300                                 87000                            7/20/2006                                646.54                                87000                               14.81999969                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
       760                                   300                                 92000                            7/20/2006                                544.64                             91829.26                                        20                  No MI                                                                                      1.25                           10/20/2006                                    18                                 1.25                                     0
       761                                   300                                 50000                            7/20/2006                                273.46                                47700                               21.28000069                  No MI                                                                                     1.375                           10/20/2006                                    18                                1.375                                     0
       762                                   300                                 12700                            6/20/2006                           136.1114607                             12664.99                                        10                  No MI                                                                                         5                             9/1/2006                                    18                                    5                                     0
       763                                   300                                120000                            7/20/2006                                450.79                                80084                                        15                  No MI                                                                                     1.875                           10/20/2006                                    18                                1.875                                     0
       764                                   300                                 50000                            7/20/2006                                286.47                              49972.6                               16.67000008                  No MI                                                                                     0.875                           10/20/2006                                    18                                0.875                                     0
       765                                   300                                 64000                             8/1/2005                                576.39                             63984.99                                        20                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
       766                                   300                                 53000                             6/6/2005                                468.56                             51594.92                               29.44000053                  No MI                                            1.00E+17                                   2.1                             9/1/2006                                    18                                  2.1                                     0
       767                                   300                                 27400                            9/10/2005                                236.97                             27234.03                               8.640000343                  No MI                                            1.00E+17                                 1.025                             9/1/2006                                    18                                1.025                                     0
       768                                   300                                113000                            10/1/2005                               1043.26                            112756.08                                        20                  No MI                                            1.00E+17                                   2.3                             9/1/2006                                    18                                  2.3                                     0
       769                                   300                                 70000                            8/28/2005                                687.34                              69999.9                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
       770                                   300                                 44500                             9/1/2005                                376.48                                44500                                        10                  No MI                                            1.00E+17                                   1.4                             9/1/2006                                    18                                  1.4                                     0
       771                                   300                                 77000                            6/19/2005                                671.88                             75361.71                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
       772                                   300                                 83500                            6/19/2005                                752.19                                83500                               19.98999977                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
       773                                   300                                 26000                             6/4/2005                                235.94                             25876.28                               19.97999954                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
       774                                   300                                 19350                            6/18/2005                                181.66                             19230.07                                        15                  No MI                                            1.00E+17                                 2.525                             9/1/2006                                    18                                2.525                                     0
       775                                   300                                 30400                            6/26/2005                                278.51                                30400                                         8                  No MI                                            1.00E+17                                   2.2                             9/1/2006                                    18                                  2.2                                     0
       776                                   300                                100000                             6/3/2005                                214.98                             22916.89                               36.36000061                  No MI                                            1.00E+17                                  2.45                             9/1/2006                                    18                                 2.45                                     0
       777                                   300                                 85000                            6/17/2005                                803.75                             84887.07                                        20                  No MI                                            1.00E+17                                  2.55                             9/1/2006                                    18                                 2.55                                     0
       778                                   300                                 48000                             7/1/2005                                391.57                             47388.43                                        20                  No MI                                            1.00E+17                                   2.4                             9/1/2006                                    18                                  2.4                                     0
       779                                   300                                 69200                            6/23/2005                                627.61                             68833.76                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
       780                                   300                                 74400                            6/10/2005                                684.69                             74047.21                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
       781                                   300                                 35000                            6/20/2005                                281.98                             34677.62                               15.22000027                  No MI                                            1.00E+17                                 1.025                             9/1/2006                                    18                                1.025                                     0
       782                                   300                                 84200                            6/10/2005                                 775.2                             83811.54                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
       783                                   300                                 60400                            6/18/2005                                554.96                             60142.58                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
       784                                   300                                 18750                            6/20/2005                                167.71                             18617.48                                4.96999979                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
       785                                   300                                 29000                             7/1/2005                                251.42                             28967.31                                        10                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
       786                                   300                                 40800                            7/10/2005                                380.04                             40212.85                                         8                  No MI                                            1.00E+17                                 2.525                             9/1/2006                                    18                                2.525                                     0
       787                                   300                                 33400                            6/30/2005                                311.86                                33400                                        20                  No MI                                            1.00E+17                                   2.4                             9/1/2006                                    18                                  2.4                                     0
       788                                   300                                115800                             6/1/2005                                998.43                            115003.09                                        20                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
       789                                   300                                 93800                             7/3/2005                                854.94                             92652.21                                        20                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
       790                                   300                                 71000                             7/1/2005                                647.21                             70983.18                               20.01000023                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
       791                                   300                                 81398                             7/2/2005                                738.66                             81013.17                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
       792                                   300                                100000                            6/26/2005                                 885.7                             99532.73                               20.45000076                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
       793                                   300                                 55500                            6/13/2005                                478.51                             55131.52                                        15                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
       794                                   300                                 40000                            6/11/2005                                372.54                             39899.49                                        20                  No MI                                            1.00E+17                                   2.4                             9/1/2006                                    18                                  2.4                                     0
       795                                   300                                 50000                             7/3/2005                                423.85                              49972.9                               20.82999992                  No MI                                            1.00E+17                                 2.675                             9/1/2006                                    18                                2.675                                     0
       796                                   300                                 11000                            5/20/2006                                142.47                                11000                                      1.75                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
       797                                   300                                 12300                            5/20/2006                                 132.3                             11691.53                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
       798                                   300                                 63600                            5/20/2006                                674.56                             63539.05                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       799                                   300                                 32950                            5/20/2006                                391.78                             32949.12                                        20                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
       800                                   240                                 45000                             6/1/2006                           419.4590345                             42432.31                               5.449999809                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
       801                                   300                                 69000                             7/6/2005                                657.58                             68654.44                                        20                  No MI                                            1.00E+17                                 2.675                             9/1/2006                                    18                                2.675                                     0
       802                                   300                                 39700                            6/25/2005                                384.25                             39219.65                                        20                  No MI                                            1.00E+17                                 2.925                             9/1/2006                                    18                                2.925                                     0
       803                                   300                                135800                            6/25/2005                               1036.08                            134628.52                               27.43000031                  No MI                                            1.00E+17                                 0.525                             9/1/2006                                    18                                0.525                                     0
       804                                   300                                113950                             7/1/2005                               1009.33                            113425.52                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
       805                                   300                                 25000                            6/12/2005                                206.58                             24738.27                               14.15999985                  No MI                                            1.00E+17                                 1.275                             9/1/2006                                    18                                1.275                                     0
       806                                   300                                 66900                             7/6/2005                                 607.2                             66594.76                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
       807                                   300                                 97349                             7/1/2005                                 887.4                             97325.84                               21.29999924                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
       808                                   300                                 37000                            6/24/2005                                339.82                             36827.15                               20.44000053                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
       809                                   300                                 97200                            6/26/2005                                897.31                             97006.14                                        15                  No MI                                            1.00E+17                                   2.3                             9/1/2006                                    18                                  2.3                                     0
       810                                   300                                114000                            6/24/2005                               1002.02                            112600.43                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
       811                                   300                                 31200                            6/25/2005                                316.34                             31172.33                                        20                  No MI                                            1.00E+17                                 3.325                             9/1/2006                                    18                                3.325                                     0
       812                                   300                                 71000                             6/5/2005                                630.07                             70805.13                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
       813                                   300                                 50500                            6/12/2005                                398.61                             50378.72                               11.10000038                  No MI                                            1.00E+17                                 0.775                             9/1/2006                                    18                                0.775                                     0
       814                                   300                                 50100                            6/12/2005                                408.76                                49600                               14.28999996                  No MI                                            1.00E+17                                  1.15                             9/1/2006                                    18                                 1.15                                     0
       815                                   300                                109950                            6/24/2005                                 978.4                               109950                               19.98999977                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
       816                                   300                                 10000                            6/17/2005                                 84.88                              9731.56                               6.059999943                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
       817                                   300                                500000                            6/13/2005                               3484.31                            481732.53                               23.80999947                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    7                                     0
       818                                   300                                 43600                            6/20/2005                                475.54                             43306.52                                        20                  No MI                                            1.00E+17                                 4.275                             9/1/2006                                    18                                4.275                                     0
       819                                   300                                 29500                             7/1/2005                                257.84                             29190.62                                        10                  No MI                                            1.00E+17                                 1.825                             9/1/2006                                    18                                1.825                                     0
       820                                   300                                 23400                            6/10/2005                                222.05                             22956.11                                        20                  No MI                                            1.00E+17                                  2.65                             9/1/2006                                    18                                 2.65                                     0
       821                                   300                                 29000                            6/12/2005                                257.85                             28976.57                                        10                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
       822                                   300                                 42250                             3/1/2006                                421.63                                42250                               20.01000023                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       823                                   300                                 97000                             3/1/2006                                934.66                             95521.74                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       824                                   300                                 34400                             3/1/2006                                313.76                             34293.35                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
       825                                   300                                120000                             3/1/2006                                803.12                             92667.66                                        20                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
       826                                   300                                 91000                             3/1/2006                                908.13                                91000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       827                                   300                                 51000                             3/1/2006                                552.27                                51000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
       828                                   300                                 61550                             3/1/2006                                640.16                             61529.94                               19.97999954                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       829                                   300                                 44400                             3/1/2006                                471.37                                44400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       830                                   300                                 54000                             3/1/2006                                573.29                                54000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       831                                   300                                 44000                             2/1/2006                                462.43                             43997.95                                        10                  No MI                                            1.00E+17                                 4.375                             9/1/2006                                    18                                4.375                                     0
       832                                   300                                 72800                             3/1/2006                                725.98                             72747.06                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       833                                   300                                 15000                             3/1/2006                                 148.1                                15000                               9.090000153                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
       834                                   300                                 83200                             3/1/2006                                828.89                             82805.21                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       835                                   300                                 62250                             3/1/2006                                633.14                             62106.98                               14.31000042                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       836                                   300                                 36500                             3/1/2006                                360.35                              36497.6                                        10                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
       837                                   300                                 28000                             3/1/2006                                270.51                                28000                                        10                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
       838                                   300                                 39000                             3/1/2006                                414.04                                39000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       839                                   300                                 86250                             3/1/2006                                 805.6                                86230                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       840                                   300                                171000                            6/19/2005                               1236.82                            170791.28                               19.20999908                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    7                                     0
       841                                   300                                 70000                            6/22/2005                                302.09                             37565.67                                        20                  No MI                                            1.00E+17                                   0.4                             9/1/2006                                    18                                  0.4                                     0
       842                                   300                                 75400                             6/5/2005                                 704.1                             73512.01                                        20                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
       843                                   300                                 62200                             6/4/2005                                 566.2                             61955.49                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
       844                                   300                                 73000                             7/2/2005                                665.29                              72965.4                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
       845                                   300                                 70000                            6/25/2005                                624.29                             69301.73                                        20                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
       846                                   300                                 73980                            6/13/2005                                671.48                             73644.25                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
       847                                   300                                 98000                            6/17/2005                                897.16                             93670.75                               11.52999973                  No MI                                            1.00E+17                                  2.55                             9/1/2006                                    18                                 2.55                                     0
       848                                   300                                 50400                            6/12/2005                                479.35                             50046.59                                         8                  No MI                                            1.00E+17                                 2.675                             9/1/2006                                    18                                2.675                                     0
       849                                   300                                 57900                            6/12/2005                                539.16                             57744.03                               19.96999931                  No MI                                            1.00E+17                                   2.4                             9/1/2006                                    18                                  2.4                                     0
       850                                   300                                 63000                            6/17/2005                                574.42                                63000                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
       851                                   300                                 40500                             2/1/2006                                401.98                             40264.72                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       852                                   300                                 36000                             3/1/2006                                336.33                                36000                                        10                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       853                                   300                                 87000                             2/1/2006                                 942.1                                87000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
       854                                   300                                 59000                             3/1/2006                                626.32                                58995                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       855                                   300                                 55600                             2/1/2006                                 587.9                             55375.98                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       856                                   300                                 34950                             2/1/2006                                315.37                             34948.03                               9.989999771                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
       857                                   300                                 34800                             3/1/2006                                342.93                                34259                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       858                                   300                                 47980                             2/1/2006                                516.32                                47680                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
       859                                   300                                 43650                             3/1/2006                                454.14                                43650                               14.17000008                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       860                                   300                                 90000                             2/1/2006                                859.88                                89995                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
       861                                   300                                 51000                             2/1/2006                                495.37                             50707.71                               20.01000023                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       862                                   300                                 20000                             2/1/2006                                178.09                             19970.52                               3.809999943                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
       863                                   300                                 74000                             3/1/2006                                785.62                                74000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       864                                   300                                 60250                             2/1/2006                                588.46                              60249.6                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       865                                   300                                 47500                             2/1/2006                                 441.7                             47278.94                               14.97999954                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       866                                   300                                106400                             2/1/2006                               1084.37                            106396.55                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       867                                   300                                 77750                             2/1/2006                                823.36                             77555.55                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       868                                   300                                 22300                             2/1/2006                                224.33                             22242.86                                        10                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
       869                                   300                                 59100                             2/1/2006                                548.39                                58699                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       870                                   300                                 45600                             3/1/2006                                 454.8                             45573.28                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       871                                   300                                 49950                             3/1/2006                                530.29                                49950                               19.97999954                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       872                                   300                                 36150                             3/1/2006                                376.11                                36150                               19.97999954                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       873                                   300                                 27500                             2/1/2006                                271.35                             27483.46                               9.989999771                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
       874                                   300                                 73000                             3/1/2006                                 821.5                                73000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
       875                                   300                                100000                             2/1/2006                                976.71                               100000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       876                                   300                                 76767                             2/1/2006                                697.29                             59708.65                                        20                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
       877                                   300                                 21500                             3/1/2006                                198.58                                21500                                        10                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
       878                                   300                                 89750                             3/1/2006                                838.49                                89750                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       879                                   300                                181600                             2/1/2006                               1646.69                            180357.41                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
       880                                   300                                 63750                             3/1/2006                                635.97                             63652.77                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       881                                   300                                 41000                             3/1/2006                                452.68                                41000                               19.98999977                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
       882                                   300                                 72000                             3/1/2006                                733.41                             71943.63                               13.21000004                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       883                                   300                                 36000                             2/1/2006                                343.36                             35935.79                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       884                                   300                                100000                             2/1/2006                               1061.36                             99973.08                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       885                                   300                                 75000                             3/1/2006                                748.46                                75000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       886                                   300                                 98000                             2/1/2006                               1040.41                                98000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       887                                   300                                100000                             3/1/2006                                997.95                               100000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       888                                   300                                 29900                             2/1/2006                                298.39                                29900                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       889                                   300                                 21750                             2/1/2006                                237.29                              21433.3                                        15                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
       890                                   300                                105000                             2/1/2006                               1110.85                             104635.1                               20.79000092                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       891                                   300                                 43800                             3/1/2006                                 437.1                                43800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       892                                   300                                 25750                             2/1/2006                                273.37                                25750                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       893                                   300                                 47000                             2/1/2006                                498.89                             46985.77                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       894                                   300                                 51400                             3/1/2006                                545.69                                51400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       895                                   300                                 72550                             2/1/2006                                723.01                                72450                               20.01000023                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       896                                   300                                 68000                             3/1/2006                                635.29                                68000                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       897                                   300                                 78000                             3/1/2006                                 776.4                             77799.65                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       898                                   300                                 64000                             3/1/2006                                652.27                                64000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       899                                   300                                 53000                             3/1/2006                                551.42                                53000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       900                                   300                                 85800                             3/1/2006                                838.02                                85800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       901                                   300                                 42000                             3/1/2006                                427.63                             41916.12                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       902                                   300                                 19200                             3/1/2006                                211.96                             19197.19                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
       903                                   300                                 37000                             3/1/2006                                388.97                             36965.68                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       904                                   300                                 53000                             3/1/2006                                562.67                                53000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       905                                   300                                 50000                             3/1/2006                                498.97                                50000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       906                                   300                                 45000                             3/1/2006                                477.63                             44990.05                               20.02000046                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       907                                   300                                 26000                             3/1/2006                                245.66                                26000                                        10                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
       908                                   300                                 28800                             2/1/2006                                274.66                             28746.31                               12.10000038                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
       909                                   300                                 28900                             2/1/2006                                217.75                             23524.49                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
       910                                   300                                 75000                             2/1/2006                                748.46                                75000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       911                                   300                                150000                             2/1/2006                               1592.47                               150000                               19.95999908                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       912                                   300                                 43000                             2/1/2006                                429.12                                43000                               20.01000023                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       913                                   300                                 82000                             2/1/2006                                 875.2                             80424.27                               19.89999962                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
       914                                   300                                 63000                             2/1/2006                                682.21                                63000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
       915                                   300                                 27750                             3/1/2006                                287.19                             27623.35                               19.97999954                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       916                                   300                                 46500                             2/1/2006                                422.34                             46257.81                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       917                                   300                                 37000                             2/1/2006                                398.67                             36816.27                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
       918                                   300                                 78000                             2/1/2006                                794.96                                78000                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       919                                   300                                 34000                             2/1/2006                                 303.2                                33999                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
       920                                   300                                 80150                             2/1/2006                                850.91                                80150                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       921                                   300                                 33600                             2/1/2006                                354.83                             33406.98                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       922                                   300                                 44200                             2/1/2006                                485.81                                44000                               20.01000023                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
       923                                   300                                 36350                             2/1/2006                                 339.6                                36350                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       924                                   300                                 40400                             3/1/2006                                419.91                             39987.62                               20.01000023                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       925                                   300                                135000                             2/1/2006                               1387.57                            132905.18                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       926                                   300                                 57800                             2/1/2006                                527.72                                57800                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
       927                                   300                                 63000                             2/1/2006                                628.43                             62972.41                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       928                                   300                                 47380                             2/1/2006                                533.19                                47380                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
       929                                   300                                 30000                             2/1/2006                                299.38                                30000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       930                                   300                                 65000                             2/1/2006                                607.26                                65000                               13.82999992                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
       931                                   300                                 52750                             2/1/2006                                515.99                             51704.87                               13.69999981                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       932                                   300                                 77950                             2/1/2006                                728.25                                77950                               14.98999977                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       933                                   300                                 41000                             3/1/2006                                409.08                             40992.35                               17.89999962                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       934                                   300                                 35000                             2/1/2006                                393.87                                35000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
       935                                   300                                 30750                             2/1/2006                                287.26                             30747.89                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       936                                   300                                 68500                             2/1/2006                                683.59                                68500                               20.01000023                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       937                                   300                                 58700                             2/1/2006                                606.51                             56915.63                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       938                                   300                                 77000                             3/1/2006                                761.92                             76348.96                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       939                                   300                                 57000                             2/1/2006                                536.64                             56795.79                                        20                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
       940                                   300                                 49800                             2/1/2006                                 486.4                             49799.87                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       941                                   300                                 20000                             2/1/2006                                186.62                                19975                               6.059999943                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       942                                   300                                 25800                             2/1/2006                                254.19                             25433.49                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       943                                   300                                 73000                             2/1/2006                                 742.7                                72872                               22.26000023                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       944                                   300                                 50000                             2/1/2006                                530.82                                50000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       945                                   300                                 33650                             2/1/2006                                353.74                             33320.08                               19.97999954                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       946                                   300                                 39750                             2/1/2006                                396.68                                39750                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       947                                   300                                 23600                             2/1/2006                                220.48                                23600                                        10                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       948                                   300                                 54000                             2/1/2006                                538.89                                54000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
       949                                   300                                 20000                             2/1/2006                                212.09                             19977.84                               20.82999992                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       950                                   300                                 82800                             2/1/2006                                737.66                             80626.61                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
       951                                   300                                 54000                             2/1/2006                                487.18                             53977.53                                        15                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
       952                                   300                                 17500                             2/1/2006                                183.84                             17491.77                               9.979999542                  No MI                                            1.00E+17                                 4.125                             9/1/2006                                    18                                4.125                                     0
       953                                   300                                 60000                             2/1/2006                                649.73                                60000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
       954                                   300                                 53550                             2/1/2006                                568.51                                53550                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       955                                   300                                 29000                             2/1/2006                                307.29                             28902.03                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       956                                   300                                 52000                             2/1/2006                                551.88                             51983.33                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       957                                   300                                 43200                             2/1/2006                                466.95                             43121.31                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
       958                                   300                                 30850                             2/1/2006                                 320.8                                30834                               19.96999931                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       959                                   300                                 40875                             2/1/2006                                399.23                                40875                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       960                                   300                                 70000                             2/1/2006                                683.65                                69995                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       961                                   300                                 56000                             2/1/2006                                523.18                                56000                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
       962                                   300                                 36300                             2/1/2006                                360.26                             36080.42                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       963                                   300                                 60000                             2/1/2006                                636.99                                60000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       964                                   300                                 26000                             2/1/2006                                258.49                             25900.12                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       965                                   300                                 81000                             2/1/2006                                858.45                             80860.62                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
       966                                   300                                 47000                             2/1/2006                                498.97                                47000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       967                                   300                                 44250                             2/1/2006                                450.36                             44158.57                                        10                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       968                                   300                                 38100                             2/1/2006                                364.04                                38100                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       969                                   300                                 47400                             2/1/2006                                468.14                             46910.18                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       970                                   300                                 15000                             2/1/2006                                132.46                             14768.73                               4.409999847                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
       971                                   300                                 44850                             2/1/2006                                476.09                                44845                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       972                                   300                                 44400                             2/1/2006                                471.37                                44400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       973                                   300                                 15000                             2/1/2006                                156.29                             14870.28                               10.48999977                  No MI                                            1.00E+17                                 4.125                             9/1/2006                                    18                                4.125                                     0
       974                                   300                                 98850                             2/1/2006                                 178.8                              9689.99                               18.01000023                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       975                                   300                                 28550                             2/1/2006                                293.66                             28225.06                               19.97999954                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
       976                                   300                                100000                             2/1/2006                                976.13                             99940.66                               18.52000046                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       977                                   300                                 59500                             2/1/2006                                580.87                             59472.49                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       978                                   300                                 67800                             2/1/2006                                675.96                             67735.27                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       979                                   300                                 20000                             2/1/2006                                176.14                             19989.63                                         8                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
       980                                   300                                 77000                             2/1/2006                                768.41                             76999.16                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       981                                   300                                 57600                             2/1/2006                                529.24                             57299.55                               9.989999771                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
       982                                   300                                 27000                             3/1/2006                                257.68                              26969.1                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
       983                                   300                                115800                             2/1/2006                               1130.24                            115718.78                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
       984                                   300                                 41000                             2/1/2006                                400.45                                41000                               19.98999977                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       985                                   300                                 73000                             2/1/2006                                774.69                             72970.52                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       986                                   300                                 61000                             2/1/2006                                641.43                             60418.95                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
       987                                   300                                 41000                             2/1/2006                                400.44                             40991.75                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
       988                                   300                                 85000                            6/10/2005                                 554.8                             14631.67                               26.55999947                  No MI                                            1.00E+17                                   3.1                             9/1/2006                                    18                                  3.1                                     0
       989                                   300                                 48000                            6/20/2005                                174.35                             15860.68                                        20                  No MI                                            1.00E+17                                   2.4                             9/1/2006                                    18                                  2.4                                     0
       990                                   300                                 83980                             7/1/2005                                774.13                             83894.53                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
       991                                   300                                 86000                             6/6/2005                                792.58                             85894.21                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
       992                                   300                                 82500                            6/17/2005                                743.18                                82500                                        20                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
       993                                   300                                 76000                             6/6/2005                                691.44                              75833.6                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
       994                                   300                                 40000                             6/1/2005                                334.03                                40000                                         8                  No MI                                            1.00E+17                                 1.025                             9/1/2006                                    18                                1.025                                     0
       995                                   300                                 16792                             7/6/2005                                145.41                             16508.91                                         8                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
       996                                   300                                 58000                             7/6/2005                                527.54                             57857.91                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
       997                                   300                                127500                             7/3/2005                               1138.79                            127120.57                                        15                  No MI                                            1.00E+17                                 3.275                             9/1/2006                                    18                                3.275                                     0
       998                                   300                                104000                            6/23/2005                                918.32                            103198.12                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
       999                                   300                                 64000                             7/1/2005                                559.39                             61350.83                               20.01000023                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      1000                                   300                                 18000                             7/3/2005                                157.27                             17953.66                               19.97999954                  No MI                                            1.00E+17                                 2.775                             9/1/2006                                    18                                2.775                                     0
      1001                                   300                                129350                            6/24/2005                                990.72                            128736.39                                        15                  No MI                                            1.00E+17                                 0.525                             9/1/2006                                    18                                0.525                                     0
      1002                                   300                                 44000                            6/24/2005                                409.28                             43324.68                                        20                  No MI                                            1.00E+17                                 2.525                             9/1/2006                                    18                                2.525                                     0
      1003                                   300                                139800                            6/26/2005                               1206.26                            138184.89                                        20                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
      1004                                   300                                120000                            6/13/2005                                973.37                            119703.87                                        15                  No MI                                            1.00E+17                                 1.025                             9/1/2006                                    18                                1.025                                     0
      1005                                   300                                149975                            6/19/2005                                1333.3                             149832.7                               17.47999954                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      1006                                   300                                 77000                            6/26/2005                                651.96                              76076.5                               14.39000034                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
      1007                                   300                                 33000                             7/3/2005                                312.32                             32682.49                                        20                  No MI                                            1.00E+17                                  2.65                             9/1/2006                                    18                                 2.65                                     0
      1008                                   300                                 66750                            6/10/2005                                329.78                             40020.73                                        15                  No MI                                            1.00E+17                                 0.775                             9/1/2006                                    18                                0.775                                     0
      1009                                   300                                425000                            6/27/2005                               1858.54                            252725.85                                        68                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    7                                     0
      1010                                   300                                 71960                             7/1/2005                                774.35                             71954.45                                        20                  No MI                                            1.00E+17                                 4.025                             9/1/2006                                    18                                4.025                                     0
      1011                                   300                                 10000                            6/12/2005                                 89.34                              9698.61                               6.940000057                  No MI                                            1.00E+17                                 2.175                             9/1/2006                                    18                                2.175                                     0
      1012                                   300                                 75000                            6/25/2005                                 716.7                             74998.84                               14.56000042                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
      1013                                   300                                 53300                            6/25/2005                                479.69                             52610.36                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      1014                                   300                                134000                             7/1/2005                               1369.57                            133233.31                               21.79000092                  No MI                                            1.00E+17                                 3.475                             9/1/2006                                    18                                3.475                                     0
      1015                                   300                                 60000                            6/19/2005                                565.34                             59707.62                                        20                  No MI                                            1.00E+17                                  2.55                             9/1/2006                                    18                                 2.55                                     0
      1016                                   300                                 50450                            6/18/2005                                454.46                                50450                               19.98999977                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
      1017                                   300                                 62000                             7/3/2005                                560.49                             61472.19                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      1018                                   300                                 77000                             6/7/2005                                709.46                             76886.77                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      1019                                   300                                 93000                            6/10/2005                                799.81                             92853.49                                     23.25                  No MI                                            1.00E+17                                 0.525                             9/1/2006                                    18                                0.525                                     0
      1020                                   300                                 82000                            6/16/2005                                646.36                             81690.52                                        20                  No MI                                            1.00E+17                                 0.775                             9/1/2006                                    18                                0.775                                     0
      1021                                   300                                 22980                             7/6/2005                                226.85                             22943.83                                        20                  No MI                                            1.00E+17                                 3.025                             9/1/2006                                    18                                3.025                                     0
      1022                                   300                                100000                             7/2/2005                                917.73                             99221.23                               21.51000023                  No MI                                            1.00E+17                                   2.3                             9/1/2006                                    18                                  2.3                                     0
      1023                                   300                                 87000                            6/25/2005                                798.32                             86478.89                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      1024                                   300                                 19600                             7/1/2005                                178.64                             19508.41                                        20                  No MI                                            1.00E+17                                 3.525                             9/1/2006                                    18                                3.525                                     0
      1025                                   300                                 38000                            8/20/2006                                258.19                                38000                               6.909999847                  No MI                                            1.00E+17                                  7.75                            9/20/2006                                    18                                 7.75                                     0
      1026                                   300                                 89600                            8/20/2006                                608.79                                89600                                        20                  No MI                                            1.00E+17                                 4.125                           10/20/2006                                    18                                4.125                                     0
      1027                                   300                                 51980                            8/20/2006                                 352.8                             51924.32                                        20                  No MI                                            1.00E+17                                 3.875                           10/20/2006                                    18                                3.875                                     0
      1028                                   300                                 30000                            8/20/2006                                236.71                                30000                               7.949999809                  No MI                                            1.00E+17                                     8                           10/20/2006                                    18                                    8                                     0
      1029                                   300                                 44000                            8/20/2006                                298.96                                44000                                        20                  No MI                                            1.00E+17                                 4.125                           10/20/2006                                    18                                4.125                                     0
      1030                                   300                                 18599                            8/20/2006                                126.34                                18599                                        10                  No MI                                            1.00E+17                                     4                           10/20/2006                                    18                                    4                                     0
      1031                                   300                                112000                            8/20/2006                                1178.3                               112000                                        20                  No MI                                            1.00E+17                                  4.75                            9/20/2006                                    18                                 4.75                                     0
      1032                                   300                                 64800                            8/20/2006                                440.28                                64800                                        10                  No MI                                            1.00E+17                                   6.5                            9/20/2006                                    18                                  6.5                                     0
      1033                                   300                                115000                            8/20/2006                               1058.63                               115000                               9.960000038                  No MI                                            1.00E+17                                   5.5                            9/20/2006                                    18                                  5.5                                     0
      1034                                   300                                 64000                            8/20/2006                                434.85                                64000                               20.01000023                  No MI                                            1.00E+17                                  4.25                            9/20/2006                                    18                                 4.25                                     0
      1035                                   300                                 10000                            8/20/2006                           77.18162194                                10000                                3.24000001                  No MI                                            1.00E+17                                  3.75                            9/20/2006                                    18                                 3.75                                     0
      1036                                   300                                 21150                            8/20/2006                                 143.7                                21150                                        10                  No MI                                            1.00E+17                                  6.75                            9/20/2006                                    18                                 6.75                                     0
      1037                                   300                                 32500                            8/20/2006                                220.82                                32500                                        10                  No MI                                            1.00E+17                                  7.75                            9/20/2006                                    18                                 7.75                                     0
      1038                                   300                                 33000                            8/20/2006                                224.22                                33000                               9.710000038                  No MI                                            1.00E+17                                   6.5                            9/20/2006                                    18                                  6.5                                     0
      1039                                   300                                153000                            8/20/2006                               1341.37                               153000                                        20                  No MI                                            1.00E+17                                 4.125                           10/20/2006                                    18                                4.125                                     0
      1040                                   300                                 49700                            8/20/2006                            383.592661                                49700                                        10                  No MI                                            1.00E+17                                  5.75                            9/20/2006                                    18                                 5.75                                     0
      1041                                   300                                 46000                            8/20/2006                                433.53                                46000                               9.680000305                  No MI                                            1.00E+17                                  6.25                            9/20/2006                                    18                                 6.25                                     0
      1042                                   300                                 43500                            8/20/2006                                295.56                             43499.97                                        10                  No MI                                            1.00E+17                                   6.5                            9/20/2006                                    18                                  6.5                                     0
      1043                                   300                                 43000                            8/20/2006                                291.52                             42905.26                                        10                  No MI                                            1.00E+17                                   6.5                            9/20/2006                                    18                                  6.5                                     0
      1044                                   300                                 54000                            8/20/2006                                 366.9                                54000                                        10                  No MI                                            1.00E+17                                   6.5                            9/20/2006                                    18                                  6.5                                     0
      1045                                   300                                 73500                            8/20/2006                                 499.4                                73500                                        10                  No MI                                            1.00E+17                                  5.75                           10/20/2006                                    18                                 5.75                                     0
      1046                                   300                                 29400                            8/20/2006                                199.76                                29400                                        20                  No MI                                            1.00E+17                                  5.75                            9/20/2006                                    18                                 5.75                                     0
      1047                                   300                                130000                            8/20/2006                               1025.75                               130000                               18.56999969                  No MI                                            1.00E+17                                  5.75                           10/20/2006                                    18                                 5.75                                     0
      1048                                   300                                 40000                            8/20/2006                                270.36                                40000                                        10                  No MI                                            1.00E+17                                     6                            9/20/2006                                    18                                    6                                     0
      1049                                   300                                 21000                            8/20/2006                           162.0814061                                21000                               8.239999771                  No MI                                            1.00E+17                                   3.5                            9/20/2006                                    18                                  3.5                                     0
      1050                                   300                                 98400                            8/20/2006                                668.58                                98400                                        20                  No MI                                            1.00E+17                                  4.25                           10/20/2006                                    18                                 4.25                                     0
      1051                                   300                                 86500                            8/20/2006                                587.64                                86500                               16.31999969                  No MI                                            1.00E+17                                  3.75                            9/20/2006                                    18                                 3.75                                     0
      1052                                   300                                 53000                            8/20/2006                                326.14                                48000                                        10                  No MI                                            1.00E+17                                  6.25                           10/20/2006                                    18                                 6.25                                     0
      1053                                   300                                 70000                            8/20/2006                                475.62                                70000                                        20                  No MI                                            1.00E+17                                   4.5                            9/20/2006                                    18                                  4.5                                     0
      1054                                   300                                 45200                            8/20/2006                                307.11                                45200                                        20                  No MI                                            1.00E+17                                  4.25                           10/20/2006                                    18                                 4.25                                     0
      1055                                   300                                124000                            6/25/2005                                  0.36                                40.65                               20.32999992                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      1056                                   300                                 51790                             6/9/2005                                444.68                             50480.26                                        20                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      1057                                   300                                110000                             7/1/2005                                808.05                             47822.81                                        20                  No MI                                            1.00E+17                                   2.3                             9/1/2006                                    18                                  2.3                                     0
      1058                                   300                                 84000                             7/1/2005                                692.63                             82530.18                                        15                  No MI                                            1.00E+17                                 1.275                             9/1/2006                                    18                                1.275                                     0
      1059                                   300                                135000                             7/1/2005                               1061.74                            133855.48                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      1060                                   300                                 60000                             7/1/2005                                548.64                             59598.82                                        20                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      1061                                   300                                 95990                             7/3/2005                                885.29                             95941.15                                        20                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
      1062                                   300                                100000                             7/1/2005                                900.46                              99959.4                               19.39999962                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
      1063                                   300                                100000                             7/1/2005                               1005.97                             99994.52                               19.04999924                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      1064                                   300                                 82200                             7/7/2005                                629.68                             79579.07                                        20                  No MI                                            1.00E+17                                 0.775                             9/1/2006                                    18                                0.775                                     0
      1065                                   300                                 84800                             6/9/2005                                792.04                             84629.25                                        20                  No MI                                            1.00E+17                                 2.425                             9/1/2006                                    18                                2.425                                     0
      1066                                   300                                 82000                            6/13/2005                                756.65                                82000                                        20                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
      1067                                   300                                270000                            9/15/2005                               2361.97                            269411.65                                        10                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      1068                                   300                                650000                             9/1/2005                               5658.56                               650000                               16.04999924                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      1069                                   300                                108600                             9/1/2005                               1014.55                            108595.42                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 5.25                                     0
      1070                                   300                                176000                            9/15/2005                               1657.25                            175841.15                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1071                                   300                                 18000                            10/1/2005                                169.54                             16679.46                                        10                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1072                                   300                                 42100                            10/1/2005                                 71.06                                71.06                                        10                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1073                                   300                                 72735                            10/1/2005                                633.19                                72735                                        10                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      1074                                   300                                 62000                            10/1/2005                                618.73                                62000                                        10                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1075                                   300                                 43500                            10/1/2005                                131.57                               131.57                                        10                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1076                                   300                                 50600                             4/1/2006                                536.85                             50567.87                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1077                                   300                                 40500                             4/1/2006                                343.32                             35034.59                               15.01000023                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1078                                   300                                 67800                             4/1/2006                                748.59                                67800                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1079                                   300                                 60400                             4/1/2006                                602.76                                60400                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1080                                   300                                 74000                             4/1/2006                                816.92                             73987.97                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1081                                   300                                 50000                             4/1/2006                                498.97                                50000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1082                                   300                                 31200                             4/1/2006                                337.86                                31200                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1083                                   300                                 19100                             4/1/2006                                176.41                                19100                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      1084                                   300                                 90700                             4/1/2006                                905.14                                90700                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1085                                   300                                 89000                             4/1/2006                                944.86                                89000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1086                                   300                                 34700                             4/1/2006                                 298.4                                34700                               14.15999985                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      1087                                   300                                 39600                             4/1/2006                                202.09                              10345.4                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1088                                   300                                 21100                             4/1/2006                                203.85                                21100                               9.989999771                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
      1089                                   300                                 48000                             4/1/2006                                509.59                                48000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1090                                   300                                 50000                             5/1/2006                                456.51                                50000                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1091                                   300                                 59400                             5/1/2006                                589.93                                59400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1092                                   300                                 34000                             5/1/2006                                 339.3                                34000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1093                                   300                                 33000                             5/1/2006                                266.18                             27979.92                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      1094                                   300                                 62000                             5/1/2006                                697.71                                62000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1095                                   300                                123800                             5/1/2006                                1118.4                             123141.5                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1096                                   300                                120000                             5/1/2006                                1121.1                               120000                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1097                                   300                                 15000                             5/1/2006                                141.54                                14980                                         6                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      1098                                   300                                 39000                             5/1/2006                                366.76                                39000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1099                                   300                                 57000                             5/1/2006                                 616.1                             56891.45                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1100                                   300                                 66000                             5/1/2006                                698.75                              65752.6                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1101                                   300                                 89000                             5/1/2006                                820.01                             88945.85                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1102                                   300                                 42300                             5/1/2006                                408.35                             41809.02                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1103                                   300                                 57000                             5/1/2006                                605.14                                57000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1104                                   300                                 53000                             5/1/2006                                596.43                                53000                               20.01000023                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1105                                   300                                 89350                             5/1/2006                                891.66                                89350                               14.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1106                                   300                                 54000                             5/1/2006                                573.29                                54000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1107                                   300                                 35000                             5/1/2006                                349.28                                35000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1108                                   300                                 38200                             6/1/2006                                381.11                             38187.71                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1109                                   300                                 44550                             5/1/2006                                472.02                             44461.07                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1110                                   300                                 59000                             5/1/2006                                601.22                             58983.66                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1111                                   300                                 98200                             5/1/2006                               1038.81                             97849.26                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1112                                   300                                 58950                             5/1/2006                                 537.2                                58635                               19.98999977                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1113                                   300                                 73000                             5/1/2006                                743.64                             72951.24                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1114                                   300                                 57000                             5/1/2006                                555.04                             56827.44                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1115                                   300                                 66400                             5/1/2006                                704.93                                66400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1116                                   300                                 41900                             5/1/2006                                442.59                             41689.54                               19.95999908                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1117                                   300                                 92000                             5/1/2006                                976.71                                92000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1118                                   300                                 52000                             5/1/2006                                574.14                                52000                               19.62000084                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1119                                   300                                 25000                             6/1/2006                                190.75                                25000                               16.45000076                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1120                                   300                                 34000                            6/24/2006                                 339.3                                34000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1121                                   300                                 92000                             5/1/2006                                913.27                             91480.74                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1122                                   300                                 68300                             5/1/2006                                681.27                             68266.77                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1123                                   300                                 42100                             5/1/2006                                446.71                             42077.34                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1124                                   300                                 43000                             5/1/2006                                465.64                                43000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1125                                   300                                 93900                             5/1/2006                                932.06                             93398.34                               20.01000023                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1126                                   300                                 48950                             6/1/2006                                 478.1                                48950                               19.98999977                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1127                                   300                                 61400                             6/1/2006                                677.92                                61400                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1128                                   300                                 25200                             6/1/2006                                294.07                             25059.12                                        20                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      1129                                   300                                 85500                             6/1/2006                                 871.4                                85500                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1130                                   300                                114000                             6/1/2006                               1136.53                               113850                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1131                                   300                                 48000                             6/1/2006                                468.82                                48000                               20.01000023                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1132                                   300                                 54200                             6/1/2006                                575.41                                54200                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1133                                   300                                 70850                             6/1/2006                                707.04                                70850                               19.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1134                                   300                                 89000                             6/1/2006                                888.17                             88999.54                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1135                                   300                                 17000                             6/1/2006                                176.87                                17000                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1136                                   300                                 24200                             6/1/2006                                 221.6                             24188.74                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1137                                   300                                 42200                             6/1/2006                                465.93                                42200                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1138                                   300                                184000                             6/1/2006                               1875.29                               184000                               24.86000061                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1139                                   300                                108000                             6/1/2006                                634.69                               108000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1140                                   300                                 85000                             6/1/2006                                 902.4                                85000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1141                                   300                                 73500                             6/1/2006                                733.48                             73489.76                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1142                                   300                                 55600                             6/1/2006                                547.24                                55600                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1143                                   300                                 38250                             6/1/2006                                219.28                                38250                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1144                                   300                                 80000                             7/1/2006                                 491.5                             79998.27                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1145                                   300                                 45800                             6/1/2006                                457.06                                45800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1146                                   300                                 89800                             6/1/2006                                883.86                                89800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1147                                   300                                 54450                             6/1/2006                                569.12                                54450                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1148                                   300                                 45000                             6/1/2006                                372.64                                45000                               5.559999943                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      1149                                   300                                 30000                             6/1/2006                                298.95                              29956.4                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1150                                   300                                 81000                             6/1/2006                                808.34                                81000                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1151                                   300                                 63000                             7/1/2006                                414.41                             61983.69                                        15                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      1152                                   300                                 69000                             7/1/2006                                402.42                                69000                                        10                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      1153                                   300                                 24400                             7/1/2006                                162.11                                24400                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1154                                   300                                 42000                             7/1/2006                                300.61                                42000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1155                                   300                                 36000                             7/1/2006                                240.77                             35953.77                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1156                                   300                                 26800                             7/1/2006                                153.64                                26800                               10.01000023                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
      1157                                   300                                 48600                             7/1/2006                                 297.6                                48600                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1158                                   300                                 27500                             7/1/2006                                165.85                                27500                                        10                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      1159                                   300                                 62000                             7/1/2006                                429.76                                62000                               19.87000084                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1160                                   300                                133000                             5/1/2006                                722.84                            130839.79                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      1161                                   300                                 36800                             3/1/2006                                278.71                             35297.49                               8.760000229                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      1162                                   240                                 62000                            8/31/2005                                445.67                             60745.76                               16.31999969                  No MI                                                                                      0.25                             9/1/2006                                    25                                  3.5                                     0
      1163                                   240                                 98000                            8/31/2005                                720.93                             94220.91                               19.21999931                  No MI                                                                                     0.625                             9/1/2006                                    25                                 3.55                                     0
      1164                                   240                                 42000                            8/31/2005                           398.3770772                             41776.04                               16.28000069                  No MI                                                                                       1.5                             9/1/2006                                    25                                 3.55                                     0
      1165                                   240                                114800                            8/31/2005                                893.71                             99459.63                               35.88000107                  No MI                                                                                     2.125                             9/1/2006                                    25                                 3.55                                     0
      1166                                   240                                246000                            8/31/2005                               1739.81                               244900                               29.63999939                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      1167                                   240                                142800                            8/31/2005                                 712.8                              93008.1                                        85                  No MI                                                                                      0.25                             9/1/2006                                    25                                  3.5                                     0
      1168                                   240                                 41300                            8/31/2005                                321.94                             40418.32                               9.989999771                  No MI                                                                                         1                             9/1/2006                                    25                                 3.55                                     0
      1169                                   240                                190000                            8/31/2005                               1259.64                            180529.24                               60.97000122                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      1170                                   240                                 98950                            9/30/2005                                892.55                             98714.79                               14.98999977                  No MI                                                                                      2.25                             9/1/2006                                    25                                  3.5                                     0
      1171                                   240                                 30000                            8/31/2005                                212.45                                27799                               7.559999943                  No MI                                                                                     0.625                             9/1/2006                                    25                                  3.5                                     0
      1172                                   240                               1350000                            8/31/2005                               7237.45                            974467.14                               40.90999985                  No MI                                                                                     0.375                             9/1/2006                                    25                                 3.55                                     0
      1173                                   240                                 45100                            8/31/2005                                294.28                             39322.23                               30.88999939                  No MI                                                                                       0.5                             9/1/2006                                    25                                  3.5                                     0
      1174                                   240                                 25500                            8/31/2005                                225.56                             25233.91                                        10                  No MI                                                                                     2.125                             9/1/2006                                    25                                  3.5                                     0
      1175                                   240                                 80000                            8/31/2005                                713.09                             79812.51                               11.43000031                  No MI                                                                                     2.125                             9/1/2006                                    25                                  3.5                                     0
      1176                                   240                                 91500                            8/31/2005                                497.21                             67930.16                               29.04999924                  No MI                                                                                      0.75                             9/1/2006                                    25                                  3.5                                     0
      1177                                   240                                 25000                            8/31/2005                                196.47                             24673.22                               15.63000011                  No MI                                                                                         1                             9/1/2006                                    25                                  3.5                                     0
      1178                                   240                                 75500                            8/31/2005                                545.15                              71637.1                               19.96999931                  No MI                                                                                       0.5                             9/1/2006                                    25                                  3.5                                     0
      1179                                   240                                 87000                            9/30/2005                                320.58                             42545.95                               25.59000015                  No MI                                                                                         1                             9/1/2006                                    25                                  3.5                                     0
      1180                                   240                                137299                            9/30/2005                               1004.95                               137299                               25.65999985                  No MI                                                                                      0.25                             9/1/2006                                    25                                  3.5                                     0
      1181                                   240                                 44000                            9/30/2005                                291.56                             34723.95                               32.59000015                  No MI                                                                                       1.5                             9/1/2006                                    25                                  3.5                                     0
      1182                                   240                                 86918                            9/30/2005                                465.88                             53432.83                                      30.5                  No MI                                                                                     1.875                             9/1/2006                                    25                                  3.5                                     0
      1183                                   240                                 50000                            9/30/2005                                290.88                             40274.38                               19.61000061                  No MI                                                                                     0.125                             9/1/2006                                    25                                 3.55                                     0
      1184                                   240                                 95200                            9/30/2005                                717.13                             95082.65                               8.260000229                  No MI                                                                                         1                             9/1/2006                                    25                                 3.55                                     0
      1185                                   240                                172462                            9/30/2005                               1295.91                            169472.06                               45.99000168                  No MI                                                                                     0.625                             9/1/2006                                    25                                 3.55                                     0
      1186                                   240                                194000                            9/30/2005                                781.69                            106478.82                               46.18999863                  No MI                                                                                      0.25                             9/1/2006                                    25                                  3.5                                     0
      1187                                   240                                 25000                            9/30/2005                                 168.2                             21116.06                               10.65999985                  No MI                                                                                         1                             9/1/2006                                    25                                  3.5                                     0
      1188                                   240                                 78718                            9/30/2005                           695.6393958                             38435.84                               24.98999977                  No MI                                                                                       0.5                             9/1/2006                                    25                                 3.55                                     0
      1189                                   240                                 75900                            9/30/2005                                496.18                             65684.61                               9.989999771                  No MI                                                                                     0.625                             9/1/2006                                    25                                  3.5                                     0
      1190                                   240                                105000                            9/30/2005                                367.69                             45750.46                                        84                  No MI                                                                                      0.75                             9/1/2006                                    25                                  3.5                                     0
      1191                                   240                                123550                           10/31/2005                           1072.195605                            119930.98                               30.57999992                  No MI                                                                                      0.25                             9/1/2006                                    25                                  3.5                                     0
      1192                                   240                                 32000                            9/30/2005                           293.0773868                             31294.47                               9.409999847                  No MI                                                                                         1                             9/1/2006                                    25                                  3.5                                     0
      1193                                   240                                 70000                            9/30/2005                           618.5974962                             66605.47                               19.44000053                  No MI                                                                                       0.5                             9/1/2006                                    25                                  3.5                                     0
      1194                                   240                                110180                           10/31/2005                                851.53                            109875.04                               43.54999924                  No MI                                                                                      0.75                             9/1/2006                                    25                                 3.55                                     0
      1195                                   240                                 25500                            9/30/2005                                202.79                             25456.07                               9.960000038                  No MI                                                                                         1                             9/1/2006                                    25                                 3.55                                     0
      1196                                   240                                 30000                            9/30/2005                                209.03                             26243.27                               57.36000061                  No MI                                                                                         1                             9/1/2006                                    25                                  3.5                                     0
      1197                                   240                                 55000                           10/31/2005                                375.05                             49059.73                                     20.75                  No MI                                                                                     0.625                             9/1/2006                                    25                                  3.5                                     0
      1198                                   240                                 78500                            9/30/2005                                 99.11                             12443.05                               34.88999939                  No MI                                                                                         1                             9/1/2006                                    25                                  3.5                                     0
      1199                                   240                                220000                            9/30/2005                               1735.98                            217943.88                               38.25999832                  No MI                                                                                         1                             9/1/2006                                    25                                 3.55                                     0
      1200                                   240                                 50000                            9/30/2005                           457.9334169                             49930.62                               12.60000038                  No MI                                                                                         1                             9/1/2006                                    25                                 3.55                                     0
      1201                                   240                                142900                            9/30/2005                               1137.82                            142847.71                               28.02000046                  No MI                                                                                         1                             9/1/2006                                    25                                 3.55                                     0
      1202                                   240                                150400                            9/30/2005                                 54.06                                 61.3                                        80                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      1203                                   240                                 39200                           10/31/2005                                310.15                             38938.12                               17.81999969                  No MI                                                                                         1                             9/1/2006                                    25                                  3.5                                     0
      1204                                   240                                101500                           10/31/2005                                554.65                                74980                               14.93000031                  No MI                                                                                      0.75                             9/1/2006                                    25                                 3.55                                     0
      1205                                   240                                 62000                           10/31/2005                                275.76                             37752.73                               19.20000076                  No MI                                                                                     0.375                             9/1/2006                                    25                                  3.5                                     0
      1206                                   240                                332000                           10/31/2005                               2402.83                            332076.28                               26.55999947                  No MI                                                                                     0.375                             9/1/2006                                    25                                  3.5                                     0
      1207                                   240                                433600                           10/31/2005                               2178.72                            291624.89                               58.99000168                  No MI                                                                                      0.25                             9/1/2006                                    25                                  3.5                                     0
      1208                                   240                                 52000                           10/31/2005                                380.53                              51988.1                               21.67000008                  No MI                                                                                      0.25                             9/1/2006                                    25                                  3.5                                     0
      1209                                   240                                 33000                           10/31/2005                                310.96                             32458.77                               10.52000046                  No MI                                                                                     2.875                             9/1/2006                                    25                                  3.5                                     0
      1210                                   240                                146500                           10/31/2005                               1102.89                            146373.91                               16.54999924                  No MI                                                                                         1                             9/1/2006                                    25                                 3.55                                     0
      1211                                   240                                160000                           10/31/2005                                248.18                             34934.87                               39.02000046                  No MI                                                                                         0                             9/1/2006                                    25                                 3.55                                     0
      1212                                   240                                100000                           10/31/2005                                739.08                             99667.27                               24.48999977                  No MI                                                                                     0.375                             9/1/2006                                    25                                 3.55                                     0
      1213                                   240                                132000                           10/31/2005                                134.32                             15998.36                                        15                  No MI                                                                                       1.5                             9/1/2006                                    25                                 3.55                                     0
      1214                                   240                                 78900                           10/31/2005                                426.66                             53565.42                               34.56000137                  No MI                                                                                         1                             9/1/2006                                    25                                  3.5                                     0
      1215                                   240                                 15000                           11/30/2005                                124.32                                15000                               4.349999905                  No MI                                                                                     1.375                             9/5/2006                                    25                                 3.55                                     0
      1216                                   240                                250000                           11/30/2005                                 217.5                             27240.56                               43.65999985                  No MI                                                                                         1                             9/1/2006                                    25                                 3.55                                     0
      1217                                   240                                 58000                           11/30/2005                                446.12                             57563.79                               14.80000019                  No MI                                                                                      0.75                             9/1/2006                                    25                                 3.55                                     0
      1218                                   240                                125000                           11/30/2005                                  80.9                             10601.63                               16.45000076                  No MI                                                                                         1                             9/1/2006                                    25                                  3.5                                     0
      1219                                   240                                100000                           11/30/2005                                223.66                             32983.97                               25.02000046                  No MI                                                                                         0                             9/1/2006                                    25                                 4.06                                     0
      1220                                   240                                345950                           11/30/2005                               1345.97                            189462.47                               30.07999992                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      1221                                   240                                 96000                           11/30/2005                                816.25                                96000                               17.78000069                  No MI                                                                                     1.625                             9/1/2006                                    25                                 3.55                                     0
      1222                                   240                                150000                           11/30/2005                               1145.01                            149824.05                               23.62000084                  No MI                                                                                     0.625                             9/1/2006                                    25                                 4.06                                     0
      1223                                   240                                 54750                           11/30/2005                           510.3418253                                54750                                        15                  No MI                                                                                      1.25                             9/1/2006                                    25                                 4.06                                     0
      1224                                   240                                248500                           11/30/2005                               1482.99                            199673.46                               42.11999893                  No MI                                                                                     0.375                             9/1/2006                                    25                                 4.06                                     0
      1225                                   240                                 65000                           11/30/2005                            553.842674                             63886.04                               34.31999969                  No MI                                                                                         0                             9/1/2006                                    25                                    4                                     0
      1226                                   240                                200000                           11/30/2005                               1714.92                            196693.45                               37.29000092                  No MI                                                                                     1.875                             9/1/2006                                    25                                 4.06                                     0
      1227                                   240                                378000                           11/30/2005                               2926.83                             367448.2                               32.31000137                  No MI                                                                                         1                             9/1/2006                                    25                                 3.55                                     0
      1228                                   240                               1139500                           12/31/2005                               8125.93                           1139361.06                                        53                  No MI                                                                                      0.25                             9/1/2006                                    25                                  3.5                                     0
      1229                                   240                                 48200                           11/30/2005                                409.53                             48160.26                               17.05999947                  No MI                                                                                     1.625                             9/1/2006                                    25                                  3.5                                     0
      1230                                   240                                138900                           11/30/2005                               1045.52                               138900                               19.98999977                  No MI                                                                                       0.5                             9/1/2006                                    25                                    4                                     0
      1231                                   240                                 50000                           11/30/2005                                381.37                             47814.79                               8.880000114                  No MI                                                                                         1                             9/1/2006                                    25                                    4                                     0
      1232                                   240                                 25000                           11/30/2005                                201.29                             24271.07                               7.489999771                  No MI                                                                                     1.375                             9/1/2006                                    25                                 4.06                                     0
      1233                                   240                                140000                           11/30/2005                                455.86                                60501                               16.87000084                  No MI                                                                                         1                             9/1/2006                                    25                                  3.5                                     0
      1234                                   240                                500000                           11/30/2005                               3767.36                               500000                               15.63000011                  No MI                                                                                       0.5                             9/1/2006                                    25                                  3.5                                     0
      1235                                   240                                 90000                           11/30/2005                                667.46                             88619.47                               23.94000053                  No MI                                                                                       0.5                             9/1/2006                                    25                                  3.5                                     0
      1236                                   240                                 70000                           12/31/2005                                523.82                             69368.18                               16.46999931                  No MI                                                                                       0.5                             9/1/2006                                    25                                    4                                     0
      1237                                   240                                100000                           12/31/2005                                 716.8                             99826.09                               28.56999969                  No MI                                                                                     0.625                             9/1/2006                                    25                                 4.06                                     0
      1238                                   240                                 80000                           12/31/2005                           700.6006933                             49998.21                               19.28000069                  No MI                                                                                     0.375                             9/1/2006                                    25                                 4.06                                     0
      1239                                   240                                 39800                           12/31/2005                                 300.8                             39353.41                               14.47000027                  No MI                                                                                     1.125                             9/1/2006                                    25                                    4                                     0
      1240                                   300                                165000                             2/1/2006                               1471.44                               165000                                        15                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      1241                                   300                                140000                             3/1/2006                               1426.85                               140000                                        20                  No MI                                            1.00E+16                                  0.04                             9/1/2006                                    18                                    4                                     0
      1242                                   300                                 39200                             3/1/2006                                430.14                             38958.34                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1243                                   300                                190000                            4/20/2006                           2036.313192                            189453.42                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1244                                   300                                 29950                            5/20/2006                                413.35                                29950                                        10                  No MI                                            1.00E+17                                     8                             9/1/2006                                    18                                    8                                     0
      1245                                   300                                 58399                             6/1/2006                                743.99                                58399                                        10                  No MI                                                                                      6.75                             9/1/2006                                    18                                 6.75                                     0
      1246                                   240                                 50200                            1/31/2006                                   233                             30064.27                                     18.25                  No MI                                                                                      0.75                             9/1/2006                                    25                                  3.5                                     0
      1247                                   240                                150000                           12/31/2005                               1191.13                            149539.93                               35.29000092                  No MI                                                                                         1                             9/1/2006                                    25                                 3.55                                     0
      1248                                   240                                250000                            1/31/2006                                883.19                            113885.81                               86.80999756                  No MI                                                                                      0.75                             9/1/2006                                    25                                 3.55                                     0
      1249                                   240                                 45000                           12/31/2005                           445.4988431                             43538.61                               42.74000168                  No MI                                                                                     2.125                             9/1/2006                                    25                                 3.55                                     0
      1250                                   240                                 25000                           12/31/2005                                156.52                             22063.06                                8.56000042                  No MI                                                                                        -1                             9/1/2006                                    25                                 3.55                                     0
      1251                                   240                                100000                           12/31/2005                                695.65                             99428.43                               26.53000069                  No MI                                                                                    -0.125                             9/1/2006                                    25                                 3.55                                     0
      1252                                   240                                 44000                           12/31/2005                                205.18                             29696.71                               21.20000076                  No MI                                                                                     -0.25                             9/1/2006                                    25                                  3.5                                     0
      1253                                   240                                 50000                           12/31/2005                                 128.2                             17515.24                               27.45999908                  No MI                                                                                      0.25                             9/1/2006                                    25                                 3.55                                     0
      1254                                   240                                 30000                           12/31/2005                                 72.44                                11000                               11.76000023                  No MI                                                                                     -0.25                             9/1/2006                                    25                                  3.5                                     0
      1255                                   240                                 74900                           12/31/2005                                697.56                              74489.6                               17.82999992                  No MI                                                                                     2.625                             9/1/2006                                    25                                 3.55                                     0
      1256                                   240                                 50000                           12/31/2005                                468.17                             49993.97                               13.69999981                  No MI                                                                                     2.625                             9/1/2006                                    25                                 3.55                                     0
      1257                                   240                                169000                           12/31/2005                               1051.44                            136903.18                               31.10000038                  No MI                                                                                     0.625                             9/1/2006                                    25                                 4.06                                     0
      1258                                   240                                231000                           12/31/2005                               1398.23                            196818.37                               84.93000031                  No MI                                                                                         0                             9/1/2006                                    25                                 4.06                                     0
      1259                                   240                                 50000                           12/31/2005                                358.65                                49000                               13.52000046                  No MI                                                                                      0.25                             9/1/2006                                    25                                 4.06                                     0
      1260                                   300                                 41000                             5/1/2006                                556.03                                41000                               8.909999847                  No MI                                            1.00E+17                                   8.5                             9/1/2006                                    18                                  8.5                                     0
      1261                                   300                                173000                            4/20/2006                               1481.16                            172151.99                               29.31999969                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1262                                   300                                 50000                            4/20/2006                                595.27                                49700                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      1263                                   300                                 33500                            4/20/2006                                441.01                                33500                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      1264                                   300                                 61000                            4/20/2006                                 621.7                                61000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1265                                   300                                 97308                            4/20/2006                           1024.871348                                97308                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1266                                   300                                 51200                            4/20/2006                                675.89                             50527.15                               9.989999771                  No MI                                            1.00E+17                                   7.5                             9/1/2006                                    18                                  7.5                                     0
      1267                                   300                                 16250                            4/20/2006                                192.63                             16200.17                                         5                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      1268                                   300                                 45800                            4/20/2006                                495.96                                45800                                        10                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1269                                   300                                 34400                            4/20/2006                                334.88                              34286.9                               14.97000027                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1270                                   300                                 70400                            4/20/2006                                732.45                                70400                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1271                                   300                                 90000                            4/20/2006                                908.37                             89128.08                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1272                                   300                                 42550                            4/20/2006                                429.65                             42156.56                               19.98999977                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1273                                   300                                 42000                            4/20/2006                                436.14                             41919.95                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1274                                   300                                 69548                            4/20/2006                                722.09                             69404.61                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1275                                   300                                 62000                            4/20/2006                                710.88                                62000                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1276                                   300                                 70200                            4/20/2006                                715.26                                70180                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1277                                   300                                 40000                            4/20/2006                                 501.1                                40000                               9.979999542                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      1278                                   300                                 79000                            4/20/2006                           1027.203977                                79000                               12.27999973                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      1279                                   300                                 41000                            2/20/2006                                452.68                                41000                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1280                                   300                                 38541                            2/20/2006                                374.89                             38383.56                                        10                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1281                                   300                                 17200                            2/20/2006                                200.86                                17200                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      1282                                   300                                 40500                            2/20/2006                                421.37                                40500                                        10                  No MI                                                                                         4                             9/1/2006                                    18                                    4                                     0
      1283                                   300                                 70998                            4/20/2006                                 723.6                                70998                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1284                                   300                                 61000                            4/20/2006                                731.79                                61000                                        20                  No MI                                            1.00E+17                                 5.875                             9/1/2006                                    18                                5.875                                     0
      1285                                   300                                122449                            4/20/2006                           1312.339548                               122449                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1286                                   300                                 47500                            4/20/2006                                551.51                             47226.39                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      1287                                   300                                 33800                            4/20/2006                                 430.6                                33800                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1288                                   300                                 28500                            4/20/2006                                326.77                                28500                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1289                                   300                                 70000                            2/20/2006                                720.21                             69223.29                                        20                  No MI                                            1.00E+16                                     4                             9/1/2006                                    18                                    4                                     0
      1290                                   300                                 65500                            4/20/2006                                441.67                             41602.92                                        10                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1291                                   300                                 48000                            4/20/2006                           487.9051032                                48000                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1292                                   300                                 54000                            4/20/2006                                679.32                             53000.01                               6.139999866                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1293                                   300                                 17300                            4/20/2006                                202.03                                17300                               6.460000038                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      1294                                   300                                 20200                            2/20/2006                                205.33                                20200                               14.96000004                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1295                                   300                                 33780                            4/20/2006                           380.9827656                             33592.59                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1296                                   300                                 40500                            4/20/2006                           479.7897169                                40500                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      1297                                   300                                110600                            4/20/2006                               1174.18                               110600                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1298                                   300                                 40300                            4/20/2006                                 355.9                                40250                               14.97999954                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1299                                   300                                 50000                            4/20/2006                                552.05                                50000                                        10                  No MI                                                                                      4.75                             9/1/2006                                    18                                 4.75                                     0
      1300                                   300                                 18200                            4/20/2006                                235.73                                18200                                        13                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      1301                                   300                                 30990                            4/20/2006                                 394.8                                30990                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1302                                   300                                 59900                            4/20/2006                                679.46                             59259.97                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1303                                   300                                 71500                            4/20/2006                            874.393185                             71395.05                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      1304                                   300                                 86000                            4/20/2006                                873.61                             85758.07                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1305                                   300                                 41000                            4/20/2006                                495.67                             40961.16                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      1306                                   300                                 25200                            4/20/2006                                205.41                             25075.13                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1307                                   300                                 44500                            4/20/2006                                491.33                                44500                                         5                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1308                                   300                                 49500                            4/20/2006                                588.58                                49500                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      1309                                   300                                 45000                            4/20/2006                                476.07                             44842.81                                        10                  No MI                                                                                      4.25                             9/1/2006                                    18                                 4.25                                     0
      1310                                   300                                 49700                            4/20/2006                                595.08                             49168.96                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      1311                                   300                                 42500                            2/20/2006                                514.37                                42500                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      1312                                   300                                 59200                             9/1/2005                                660.75                             59111.02                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1313                                   300                                 37000                             9/1/2005                                220.76                             18195.77                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1314                                   300                                 52700                            7/16/2005                                525.92                                52700                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1315                                   300                                195000                             2/9/2006                               1469.83                               195000                                        10                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      1316                                   300                                 71900                           10/15/2005                                 660.6                                71250                               20.03000069                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1317                                   300                                158750                           10/15/2005                               1496.17                            158749.99                                        25                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1318                                   300                                 75000                           10/15/2005                                573.97                             74687.93                               5.769999981                  No MI                                            1.00E+17                                 1.375                             9/1/2006                                    18                                1.375                                     0
      1319                                   300                                173800                           10/15/2005                               1790.38                               173800                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1320                                   300                                 13800                            9/15/2005                                 108.8                             13575.03                                        10                  No MI                                            1.00E+17                                 1.125                             9/1/2006                                    18                                1.125                                     0
      1321                                   300                                 50800                            11/1/2005                                442.21                              50797.1                                        10                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      1322                                   300                                 70000                            11/1/2005                                604.16                                69400                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      1323                                   300                                 41100                            11/1/2005                                388.49                             40659.19                                        10                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1324                                   300                                 28900                            11/1/2005                                304.97                                28900                               9.970000267                  No MI                                            1.00E+17                                 4.175                             9/1/2006                                    18                                4.175                                     0
      1325                                   300                                 37500                            11/1/2005                                334.42                                37500                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      1326                                   300                                 98500                             5/1/2006                               1317.52                                98490                               14.81000042                  No MI                                            1.00E+17                                   7.5                             9/1/2006                                    18                                  7.5                                     0
      1327                                   300                                 54000                            4/20/2006                                630.62                                54000                               9.989999771                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      1328                                   300                                 39084                            4/20/2006                                397.98                             39048.84                                        10                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1329                                   300                                 63500                            4/20/2006                                835.77                             63487.26                               9.770000458                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      1330                                   300                                120000                            4/20/2006                               1298.41                            119904.06                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1331                                   300                                 56900                             5/1/2006                                736.97                                56900                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      1332                                   300                                 96000                             5/1/2006                           1119.019087                             95978.71                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1333                                   300                                 66500                            4/20/2006                                818.95                                66500                               10.64000034                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      1334                                   300                                 57000                            4/20/2006                                810.88                                57000                                        10                  No MI                                            1.00E+16                                   8.5                             9/1/2006                                    18                                  8.5                                     0
      1335                                   300                                 34250                            4/20/2006                                 421.7                             34242.96                                         5                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      1336                                   300                                100000                            4/20/2006                               1337.67                               100000                               14.28999996                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      1337                                   300                                 29500                            4/20/2006                                363.09                             29483.28                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      1338                                   300                                118000                            4/20/2006                               1277.79                               118000                                        20                  No MI                                                                                       4.5                             9/1/2006                                    18                                  4.5                                     0
      1339                                   300                                 80100                            4/20/2006                                833.37                                80100                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1340                                   300                                 26500                            4/20/2006                                342.88                             26473.29                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      1341                                   300                                 86000                            4/20/2006                                876.49                                86000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1342                                   300                                 96000                            4/20/2006                                937.52                             95987.67                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1343                                   300                                 64000                            4/20/2006                                638.68                                64000                                        20                  No MI                                                                                      3.75                             9/1/2006                                    18                                 3.75                                     0
      1344                                   300                                 57000                            4/20/2006                                617.24                                57000                                        10                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1345                                   300                                 60900                            4/20/2006                                706.82                                60525                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      1346                                   300                                 31800                            4/20/2006                                384.87                                31800                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      1347                                   300                                110000                            4/20/2006                               1097.74                               110000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1348                                   300                                 62000                            2/20/2006                                789.86                                62000                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1349                                   300                                103000                            2/20/2006                               1465.28                               103000                               15.36999989                  No MI                                            1.00E+17                                   8.5                             9/1/2006                                    18                                  8.5                                     0
      1350                                   300                                 55500                            4/20/2006                                742.41                                55500                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      1351                                   300                                 48000                            2/20/2006                                437.75                             47945.89                                        10                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1352                                   300                                 44014                            4/20/2006                                517.28                             43504.38                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      1353                                   300                                 24680                            4/20/2006                                 265.7                             24536.58                                        10                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1354                                   300                                 53000                            4/20/2006                                618.94                                53000                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      1355                                   300                                 43500                            4/20/2006                                   508                                43500                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      1356                                   300                                 50300                            2/20/2006                                512.65                                50300                               14.98999977                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1357                                   300                                 72000                            4/20/2006                                696.69                             71330.05                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1358                                   300                                 55500                            4/20/2006                                754.19                                55500                               9.909999847                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      1359                                   300                                 65800                            4/20/2006                                 706.1                             65205.62                               9.989999771                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1360                                   300                                 48990                            4/20/2006                                500.85                             48435.03                                        10                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1361                                   300                                 35390                            4/20/2006                           392.4935974                                35390                                        10                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1362                                   300                                120600                            4/20/2006                                1126.6                            120589.26                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1363                                   300                                 45000                            4/20/2006                                567.75                             44565.41                                        10                  No MI                                                                                      6.75                             9/1/2006                                    18                                 6.75                                     0
      1364                                   300                                 50800                            4/20/2006                                591.09                             50615.05                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      1365                                   300                                 45000                            4/20/2006                                509.91                             44472.64                               9.890000343                  No MI                                                                                       5.5                             9/1/2006                                    18                                  5.5                                     0
      1366                                   300                                 21000                            4/20/2006                                269.08                             20774.75                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      1367                                   300                                 48000                            4/20/2006                                561.86                                48000                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      1368                                   300                                 92400                            4/20/2006                                935.98                             91836.75                                        20                  No MI                                            1.00E+16                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1369                                   300                                 19150                            4/20/2006                           237.8741983                                19150                               5.579999924                  No MI                                                                                      6.25                             9/1/2006                                    18                                 6.25                                     0
      1370                                   300                                 41000                            4/20/2006                                522.33                                41000                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1371                                   300                                 62000                            4/20/2006                                789.86                                62000                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1372                                   300                                 21000                            4/20/2006                                263.08                                21000                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1373                                   300                                 17500                            4/20/2006                                219.23                                17500                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1374                                   300                                135000                            4/20/2006                               1261.23                               135000                                     18.25                  No MI                                            1.00E+16                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1375                                   300                                122600                            4/20/2006                               1145.39                               122600                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1376                                   300                                 35400                            4/20/2006                                368.31                                35400                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1377                                   300                                 54400                            4/20/2006                                606.16                             53864.22                               9.979999542                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1378                                   300                                 19950                            2/20/2006                                181.32                             19859.31                                        10                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1379                                   300                                 90268                            2/20/2006                                824.16                                90268                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1380                                   300                                 76500                            2/20/2006                                775.19                             76059.86                                        10                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1381                                   300                                 22000                            4/20/2006                                190.88                             21926.58                                        10                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      1382                                   300                                123070                            4/20/2006                               1045.25                               123070                               9.979999542                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      1383                                   300                                 58151                             3/1/2006                                576.74                             57792.93                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1384                                   300                                 17400                            4/20/2006                           212.7893905                                17400                                        10                  No MI                                            1.00E+16                                     6                             9/1/2006                                    18                                    6                                     0
      1385                                   300                                 17600                            4/20/2006                           228.8454431                             16533.83                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      1386                                   300                                 19800                            3/20/2006                                180.85                             19369.32                                        10                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1387                                   300                                 74160                             3/1/2006                                813.77                             73703.36                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1388                                   300                                 38000                             4/1/2006                                371.15                                38000                                        20                  No MI                                            1.00E+16                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1389                                   300                                 40000                             4/1/2006                                446.95                             39724.93                                        10                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1390                                   300                                 66000                             3/1/2006                                658.38                             65973.38                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1391                                   300                                 94600                             3/1/2006                           961.5796409                                94600                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1392                                   300                                 29000                             3/1/2006                                381.41                             28972.81                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      1393                                   300                                 71200                             3/1/2006                                807.22                             70402.65                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1394                                   300                                 50600                             3/1/2006                            667.791089                                50600                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      1395                                   300                                139980                             3/1/2006                           1448.510507                               139980                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1396                                   300                                113000                             3/1/2006                               1122.69                               112500                               21.31999969                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1397                                   300                                 75440                             3/1/2006                                848.96                                75440                                        10                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1398                                   300                                 61980                             3/1/2006                           722.4666983                                61980                                        20                  No MI                                            1.00E+16                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1399                                   300                                 34500                             3/1/2006                           408.7097588                             34405.58                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      1400                                   300                                 30000                             3/1/2006                                293.01                                30000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1401                                   300                                 56000                             3/1/2006                                544.52                             55750.76                               9.890000343                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1402                                   300                                104000                             4/1/2006                               1030.67                            103279.35                                        20                  No MI                                            1.00E+16                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1403                                   300                                 69440                             3/1/2006                                884.65                                69440                               10.97000027                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1404                                   300                                 83000                             3/1/2006                                810.67                                83000                               18.44000053                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1405                                   300                                 69000                             3/1/2006                                767.23                             68177.77                                        10                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1406                                   300                                 79200                             3/1/2006                                790.37                                79200                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1407                                   300                                 23000                             3/1/2006                                241.76                             22774.96                               9.989999771                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1408                                   300                                 51000                             3/1/2006                                458.62                             50273.11                                        10                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1409                                   300                                 24500                             3/1/2006                                 258.5                             24349.14                                        10                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1410                                   300                                 58500                             4/1/2006                             573.36615                                58500                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1411                                   300                                 29500                             3/1/2006                           389.3248444                                29500                               7.849999905                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      1412                                   300                                 30500                             3/1/2006                                304.31                             30493.95                                        10                  No MI                                            1.00E+16                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1413                                   300                                 64000                             2/1/2006                                611.06                             63953.75                                        10                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1414                                   300                                 44500                             3/1/2006                                491.33                                44500                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1415                                   300                                 59000                             3/1/2006                                651.42                                59000                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1416                                   300                                 60000                             2/1/2006                                509.59                                60000                                        10                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      1417                                   300                                 55500                             3/1/2006                                   601                                55500                                        10                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1418                                   300                                130000                             3/1/2006                               1498.59                            128396.28                               18.44000053                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      1419                                   300                                 77000                             3/1/2006                                850.16                                77000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1420                                   300                                 72000                             3/1/2006                                 675.2                             69964.74                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1421                                   300                                 32500                             3/1/2006                                372.64                                32500                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1422                                   300                                 49900                             3/1/2006                                542.44                             49137.38                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1423                                   300                                 36700                             3/1/2006                           393.3299692                             18918.69                               8.909999847                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1424                                   300                                 25500                             3/1/2006                                335.46                             25484.29                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      1425                                   300                                 41400                             3/1/2006                                448.22                              41391.7                               8.960000038                  No MI                                            1.01E+16                                     5                             9/1/2006                                    18                                    5                                     0
      1426                                   300                                 98871                             4/1/2006                               1028.66                                98871                                        15                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1427                                   300                                 38295                             3/1/2006                                   496                                38295                                        10                  No MI                                            1.00E+17                                   7.5                             9/1/2006                                    18                                  7.5                                     0
      1428                                   300                                 57000                             3/1/2006                                556.73                                57000                               16.76000023                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1429                                   300                                 58300                             3/1/2006                                779.86                                58300                                        10                  No MI                                            1.00E+17                                     8                             9/1/2006                                    18                                    8                                     0
      1430                                   300                                 64500                             3/1/2006                                680.54                             64102.84                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1431                                   300                                 57050                             3/1/2006                                581.44                                57050                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1432                                   300                                111000                             3/1/2006                               1107.72                               111000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1433                                   300                                 35700                             3/1/2006                                386.59                                35700                                        10                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1434                                   300                                 38500                             3/1/2006                           448.7732799                             38458.09                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1435                                   300                                 67000                             2/1/2006                                768.21                                67000                               10.63000011                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1436                                   300                                 11000                             3/1/2006                                186.78                                14910                               13.10000038                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      1437                                   300                                 37180                             1/1/2006                                347.35                                37180                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1438                                   300                                 67700                             3/1/2006                                560.61                                67700                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      1439                                   300                                 62300                             3/1/2006                                591.43                             61899.08                               9.989999771                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1440                                   300                                 33000                             3/1/2006                           372.1856502                             32993.44                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1441                                   300                                 33000                             3/1/2006                                420.37                             32996.64                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1442                                   300                                 79300                             3/1/2006                                 892.4                                79300                               9.989999771                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1443                                   300                                 55000                             3/1/2006                                700.68                                55000                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1444                                   300                                 33100                             3/1/2006                                386.54                                33100                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      1445                                   300                                140000                             3/1/2006                               1813.29                               140000                                        20                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      1446                                   300                                 23500                             8/1/2006                                317.01                             23309.46                               7.119999886                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      1447                                   300                                100000                            6/23/2005                                798.58                             99549.45                               25.63999939                  No MI                                            1.00E+17                                   0.9                             9/1/2006                                    18                                  0.9                                     0
      1448                                   300                                 76000                            6/20/2005                                685.85                              75220.9                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      1449                                   300                                 55400                            6/24/2005                                496.34                             55098.97                                        20                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
      1450                                   300                                111000                             7/1/2005                                 983.2                             110489.1                                        30                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      1451                                   300                                 13400                             7/1/2005                                 96.99                              9701.21                                        20                  No MI                                            1.00E+17                                  3.15                             9/1/2006                                    18                                 3.15                                     0
      1452                                   300                                 78000                            6/24/2005                                713.79                             77355.37                                        20                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
      1453                                   300                                 85000                             7/1/2005                                769.47                             84392.05                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      1454                                   300                                 87600                            6/20/2005                                801.91                             86905.05                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      1455                                   300                                 67000                            7/28/2005                                608.07                             66690.11                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      1456                                   300                                 53400                             7/2/2005                                501.34                             52948.78                                        20                  No MI                                            1.00E+17                                  2.55                             9/1/2006                                    18                                 2.55                                     0
      1457                                   300                                 33400                            6/23/2005                                312.01                             33029.16                               19.82999992                  No MI                                            1.00E+17                                 2.525                             9/1/2006                                    18                                2.525                                     0
      1458                                   300                                 53000                             7/3/2005                                486.53                             52726.98                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      1459                                   300                                 65000                            6/24/2005                                582.32                             64643.56                                        20                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
      1460                                   300                                 27450                             7/2/2005                                162.34                             12142.51                                        15                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
      1461                                   300                                121000                            7/15/2005                                  1.35                             14984.57                               25.20999908                  No MI                                            1.00E+17                                 4.125                             9/1/2006                                    18                                4.125                                     0
      1462                                   300                                 34000                            6/15/2005                                364.98                             33983.91                               16.19000053                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1463                                   300                                104000                            2/12/2006                                938.49                               104000                                        26                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      1464                                   300                                111300                             8/1/2006                                 661.7                               111300                               14.97999954                  No MI                                            1.00E+17                                   3.5                            10/1/2006                                    18                                  3.5                                     0
      1465                                   300                                 46200                             8/1/2006                                274.13                                46000                               19.98999977                  No MI                                            1.00E+17                                     5                            10/1/2006                                    18                                    5                                     0
      1466                                   300                                 99650                             8/1/2006                                544.65                                91650                               19.98999977                  No MI                                            1.00E+17                                  4.25                            10/1/2006                                    18                                 4.25                                     0
      1467                                   300                                 48250                             8/1/2006                                286.86                                48250                               13.59000015                  No MI                                            1.00E+17                                     4                            10/1/2006                                    18                                    4                                     0
      1468                                   300                                 29900                             8/1/2006                                177.76                                29900                                        20                  No MI                                            1.00E+17                                     5                            10/1/2006                                    18                                    5                                     0
      1469                                   300                                 52000                             8/1/2006                                309.15                                52000                                        20                  No MI                                            1.00E+17                                  4.25                            10/1/2006                                    18                                 4.25                                     0
      1470                                   300                                 81000                             8/1/2006                                464.36                                81000                                        20                  No MI                                            1.00E+17                                  4.25                            10/1/2006                                    18                                 4.25                                     0
      1471                                   300                                 89800                             8/1/2006                                533.88                                89800                                        20                  No MI                                            1.00E+17                                   5.5                            10/1/2006                                    18                                  5.5                                     0
      1472                                   300                                 65100                             8/1/2006                                387.03                                65100                                        20                  No MI                                            1.00E+17                                   3.5                            10/1/2006                                    18                                  3.5                                     0
      1473                                   300                                 43500                             3/1/2006                                   441                             43273.94                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1474                                   300                                104000                             3/1/2006                               1037.86                               104000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1475                                   300                                 34000                             3/1/2006                                397.05                                34000                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      1476                                   300                                 46900                             3/1/2006                                467.16                             46811.89                               19.96999931                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1477                                   300                                164000                             3/1/2006                               1566.99                               164000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1478                                   300                                 59500                             3/1/2006                                579.44                             59334.28                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1479                                   300                                 67650                             8/1/2006                                402.19                                67650                               19.89999962                  No MI                                            1.00E+17                                   3.5                            10/1/2006                                    18                                  3.5                                     0
      1480                                   300                                 28750                             8/1/2006                                170.92                                28750                               19.97999954                  No MI                                            1.00E+17                                  4.25                            10/1/2006                                    18                                 4.25                                     0
      1481                                   300                                 42000                             3/1/2006                                488.18                             41071.01                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      1482                                   300                                133000                             3/1/2006                                792.53                               133000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1483                                   300                                 34000                             3/1/2006                                433.15                                34000                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1484                                   300                                 99700                             3/1/2006                                973.78                                99700                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1485                                   300                                114000                             3/1/2006                               1137.66                               114000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1486                                   300                                 44400                             3/1/2006                           451.3122205                             44091.33                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1487                                   300                                 59900                             3/1/2006                                763.11                                59900                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1488                                   300                                128100                             3/1/2006                               1291.65                            127074.56                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1489                                   300                                 86100                             8/1/2006                                511.88                                86100                                        15                  No MI                                            1.00E+17                                  2.75                            10/1/2006                                    18                                 2.75                                     0
      1490                                   300                                 42600                             8/1/2006                                253.27                                42600                                        20                  No MI                                            1.00E+17                                     4                            10/1/2006                                    18                                    4                                     0
      1491                                   300                                 75000                             8/1/2006                                445.89                                75000                                        20                  No MI                                            1.00E+17                                  4.25                            10/1/2006                                    18                                 4.25                                     0
      1492                                   300                                 70000                             8/1/2006                                 401.3                                70000                                        20                  No MI                                            1.00E+17                                     4                            10/1/2006                                    18                                    4                                     0
      1493                                   300                                 32600                             8/1/2006                                193.81                                32600                                        20                  No MI                                            1.00E+17                                  4.25                            10/1/2006                                    18                                 4.25                                     0
      1494                                   300                                200000                             1/1/2006                               1795.13                            196551.45                               15.38000011                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1495                                   300                                 34650                             1/1/2006                                336.97                             34500.84                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1496                                   300                                 67000                             3/1/2006                                 711.3                                67000                                        10                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1497                                   300                                 30000                             1/1/2006                                331.23                                30000                               8.449999809                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1498                                   300                                 51000                            5/20/2006                                 68.51                              9507.73                               17.59000015                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      1499                                   300                                 29800                             3/1/2006                                354.33                                29800                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      1500                                   300                                 56980                             3/1/2006                                550.17                             56344.53                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1501                                   300                                 98000                             3/1/2006                                977.99                                98000                                        20                  No MI                                            1.00E+16                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1502                                   300                                400000                             3/1/2006                               3906.85                               400000                               24.86000061                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1503                                   300                                 41000                             3/1/2006                                400.45                                41000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1504                                   300                                 44000                             7/1/2006                                252.25                                44000                               10.43000031                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1505                                   300                                 70000                             8/1/2006                                416.16                                70000                                        20                  No MI                                            1.00E+17                                  4.25                            10/1/2006                                    18                                 4.25                                     0
      1506                                   300                                 37000                             7/1/2006                                219.97                             36999.97                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1507                                   300                                 38000                             8/1/2006                                255.07                                38000                                        20                  No MI                                            1.00E+17                                   3.5                            10/1/2006                                    18                                  3.5                                     0
      1508                                   300                                 95200                             8/1/2006                                565.98                                95200                                        20                  No MI                                            1.00E+17                                   4.5                            10/1/2006                                    18                                  4.5                                     0
      1509                                   300                                 43900                             7/1/2006                                260.15                             43757.26                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1510                                   300                                 88400                             7/1/2006                                440.79                                88400                               19.95000076                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1511                                   300                                 29600                             8/1/2006                                175.94                             29587.33                                        20                  No MI                                            1.00E+17                                  3.25                            10/1/2006                                    18                                 3.25                                     0
      1512                                   300                                 45000                             7/1/2006                                267.53                                45000                               15.63000011                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1513                                   300                                 80000                             7/1/2006                                475.62                                80000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1514                                   300                                 27990                             3/1/2006                                362.53                                27990                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      1515                                   300                                 57600                             3/1/2006                           606.6571059                              57241.8                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1516                                   300                                 54190                             3/1/2006                                621.33                                54190                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1517                                   300                                 42500                             3/1/2006                                522.81                             42453.25                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1518                                   300                                 84600                             7/1/2006                                502.96                                84600                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1519                                   300                                 22400                             7/1/2006                                133.17                                22400                               16.46999931                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1520                                   300                                 47350                             7/1/2006                                279.55                                47350                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1521                                   300                                 78400                             7/1/2006                                 466.1                                78400                               19.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1522                                   300                                 26400                             7/1/2006                                156.58                             26349.37                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1523                                   300                                 47600                             8/1/2006                                282.99                                47600                                        20                  No MI                                            1.00E+17                                   4.5                            10/1/2006                                    18                                  4.5                                     0
      1524                                   300                                 24600                             8/1/2006                                145.21                             23246.25                               13.22999954                  No MI                                            1.00E+17                                 3.375                            10/1/2006                                    18                                3.375                                     0
      1525                                   300                                 35500                             8/1/2006                                211.05                                35500                                        10                  No MI                                            1.00E+17                                  2.75                            10/1/2006                                    18                                 2.75                                     0
      1526                                   300                                100000                             7/1/2006                                594.52                               100000                               18.89999962                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1527                                   300                                 33750                             8/1/2006                                200.58                             33542.88                               19.97999954                  No MI                                            1.00E+17                                  4.25                            10/1/2006                                    18                                 4.25                                     0
      1528                                   300                                 76400                             7/1/2006                                454.21                                76400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1529                                   300                                 50000                             8/1/2006                                297.19                             49816.44                               19.61000061                  No MI                                            1.00E+17                                  3.75                            10/1/2006                                    18                                 3.75                                     0
      1530                                   300                                 64000                             8/1/2006                                466.41                                64000                                        20                  No MI                                            1.00E+17                                   3.5                            10/1/2006                                    18                                  3.5                                     0
      1531                                   300                                 92250                             8/1/2006                                548.45                                92250                                        15                  No MI                                            1.00E+17                                  2.75                            10/1/2006                                    18                                 2.75                                     0
      1532                                   300                                 42000                             7/1/2006                                 249.7                                42000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1533                                   300                                 52950                             7/1/2006                                313.57                             52742.68                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1534                                   300                                 90000                             7/1/2006                                535.07                                90000                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1535                                   300                                 30450                             7/1/2006                                180.28                                30250                                        10                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      1536                                   300                                 47600                             7/1/2006                                237.35                                47600                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1537                                   300                                 52800                             8/1/2006                                313.91                                52800                               19.98999977                  No MI                                            1.00E+17                                  4.25                            10/1/2006                                    18                                 4.25                                     0
      1538                                   300                                 82800                             7/1/2006                                412.87                                82800                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1539                                   300                                 62250                             7/1/2006                                370.09                                62250                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1540                                   300                                 43000                             7/1/2006                                   254                             42679.41                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1541                                   300                                 53600                             8/1/2006                                318.66                                53600                                        20                  No MI                                            1.00E+17                                  4.25                            10/1/2006                                    18                                 4.25                                     0
      1542                                   300                                 15000                             7/1/2006                                 89.18                                15000                               10.56000042                  No MI                                            1.00E+17                                     2                             9/1/2006                                     8                                    2                                     0
      1543                                   300                                 28000                             8/1/2006                                166.47                                28000                                        20                  No MI                                            1.00E+17                                   3.5                            10/1/2006                                    18                                  3.5                                     0
      1544                                   300                                 69000                             7/1/2006                                410.22                                69000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1545                                   300                                 30500                             3/1/2006                                387.43                             30481.36                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1546                                   300                                124000                             3/1/2006                               1237.45                               124000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1547                                   300                                150000                             3/1/2006                           1863.244373                            149025.18                               16.85000038                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      1548                                   300                                 66000                             3/1/2006                                644.63                                66000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1549                                   300                                 75200                             7/1/2006                                447.08                             75199.99                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1550                                   300                                 42000                             8/1/2006                                 249.7                                42000                                        20                  No MI                                            1.00E+17                                  2.75                            10/1/2006                                    18                                 2.75                                     0
      1551                                   300                                 90000                             7/1/2006                                535.07                                90000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1552                                   300                                 38500                             7/1/2006                                228.85                             38441.96                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1553                                   300                                 19900                             8/1/2006                                114.08                                19900                               9.949999809                  No MI                                            1.00E+17                                     2                            10/1/2006                                    18                                    2                                     0
      1554                                   300                                 77000                             8/1/2006                                502.08                                77000                                        15                  No MI                                            1.00E+17                                  2.75                            10/1/2006                                    18                                 2.75                                     0
      1555                                   300                                 54000                             8/1/2006                                321.04                                54000                                        20                  No MI                                            1.00E+17                                   3.5                            10/1/2006                                    18                                  3.5                                     0
      1556                                   300                                 53800                             8/1/2006                                319.85                                53800                                        20                  No MI                                            1.00E+17                                  4.25                            10/1/2006                                    18                                 4.25                                     0
      1557                                   300                                 42000                             8/1/2006                                 249.7                                42000                                        20                  No MI                                            1.00E+17                                   3.5                            10/1/2006                                    18                                  3.5                                     0
      1558                                   300                                 87350                             8/1/2006                                519.31                                87350                               19.98999977                  No MI                                            1.00E+17                                   2.5                            10/1/2006                                    18                                  2.5                                     0
      1559                                   300                                195500                             8/1/2006                               1162.29                               195500                               21.96999931                  No MI                                            1.00E+17                                  2.75                            10/1/2006                                    18                                 2.75                                     0
      1560                                   300                                 50000                             8/1/2006                                297.21                             49964.38                               20.01000023                  No MI                                            1.00E+17                                     5                            10/1/2006                                    18                                    5                                     0
      1561                                   300                                 63000                             8/1/2006                                374.55                                63000                                        15                  No MI                                            1.00E+17                                     3                            10/1/2006                                    18                                    3                                     0
      1562                                   300                                 58000                             8/1/2006                                344.81                                57991                                        20                  No MI                                            1.00E+17                                   3.5                            10/1/2006                                    18                                  3.5                                     0
      1563                                   300                                 41300                             8/1/2006                                245.54                                41300                                        20                  No MI                                            1.00E+17                                   3.5                            10/1/2006                                    18                                  3.5                                     0
      1564                                   300                                101600                             8/1/2006                                603.82                               101500                                        15                  No MI                                            1.00E+17                                  2.75                            10/1/2006                                    18                                 2.75                                     0
      1565                                   300                                 99000                             8/1/2006                                588.58                                99000                                        20                  No MI                                            1.00E+17                                  4.25                            10/1/2006                                    18                                 4.25                                     0
      1566                                   300                                 27000                             8/1/2006                                160.52                                27000                                        20                  No MI                                            1.00E+17                                   3.5                            10/1/2006                                    18                                  3.5                                     0
      1567                                   300                                 77400                             8/1/2006                                460.16                                77400                                        20                  No MI                                            1.00E+17                                  4.25                            10/1/2006                                    18                                 4.25                                     0
      1568                                   300                                 35500                             8/1/2006                                211.05                                35500                                        10                  No MI                                            1.00E+17                                  2.75                            10/1/2006                                    18                                 2.75                                     0
      1569                                   300                                 66645                             8/1/2006                                396.22                                66645                                        15                  No MI                                            1.00E+17                                  3.25                            10/1/2006                                    18                                 3.25                                     0
      1570                                   300                                 52500                             8/1/2006                                312.12                             52497.12                                        15                  No MI                                            1.00E+17                                  3.75                            10/1/2006                                    18                                 3.75                                     0
      1571                                   300                                 77000                             8/1/2006                                457.78                                77000                                        20                  No MI                                            1.00E+17                                   3.5                            10/1/2006                                    18                                  3.5                                     0
      1572                                   300                                 30200                             8/1/2006                                179.53                             30191.13                                        20                  No MI                                            1.00E+17                                  4.25                            10/1/2006                                    18                                 4.25                                     0
      1573                                   300                                 61200                             8/1/2006                                363.84                             61187.32                                        20                  No MI                                            1.00E+17                                   3.5                            10/1/2006                                    18                                  3.5                                     0
      1574                                   300                                 56000                             8/1/2006                                332.93                                56000                                        20                  No MI                                            1.00E+17                                   3.5                            10/1/2006                                    18                                  3.5                                     0
      1575                                   300                                 40840                             3/1/2006                                398.89                                40840                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1576                                   300                                 69000                             3/1/2006                                791.01                             68989.13                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1577                                   300                                 80155                             2/1/2006                                858.78                             79305.22                                        10                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1578                                   300                                 43300                             2/1/2006                                404.37                             43282.69                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1579                                   300                                 40670                             3/1/2006                                457.71                                39920                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1580                                   300                                 17950                             3/1/2006                                186.72                              17946.9                                        10                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1581                                   300                                 81000                             3/1/2006                                924.33                             80616.81                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1582                                   300                                 62850                             3/1/2006                                720.62                                62850                               9.989999771                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1583                                   300                                 35600                             3/1/2006                                420.78                             35387.86                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      1584                                   300                                 50000                             3/1/2006                                654.16                                49692                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      1585                                   300                                 45000                             3/1/2006                                439.37                             44984.23                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1586                                   300                                 32500                             3/1/2006                                383.92                             32294.39                                        10                  No MI                                            1.00E+17                                  3.45                             9/1/2006                                    18                                 3.45                                     0
      1587                                   300                                 38000                             7/1/2006                                228.27                                38000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1588                                   300                                 37000                             7/1/2006                                222.25                                37000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1589                                   300                                108000                             7/1/2006                                559.23                               108000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1590                                   300                                 25050                             7/1/2006                                143.61                                25050                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1591                                   300                                 24500                             7/1/2006                                140.44                             24496.86                                        10                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      1592                                   300                                 57000                             7/1/2006                                326.77                                57000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1593                                   300                                 52000                             7/1/2006                                297.74                             51920.03                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1594                                   300                                 34500                             7/1/2006                                197.59                             34465.88                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1595                                   300                                 37500                             7/1/2006                                214.98                                37500                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1596                                   300                                 42000                             7/1/2006                                240.78                                42000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1597                                   300                                 68000                             7/1/2006                                389.84                                68000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1598                                   300                                 42000                             7/1/2006                                 249.7                                42000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1599                                   300                                 22000                             7/1/2006                                125.52                             21889.91                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1600                                   300                                 57000                             7/1/2006                                326.77                                57000                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1601                                   300                                 64950                             7/1/2006                                372.35                                64950                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1602                                   300                                 61500                             7/1/2006                                352.35                             61461.14                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1603                                   300                                 70400                             7/1/2006                                403.55                             70364.54                                     13.75                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      1604                                   300                                 52000                             7/1/2006                                298.11                                52000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1605                                   300                                 63300                             7/1/2006                                362.63                             63254.36                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1606                                   300                                 37800                             7/1/2006                                 216.7                                37800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1607                                   300                                 42100                             7/1/2006                                241.35                                42100                               19.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1608                                   300                                 51950                             7/1/2006                                297.82                                51950                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1609                                   300                                 51500                             7/1/2006                                295.24                                51500                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1610                                   300                                 54300                             7/1/2006                                309.87                             54051.05                                        10                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1611                                   300                                 45850                             7/1/2006                                262.85                                45850                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1612                                   300                                 42000                             7/1/2006                                240.78                                42000                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1613                                   300                                106000                             7/1/2006                                607.69                               106000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1614                                   300                                 69000                             7/1/2006                                395.56                             68997.29                                        10                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      1615                                   300                                 71000                             7/1/2006                                407.04                                71000                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1616                                   300                                 56000                             7/1/2006                                332.93                                56000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1617                                   300                                 35000                             7/1/2006                                200.65                                35000                               20.01000023                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1618                                   300                                 55300                             7/1/2006                                317.03                                55300                               20.01000023                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1619                                   300                                 48000                             7/1/2006                                248.55                                48000                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1620                                   300                                 61800                             7/1/2006                                354.29                                61800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1621                                   300                                115400                             7/1/2006                                661.58                               115400                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1622                                   300                                 63000                             7/1/2006                                326.22                                63000                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1623                                   300                                 74000                             7/1/2006                                439.94                             73997.37                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1624                                   300                                 36500                             7/1/2006                                209.25                                36500                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1625                                   300                                104400                             7/1/2006                                620.68                               104400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1626                                   300                                 54000                             7/1/2006                                321.04                                54000                                        10                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      1627                                   300                                 45750                             7/1/2006                                265.94                             43995.67                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1628                                   300                                 72000                             7/1/2006                                411.67                             71808.04                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1629                                   300                                 59700                             7/1/2006                                340.92                             59468.15                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1630                                   300                                 39200                             7/1/2006                                202.98                                39200                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1631                                   300                                 33000                             7/1/2006                                196.19                                33000                               15.35000038                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1632                                   300                                 40400                             7/1/2006                                 209.2                                40400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1633                                   300                                 43000                             7/1/2006                                255.38                             42955.33                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1634                                   300                                 33000                             7/1/2006                                196.17                             32994.79                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1635                                   300                                 88500                             7/1/2006                                526.15                                88500                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1636                                   300                                100000                             7/1/2006                                594.52                               100000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1637                                   300                                 58000                             7/1/2006                                332.51                                58000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1638                                   300                                103000                             7/1/2006                                612.33                             102993.9                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1639                                   300                                 88000                             7/1/2006                                523.18                                88000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1640                                   300                                 55000                             7/1/2006                                315.31                                55000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1641                                   300                                 63000                             7/1/2006                                374.55                                63000                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1642                                   300                                 42000                             7/1/2006                                209.42                                42000                               6.320000172                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
      1643                                   300                                 47500                             7/1/2006                                282.34                             47455.07                               6.130000114                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      1644                                   300                                 86000                             7/1/2006                                511.22                             85988.45                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1645                                   300                                 72500                             7/1/2006                                429.65                                72500                                        10                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      1646                                   300                                 66500                             7/1/2006                                182.11                             66277.19                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1647                                   300                                 39750                             7/1/2006                                236.32                                39750                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1648                                   300                                 42500                             7/1/2006                                228.22                                42500                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      1649                                   300                                 64000                             7/1/2006                                366.88                             63995.89                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1650                                   300                                 57600                             7/1/2006                                342.44                                57600                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                 10.75                                 2.75                                     0
      1651                                   300                                 77000                             7/1/2006                                456.59                                76800                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1652                                   300                                 25000                             7/1/2006                                148.33                                24950                                      12.5                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1653                                   300                                 72400                             7/1/2006                                430.43                                72400                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1654                                   300                                 56000                             7/1/2006                                332.93                                56000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1655                                   300                                 70000                             7/1/2006                                416.16                                70000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1656                                   300                                 15052                             7/1/2006                                 89.49                                15052                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1657                                   300                                 63000                             7/1/2006                                374.54                             62994.98                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1658                                   300                                 67500                             7/1/2006                                398.33                                67000                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1659                                   300                                 34500                             7/1/2006                                202.06                             33599.86                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1660                                   300                                 39800                             7/1/2006                                236.62                                39800                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1661                                   300                                 26400                             7/1/2006                                151.35                                26400                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1662                                   300                                 43200                             7/1/2006                                254.96                                42800                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1663                                   300                                 30000                             7/1/2006                                178.36                                30000                               20.01000023                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1664                                   300                                 53600                             7/1/2006                                318.66                                53600                               20.01000023                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1665                                   300                                 96000                             7/1/2006                                570.74                                96000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1666                                   300                                 96250                             7/1/2006                                551.79                                96250                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1667                                   300                                 46000                             8/1/2006                                253.94                                46000                                        20                  No MI                                            1.00E+17                                     5                            10/1/2006                                    18                                    5                                     0
      1668                                   300                                300000                             7/1/2006                               1783.56                               300000                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1669                                   300                                 41250                             7/1/2006                                245.24                                41250                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1670                                   300                                 52000                             7/1/2006                                309.15                                52000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1671                                   300                                 41600                             7/1/2006                                247.14                                41569                               19.98999977                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      1672                                   300                                 42800                             7/1/2006                                229.83                                42800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1673                                   300                                 86900                             7/1/2006                                498.18                             86898.19                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1674                                   300                                 24750                             7/1/2006                                 146.8                              24663.5                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1675                                   300                                 42400                             7/1/2006                                243.07                                42400                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1676                                   300                                 61900                             7/1/2006                                368.01                                61900                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1677                                   300                                 60000                             7/1/2006                                356.71                                60000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1678                                   300                                101800                             7/1/2006                                527.13                               101800                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1679                                   300                                 29000                             7/1/2006                                172.41                                29000                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1680                                   300                                121400                             7/1/2006                                536.49                               653.13                               26.68000031                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1681                                   300                                119000                             7/1/2006                                682.21                               119000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1682                                   300                                 29000                             7/1/2006                                172.41                                29000                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1683                                   300                                 85500                             7/1/2006                                508.32                                85500                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                  11.5                                  3.5                                     0
      1684                                   300                                 33691                             7/1/2006                                 200.3                                33691                               20.01000023                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1685                                   300                                114000                             7/1/2006                                677.12                            113866.79                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1686                                   300                                 39150                             7/1/2006                                232.76                                39150                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1687                                   300                                 48500                             7/1/2006                                288.34                                48500                               19.97999954                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1688                                   300                                 29350                             7/1/2006                                174.49                                29350                               14.97999954                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1689                                   300                                 40800                             7/1/2006                                242.56                                40800                                         6                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      1690                                   300                                 22200                             7/1/2006                                131.98                                22200                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1691                                   300                                 41300                             7/1/2006                                245.54                                41300                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1692                                   300                                 50000                             7/1/2006                                297.26                                50000                               7.789999962                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      1693                                   300                                140000                             7/1/2006                                832.33                               140000                               23.32999992                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1694                                   300                                 60800                             7/1/2006                                361.47                                60800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1695                                   300                                 77250                             8/1/2006                                459.27                                77250                                        15                  No MI                                            1.00E+17                                     3                            10/1/2006                                    18                                    3                                     0
      1696                                   300                                 55000                             7/1/2006                                326.99                                55000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1697                                   300                                 84750                             7/1/2006                                503.86                                84750                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1698                                   300                                 91900                            5/20/2006                                702.47                                91900                               19.98999977                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      1699                                   300                                 60000                           12/25/2004                                450.93                             46341.75                                        20                  No MI                                                                                       4.5                             9/1/2006                                    17                                  4.5                                     0
      1700                                   300                                 64100                           10/25/2004                                605.66                                64100                               17.31999969                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      1701                                   300                                 65000                            1/22/2006                           567.9028296                             64663.35                               17.11000061                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      1702                                   300                                105000                             7/1/2006                                601.96                               104995                               14.57999992                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1703                                   300                                285750                             7/1/2006                               1479.64                               285750                               29.01000023                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1704                                   300                                 53000                             7/1/2006                                303.84                                53000                               19.62999916                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1705                                   300                                 66744                             7/1/2006                                381.84                             66356.64                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      1706                                   300                                 88000                             7/1/2006                                540.66                                88000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1707                                   300                                 61200                             3/1/2006                                597.75                                61200                               10.01000023                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1708                                   300                                 39000                             2/1/2006                                414.04                                39000                               6.840000153                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1709                                   300                                 80000                             3/1/2006                                781.37                                80000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1710                                   300                                 44990                             2/1/2006                                559.74                             44681.47                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      1711                                   300                                104800                             7/1/2006                                600.81                               104800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1712                                   300                                 33400                             7/1/2006                                191.48                                33400                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1713                                   300                                 16250                             7/1/2006                                  92.5                             15868.66                                         5                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      1714                                   300                                 23700                             7/1/2006                                135.87                                23700                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1715                                   300                                 20000                             7/1/2006                                114.66                                20000                               11.23999977                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      1716                                   300                                 35000                             7/1/2006                                200.46                             34931.23                               20.01000023                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1717                                   300                                 44200                             7/1/2006                                252.94                              44120.7                                        13                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1718                                   300                                 78000                             7/1/2006                                447.17                                78000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1719                                   300                                 51708                             2/1/2006                                578.54                              51424.5                                        10                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1720                                   300                                 42000                             3/1/2006                           513.6295632                             41236.24                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      1721                                   300                                155000                             2/1/2006                               1480.99                               155000                                        20                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1722                                   300                                 41500                             3/1/2006                                458.21                                41500                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1723                                   300                                 27200                             2/1/2006                                265.67                                27200                                        10                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1724                                   300                                 91000                             7/1/2006                                534.15                                91000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1725                                   300                                 48900                             3/1/2006                                477.52                             48890.29                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1726                                   300                                 40140                             2/1/2006                                499.61                             39889.79                                        10                  No MI                                            1.00E+16                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      1727                                   300                                 48000                             3/1/2006                           559.5095437                                47996                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1728                                   300                                 94000                             3/1/2006                           955.4808271                                94000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1729                                   300                                 57450                             7/1/2006                                349.82                                57450                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1730                                   300                                 43300                             3/1/2006                                487.18                             43291.24                                        10                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1731                                   300                                 30000                             3/1/2006                                367.99                             29881.62                               9.770000458                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      1732                                   300                                 24800                             3/1/2006                                 326.1                              24774.2                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      1733                                   300                                 55000                             3/1/2006                                673.16                             54661.34                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      1734                                   300                                 26800                             7/1/2006                                152.47                             26520.21                                        10                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1735                                   300                                 65600                             7/1/2006                                376.08                                65600                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1736                                   300                                 92000                             7/1/2006                                476.38                                92000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1737                                   300                                 83000                             7/1/2006                                575.31                                83000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1738                                   300                                 25000                             7/1/2006                                144.62                             24531.25                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      1739                                   300                                 66000                             7/1/2006                                378.36                             65995.12                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1740                                   300                                 21000                             7/1/2006                                120.39                                21000                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1741                                   300                                 80000                             7/1/2006                                458.18                             79864.25                               18.81999969                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1742                                   300                                100000                             7/1/2006                                517.81                               100000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1743                                   300                                 53500                             2/1/2006                                589.57                             53397.74                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1744                                   300                                 45433                             2/1/2006                                557.73                             44295.45                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      1745                                   300                                159970                             2/1/2006                           2048.944729                               159970                               21.81999969                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      1746                                   300                                 64500                             3/1/2006                                532.52                             64296.07                                        15                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      1747                                   300                                 33480                             2/1/2006                                346.02                              33258.8                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1748                                   300                                 51000                             7/1/2006                                308.44                                50998                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1749                                   300                                 53000                             7/1/2006                                345.22                                53000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1750                                   300                                 45000                             7/1/2006                                254.06                                43000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1751                                   300                                 82000                             7/1/2006                                508.85                                82000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1752                                   300                                 80600                             7/1/2006                                500.16                                80600                               20.01000023                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1753                                   300                                500000                             7/1/2006                               3855.77                            497518.85                                      12.5                  No MI                                            1.00E+17                                 0.875                             9/1/2006                                    18                                0.875                                     0
      1754                                   300                                105000                             7/1/2006                               1002.76                               105000                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1755                                   300                                 69500                             7/1/2006                                575.52                                69500                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      1756                                   300                                 54500                             7/1/2006                                431.92                             54134.13                                        10                  No MI                                            1.00E+17                                 1.125                             9/1/2006                                    18                                1.125                                     0
      1757                                   300                                 30000                             6/1/2006                                210.29                              29922.1                               6.980000019                  No MI                                            1.00E+17                                 1.375                             9/1/2006                                 11.25                                1.375                                     0
      1758                                   300                                108000                             7/1/2006                                 802.6                               108000                                        15                  No MI                                            1.00E+17                                   0.5                             9/1/2006                                    18                                  0.5                                     0
      1759                                   300                                 86400                             6/1/2006                                587.05                                86400                               9.989999771                  No MI                                            1.00E+17                                 -0.25                             9/1/2006                                    18                                    0                                     0
      1760                                   300                                300000                             6/1/2006                               1145.51                               130000                               19.54000092                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      1761                                   300                                 59000                             6/1/2006                                682.74                                59000                               19.67000008                  No MI                                            1.00E+17                                 5.375                             9/1/2006                                    18                                5.375                                     0
      1762                                   300                                143000                             6/1/2006                               1715.51                               143000                                        20                  No MI                                            1.00E+17                                 5.875                             9/1/2006                                    18                                5.875                                     0
      1763                                   300                                 61500                             6/1/2006                                482.62                             61432.54                                        15                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      1764                                   300                                 40000                             6/1/2006                                 373.7                                40000                               7.289999962                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1765                                   300                                 74850                             7/1/2006                                635.71                                74850                               14.97000027                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      1766                                   300                                402500                             7/1/2006                               3033.91                               402500                               15.47999954                  No MI                                            1.00E+17                                 0.625                             9/1/2006                                    18                                0.625                                     0
      1767                                   300                                120000                             7/1/2006                               1172.05                             119999.9                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1768                                   300                                 18300                             6/1/2006                           173.4391661                             18210.54                                        10                  No MI                                            1.00E+17                                   2.3                             9/1/2006                                    16                                  2.3                                     0
      1769                                   300                                 93500                             7/1/2006                              784.6486                                93500                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      1770                                   300                                 90780                            6/15/2006                           808.9745507                                90780                                        20                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      1771                                   300                                 89800                             7/1/2006                                786.68                                89800                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1772                                   300                                 77600                            6/15/2006                                 757.9                              77597.4                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1773                                   300                                 68000                             7/1/2006                           654.2230513                                70000                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1774                                   300                                 85600                            7/15/2006                                680.11                                85600                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1775                                   300                                111800                            7/15/2006                               1281.87                               111800                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1776                                   300                                102000                            7/15/2006                                952.42                            101945.48                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1777                                   300                                160000                            7/15/2006                               1289.87                               160000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1778                                   300                                107000                             6/1/2006                                908.77                               107000                                        20                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      1779                                   300                                130500                            3/15/2006                                1094.5                               130500                                        25                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      1780                                   300                                 69375                             6/1/2006                                470.41                                69375                                        15                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      1781                                   300                                 59000                             6/1/2006                                636.64                             58109.38                                        20                  No MI                                            1.00E+17                                 4.625                             9/1/2006                                    18                                4.625                                     0
      1782                                   300                                 23500                             6/1/2006                                167.55                                23500                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      1783                                   300                                 31000                             6/1/2006                                249.93                             30975.92                                        10                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      1784                                   300                                 75000                             6/1/2006                                582.37                             73930.01                               25.42000008                  No MI                                            1.00E+17                                  1.05                             9/1/2006                                    18                                 1.05                                     0
      1785                                   300                                 37000                            5/15/2006                                293.69                             36884.51                                        10                  No MI                                            1.00E+17                                 1.125                             9/1/2006                                    18                                1.125                                     0
      1786                                   300                                 53000                             6/1/2006                                 22.53                              1545.36                               19.27000046                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      1787                                   300                                 54500                             6/1/2006                                433.95                                54500                                        10                  No MI                                            1.00E+17                                 1.125                             9/1/2006                                    18                                1.125                                     0
      1788                                   300                                120000                             6/1/2006                                745.01                             87992.54                                        24                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      1789                                   300                                 92500                             6/1/2006                                716.88                                92500                                        10                  No MI                                            1.00E+17                                 0.875                             9/1/2006                                    18                                0.875                                     0
      1790                                   300                                 36900                             6/1/2006                           284.8001849                             34375.74                                        10                  No MI                                            1.00E+17                                 -0.25                             9/1/2006                                    18                                    0                                     0
      1791                                   300                                 58000                             6/1/2006                                445.09                             57756.53                                        10                  No MI                                            1.00E+17                                   0.8                             9/1/2006                                    18                                  0.8                                     0
      1792                                   300                                176200                             6/1/2006                               1532.21                               176200                                        15                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      1793                                   300                                 17505                             6/1/2006                                150.53                                17505                                        15                  No MI                                            1.00E+17                                 1.875                             9/1/2006                                    18                                1.875                                     0
      1794                                   300                                 45900                             6/1/2006                                 410.5                             45693.08                                        20                  No MI                                            1.00E+17                                   2.3                             9/1/2006                                    18                                  2.3                                     0
      1795                                   300                                116000                             6/1/2006                                 16.78                              2566.12                               27.95000076                  No MI                                            1.00E+17                                 0.375                             9/1/2006                                    18                                0.375                                     0
      1796                                   300                                100000                             6/1/2006                                752.61                             99847.04                               8.619999886                  No MI                                            1.00E+17                                 0.625                             9/1/2006                                    18                                0.625                                     0
      1797                                   300                                100000                             6/1/2006                               1029.79                               100000                                        20                  No MI                                            1.00E+17                                 3.875                             9/1/2006                                    18                                3.875                                     0
      1798                                   300                                200000                             6/1/2006                                  41.4                              4999.86                               17.38999939                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      1799                                   300                                150000                             6/1/2006                               1672.09                               150000                               19.04000092                  No MI                                            1.00E+17                                 4.875                             9/1/2006                                    18                                4.875                                     0
      1800                                   300                                 71950                             6/1/2006                           628.6247475                               281.37                               9.989999771                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      1801                                   300                                 47000                             6/1/2006                           412.2721776                                47000                                        10                  No MI                                            1.00E+17                                   1.3                             9/1/2006                                    18                                  1.3                                     0
      1802                                   300                                410000                             7/1/2006                               3569.25                               410000                                        10                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      1803                                   300                                 58000                             6/1/2006                                521.28                             57978.35                                        20                  No MI                                            1.00E+17                                 2.325                             9/1/2006                                    18                                2.325                                     0
      1804                                   300                                140000                             6/9/2006                           1167.693031                             89468.58                                        10                  No MI                                            1.00E+17                                 0.675                             9/1/2006                                    18                                0.675                                     0
      1805                                   300                                 34000                             6/1/2006                                235.32                              33619.5                                        10                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
      1806                                   300                                 52800                             6/1/2006                                139.88                             24966.32                               7.539999962                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      1807                                   300                                278800                             7/1/2006                               2575.08                               278800                                        20                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      1808                                   300                                 76500                             6/1/2006                                566.49                                58000                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1809                                   300                                127000                             7/1/2006                               1280.87                               127000                                        20                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      1810                                   300                                104250                             7/1/2006                                819.01                               104250                                        15                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      1811                                   300                                 40000                             6/1/2006                                131.42                             19549.15                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      1812                                   300                                 43500                             6/1/2006                                318.52                             43482.51                                        15                  No MI                                            1.00E+17                                 0.375                             9/1/2006                                    18                                0.375                                     0
      1813                                   300                                500000                             7/1/2006                               3981.16                               500000                               17.86000061                  No MI                                            1.00E+17                                 1.125                             9/1/2006                                    18                                1.125                                     0
      1814                                   300                                 26000                            6/15/2006                                202.04                                26000                                        10                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      1815                                   300                                 74800                            6/15/2006                                   735                             74448.39                                        10                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      1816                                   300                                 63750                            6/15/2006                                498.38                             62943.08                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1817                                   300                                295000                            6/15/2006                               2662.07                               295000                               14.97000027                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
      1818                                   300                                137000                             6/1/2006                                1079.6                            136883.73                               20.76000023                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
      1819                                   300                                277500                            6/15/2006                               2533.61                               277500                                        15                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1820                                   300                                 51200                            6/15/2006                                388.72                                51200                               14.63000011                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1821                                   300                                 62500                            6/15/2006                                431.29                                62500                                         5                  No MI                                            1.00E+17                                -0.125                             9/1/2006                                    18                                    0                                     0
      1822                                   300                                122500                            6/15/2006                                988.39                               122500                               5.070000172                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      1823                                   300                                 62100                            6/15/2006                                586.76                                62100                                        10                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      1824                                   300                                213750                            6/15/2006                               1871.52                            212391.58                                        15                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      1825                                   300                                318500                            6/15/2006                               3381.34                               318500                               21.73999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1826                                   300                                 62000                            6/15/2006                                 484.1                             61998.92                                        10                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      1827                                   300                                 76500                            6/15/2006                                527.16                                76431                                        10                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      1828                                   300                                 75000                            6/15/2006                           762.3517237                                75000                                        10                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1829                                   300                                 25000                            6/15/2006                           214.0954607                                25000                               10.72999954                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      1830                                   300                                 60000                            6/15/2006                           593.4979489                             59666.66                               9.760000229                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      1831                                   300                                 40500                            6/15/2006                           389.6475526                                40500                                        15                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1832                                   300                                 33500                             6/1/2006                                316.53                                33500                                        10                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      1833                                   300                                 63500                            6/15/2006                                452.31                                63500                               12.32999992                  No MI                                            1.00E+17                                   1.5                            9/15/2006                                    18                                  1.5                                     0
      1834                                   300                                328000                            6/15/2006                               2994.68                               328000                               12.61999989                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1835                                   300                                 67000                            6/15/2006                                718.41                                67000                                        10                  No MI                                            1.00E+17                                 4.375                             9/1/2006                                    18                                4.375                                     0
      1836                                   300                                 31500                            7/15/2006                                233.01                                31500                                        10                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1837                                   300                                 55990                            6/15/2006                                439.84                                55990                                        10                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      1838                                   300                                350000                            6/15/2006                               2575.48                            349786.75                               10.77000046                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      1839                                   300                                 80000                            6/15/2006                                510.27                             71737.89                                         5                  No MI                                            1.00E+17                                 0.125                             9/1/2006                                    18                                0.125                                     0
      1840                                   300                                425000                            6/15/2006                               4286.39                               425000                               28.32999992                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      1841                                   300                                109000                            6/15/2006                                802.57                               109000                               10.14000034                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      1842                                   300                                 54000                            6/15/2006                                438.47                                54000                                        10                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      1843                                   300                                 63500                            6/15/2006                           633.8821142                                63500                                        10                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      1844                                   300                                 60000                            6/15/2006                                265.43                             59731.83                                        10                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      1845                                   300                                294000                            6/15/2006                               1630.32                            195902.95                               25.79000092                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      1846                                   300                                 96500                            6/15/2006                                766.71                                96500                                        10                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1847                                   300                                 63990                            6/15/2006                                441.35                                63990                                        10                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      1848                                   300                                420000                            7/15/2006                                3440.3                               417700                                        20                  No MI                                            1.00E+17                                 3.875                             9/1/2006                                    18                                3.875                                     0
      1849                                   300                                223000                            6/15/2006                               1784.77                               223000                               22.98999977                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      1850                                   300                                199000                            6/15/2006                               1440.84                            198831.38                                        15                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      1851                                   300                                105000                             7/1/2006                                883.15                               105000                                        15                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1852                                   300                                 77500                            6/15/2006                                551.38                             77335.94                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      1853                                   300                                450000                            6/15/2006                               4419.16                               450000                               19.78000069                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      1854                                   300                                 64900                            6/15/2006                                509.87                                64900                                        10                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                5.826                                     0
      1855                                   300                                 40000                            7/15/2006                           342.5527371                             39927.53                               6.110000134                  No MI                                            1.00E+17                                     1                            9/15/2006                                    18                                    1                                     0
      1856                                   300                                 94000                             6/1/2006                                888.17                                94000                               14.23999977                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      1857                                   300                                 35000                             7/1/2006                           365.3997433                             34808.66                               6.480000019                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      1858                                   300                                165000                            6/15/2006                               1804.26                               165000                                        15                  No MI                                            1.00E+17                                 4.625                             9/1/2006                                    18                                4.625                                     0
      1859                                   300                                108750                            7/15/2006                               1154.23                               108750                                        15                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1860                                   300                                 58500                            7/15/2006                                444.36                                58500                                        10                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1861                                   300                                 25400                             6/1/2006                                175.19                                25400                               3.690000057                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      1862                                   300                                 25000                            7/15/2006                                205.92                             24866.86                               6.670000076                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      1863                                   300                                 36000                            7/15/2006                                297.79                             35892.68                                         5                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      1864                                   300                                199984                            6/15/2006                               1542.35                               199984                               21.04999924                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1865                                   300                                231488                            7/15/2006                               2000.94                               231488                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1866                                   300                                 50780                             7/1/2006                                443.63                             50757.09                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      1867                                   300                                325000                             6/1/2006                               2850.42                            324618.86                                        25                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1868                                   300                                166000                             7/1/2006                               1337.87                            165335.39                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                4.826                                     0
      1869                                   300                                 76536                            6/15/2006                                747.54                                76536                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1870                                   300                                158000                            6/15/2006                               1577.98                               158000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1871                                   300                                128000                             6/1/2006                                946.85                               128000                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1872                                   300                                170000                            6/15/2006                               1696.51                               170000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1873                                   300                                106600                            6/15/2006                                946.26                               106600                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1874                                   300                                 94000                            6/15/2006                                917.99                             93988.23                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1875                                   300                                 91800                             6/1/2006                                407.44                                91800                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      1876                                   300                                 87980                            6/15/2006                                990.08                                87980                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      1877                                   300                                 57000                            7/15/2006                                432.97                                57000                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      1878                                   300                                170000                            6/15/2006                               1149.25                               170000                               20.72999954                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1879                                   300                                 95840                            7/15/2006                                936.08                                95840                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1880                                   300                                105000                            6/15/2006                                980.96                               105000                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1881                                   300                                140000                            6/15/2006                                820.73                            139984.91                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      1882                                   300                                121000                            7/15/2006                                989.54                               121000                                        20                  No MI                                            1.00E+17                                  3.75                            9/15/2006                                    18                                 3.75                                     0
      1883                                   300                                 66000                            6/15/2006                                500.18                             65840.99                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                 4.75                                     0
      1884                                   300                                113800                            6/15/2006                                917.41                               113800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      1885                                   300                                141000                            6/15/2006                               1435.09                            140808.48                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 6.75                                     0
      1886                                   300                                139700                            7/15/2006                               1240.08                               139700                                        22                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      1887                                   300                                 64000                            6/15/2006                           650.5401376                             63706.24                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 6.75                                     0
      1888                                   300                                165000                            6/15/2006                               1471.44                               165000                                     20.25                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      1889                                   300                                141000                            6/15/2006                               1317.29                               141000                                        20                  No MI                                            1.00E+17                                  2.75                            9/15/2006                                    18                                 2.75                                     0
      1890                                   300                                 92000                            4/13/2006                                693.47                                92000                               33.09000015                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      1891                                   300                                 38500                            4/10/2006                                314.69                                38500                               11.48999977                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      1892                                   300                                450000                            5/20/2006                               1577.35                            204854.87                                        30                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      1893                                   300                                 15000                             4/8/2006                                132.17                                15000                               5.769999981                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      1894                                   300                                 31750                            5/20/2006                                235.95                                31750                                        10                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      1895                                   300                                 40000                            3/28/2006                                 72.19                                10000                               9.409999847                  No MI                                                                                      0.25                             9/1/2006                                    18                                 0.25                                     0
      1896                                   300                                 20000                            5/20/2006                                156.72                             19996.58                               6.539999962                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      1897                                   300                                 81910                            4/10/2006                                660.71                             80824.69                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      1898                                   300                                 69500                             4/7/2006                                235.69                             29999.88                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      1899                                   300                                100000                             4/6/2006                                 86.59                             17986.66                                     28.25                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      1900                                   300                                 28000                             4/9/2006                                141.13                                20500                               9.659999847                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      1901                                   300                                 48650                             4/1/2006                                 397.7                             48649.82                               9.989999771                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      1902                                   300                                100000                             5/1/2006                                806.85                               100000                               26.53000069                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      1903                                   300                                 52300                            5/20/2006                                243.46                                27300                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      1904                                   300                                 70200                            4/10/2006                               1786.49                                70200                               28.07999992                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      1905                                   300                                200000                            5/20/2006                                1371.5                            174576.72                               6.670000076                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      1906                                   300                                 63000                            4/14/2006                                521.89                             62226.29                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      1907                                   300                                 50000                             4/8/2006                                385.51                             49057.99                               8.930000305                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      1908                                   300                                 37500                             4/2/2006                                288.38                             36617.22                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      1909                                   300                                 80000                             4/3/2006                                738.07                             79969.04                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      1910                                   300                                 40000                             4/3/2006                           377.6726821                                40000                               7.269999981                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      1911                                   300                                 88000                             4/9/2006                                700.68                                88000                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      1912                                   300                                 98500                             4/3/2006                                804.25                             97122.94                               14.81000042                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      1913                                   300                                200000                            4/14/2006                                817.47                               100000                               26.07999992                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      1914                                   300                                 77500                            4/15/2006                                633.47                                77500                               24.84000015                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      1915                                   300                                150000                            5/20/2006                               1258.05                               150000                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      1916                                   300                                 50000                            5/20/2006                                217.68                             21827.59                               19.01000023                  No MI                                                                                       3.5                             9/1/2006                                    18                                  3.5                                     0
      1917                                   300                                 76000                            4/14/2006                                556.73                                76000                               11.88000011                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      1918                                   300                                 47495                            4/13/2006                                986.66                                47495                                        10                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      1919                                   300                                 46000                            5/20/2006                           409.9232136                                46000                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      1920                                   300                                 65000                            5/20/2006                           512.4925875                                11900                               15.47999954                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      1921                                   300                                 32000                            5/20/2006                                268.38                                32000                               7.800000191                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      1922                                   300                                 37591                             4/6/2006                                331.24                                37591                               20.47999954                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      1923                                   300                                 10000                             4/8/2006                                 49.88                              5756.16                               5.920000076                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      1924                                   300                                 61000                            5/20/2006                                941.69                                61000                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      1925                                   300                                 75800                            4/15/2006                                724.25                                75800                                        20                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      1926                                   300                                 39950                             4/8/2006                                343.54                                39950                               19.98999977                  No MI                                            1.00E+14                                 1.875                             9/1/2006                                    18                                1.875                                     0
      1927                                   300                                 62800                            4/16/2006                                419.02                             61669.71                                        10                  No MI                                            1.00E+14                                     0                             9/1/2006                                    18                                    0                                     0
      1928                                   300                                 50100                             5/1/2006                                388.01                             50065.86                               9.670000076                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      1929                                   300                                129000                             5/1/2006                                663.55                             89420.14                                        15                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      1930                                   300                                 15000                            5/20/2006                                157.65                               157.65                               11.64000034                  No MI                                                                                     4.375                             9/1/2006                                    18                                4.375                                     0
      1931                                   300                                110500                             4/7/2006                           927.3119818                                10000                                        10                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      1932                                   300                                119980                            5/20/2006                               1108.17                               119980                                        20                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      1933                                   300                                149800                            5/20/2006                           1454.691973                               149800                                        20                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      1934                                   300                                143000                            4/13/2006                                994.91                            114359.09                               14.43999958                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      1935                                   300                                 91596                             5/1/2006                                845.93                             91587.61                                        30                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      1936                                   300                                 29633                            5/20/2006                                213.05                             27360.82                               10.22000027                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      1937                                   300                                 55000                            4/14/2006                                124.77                                10000                               9.319999695                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      1938                                   300                                 84000                            5/20/2006                                185.78                             28144.99                                        80                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      1939                                   300                                 30735                            5/20/2006                                240.37                              30530.8                                        15                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      1940                                   300                                126000                            5/20/2006                                896.24                               126000                               13.06000042                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      1941                                   300                                 54650                             5/1/2006                           511.1240791                                54650                               9.989999771                  No MI                                            1.00E+14                                 2.125                             9/1/2006                                    18                                2.125                                     0
      1942                                   300                                119850                            5/20/2006                                941.56                               119850                                        15                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      1943                                   300                                 15000                            5/20/2006                                117.41                             13999.52                               3.690000057                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      1944                                   300                                 88099                            2/28/2006                                737.36                             87919.09                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      1945                                   300                                 85000                            4/16/2005                                 659.9                             84040.11                               14.65999985                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      1946                                   300                                 89520                             4/7/2006                                 750.8                                89520                               11.85000038                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      1947                                   300                                 57897                             4/3/2006                                469.36                             57395.08                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      1948                                   300                                235000                             2/9/2006                               1062.17                               145000                               14.82999992                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      1949                                   300                                 49000                            2/25/2006                                364.14                                49000                                        10                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      1950                                   300                                114597                            2/20/2006                                961.12                               114597                               29.96999931                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      1951                                   300                                 36000                            8/14/2005                                275.35                             35540.21                                        10                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      1952                                   300                                 27400                            5/20/2006                                209.09                             27379.08                               12.02000046                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      1953                                   300                                 55550                            3/22/2006                                418.72                                55550                               19.98999977                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      1954                                   300                                 41270                            2/27/2006                                464.43                                41270                                        12                  No MI                                                                                      5.25                             9/1/2006                                    18                                 5.25                                     0
      1955                                   300                                 50370                            4/15/2006                                502.67                                50370                                        30                  No MI                                                                                       3.5                             9/1/2006                                    18                                  3.5                                     0
      1956                                   300                                 25425                            2/20/2006                                 200.5                             24785.38                                        15                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      1957                                   300                                 62854                            2/24/2006                           522.0987574                             62810.95                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      1958                                   300                                116980                            2/17/2006                                678.32                             76961.36                                        20                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      1959                                   300                                 31030                             4/3/2006                                263.54                                31030                                        10                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      1960                                   300                                 23000                             4/7/2006                                207.55                                23000                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      1961                                   300                                 86250                            5/20/2006                           761.0713021                             68372.86                                        25                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      1962                                   300                                 20000                             4/2/2006                           183.5054642                             19968.24                               5.480000019                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      1963                                   300                                 33750                            4/14/2006                                318.89                                33750                                        15                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
      1964                                   300                                110000                            5/20/2006                                829.14                               110000                               14.67000008                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      1965                                   300                                 50000                             4/9/2006                                258.09                             32966.39                               17.92000008                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      1966                                   300                                 40900                            4/13/2006                                395.13                                40900                               14.10000038                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
      1967                                   300                                127250                            5/20/2006                               1013.21                               127250                               22.93000031                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      1968                                   300                                 63700                             4/3/2006                               1521.82                                63700                                        15                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      1969                                   300                                 27000                            4/14/2006                                240.78                                27000                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      1970                                   300                                 19450                            5/10/2006                                189.97                                19450                                        10                  No MI                                                                                      3.25                             9/1/2006                                    18                                 3.25                                     0
      1971                                   300                                116274                            3/28/2006                           1139.616679                               116274                                        15                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      1972                                   300                                150000                             4/1/2006                                1066.8                            143798.24                               13.15999985                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      1973                                   300                                103500                            4/10/2006                                868.05                               103500                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      1974                                   300                                200000                            5/20/2006                               1424.95                            182407.19                               20.51000023                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      1975                                   300                                135000                             4/7/2006                               1189.57                               135000                               19.85000038                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      1976                                   300                                200000                             4/2/2006                           1627.336247                            198658.24                               24.10000038                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      1977                                   300                                100800                            5/20/2006                                  9.11                              1152.95                               15.27000046                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      1978                                   300                                 38600                            4/14/2006                                334.29                             38253.92                               22.30999947                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      1979                                   300                                 47000                             4/7/2006                               1137.49                                47000                                        10                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      1980                                   300                                 10000                             4/3/2006                                 90.24                                10000                               2.859999895                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      1981                                   300                                 34505                             4/6/2006                                315.04                                34505                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      1982                                   300                                 91500                            5/20/2006                                874.26                             91499.89                                        30                  No MI                                                                                      3.25                             9/1/2006                                    18                                 3.25                                     0
      1983                                   300                                 33400                            5/20/2006                            303.506049                                33400                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      1984                                   300                                 95000                            5/20/2006                           781.0364543                                30700                               26.38999939                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      1985                                   300                                 87800                            4/10/2006                                    15                              1766.82                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      1986                                   300                                104000                            4/14/2006                               2517.01                               104000                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      1987                                   300                                 52860                            3/23/2006                           421.1995511                                52860                                        15                  No MI                                            1.00E+14                                 0.125                             9/1/2006                                    18                                0.125                                     0
      1988                                   300                                120000                             4/9/2006                           996.7838306                               120000                               9.850000381                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      1989                                   300                                 30500                             4/9/2006                                245.07                                30400                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      1990                                   300                                 79000                            5/10/2006                                568.03                                66055                               35.43000031                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      1991                                   300                                130000                             4/7/2006                               1006.62                               130000                               42.90000153                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      1992                                   300                                 81100                            5/20/2006                                640.89                             80491.58                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      1993                                   300                                 90000                             4/8/2006                                795.38                              85825.2                               27.44000053                  No MI                                            1.00E+14                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      1994                                   300                                 35000                             4/6/2006                                 267.5                             34995.41                               4.260000229                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      1995                                   300                                135000                            4/14/2006                               1130.98                            134893.37                               21.26000023                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      1996                                   300                                 56250                            5/20/2006                                447.88                                56250                                        25                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      1997                                   300                                 58600                             4/1/2006                                479.04                             57908.54                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      1998                                   300                                 44100                            4/13/2006                                397.96                                44100                                        15                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      1999                                   300                                 80500                             5/1/2006                                615.33                                80500                               12.47999954                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2000                                   300                                 28500                             4/1/2006                           266.5514411                                28500                                         5                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      2001                                   300                                 22300                            5/20/2006                                179.93                             22299.31                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2002                                   300                                 59350                            5/20/2006                                497.61                             59333.34                               19.98999977                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2003                                   300                                 75900                            4/13/2006                                676.86                                75900                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2004                                   300                                 38600                             5/1/2006                                377.01                                38600                                        20                  No MI                                                                                      3.25                             9/1/2006                                    18                                 3.25                                     0
      2005                                   300                                320000                             4/7/2006                                397.88                                80000                               33.68000031                  No MI                                            1.00E+17                                -0.375                             9/1/2006                                    18                               -0.375                                     0
      2006                                   300                                 56250                            5/20/2006                                560.93                             56229.79                                        30                  No MI                                                                                       3.5                             9/1/2006                                    18                                  3.5                                     0
      2007                                   300                                 62500                             4/2/2006                                 471.1                                62500                                        10                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2008                                   300                                 39500                            4/10/2006                                343.87                             39499.95                               10.39000034                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2009                                   300                                 50000                            3/24/2006                                326.66                             34424.06                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      2010                                   300                                 80000                             4/3/2006                                585.96                                80000                               9.960000038                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      2011                                   300                                 54500                             4/6/2006                           485.6698944                             54350.67                               12.81999969                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2012                                   300                                 35950                            4/15/2006                            339.433323                                35900                               19.97999954                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2013                                   300                                 87450                             4/2/2006                                696.31                                87450                               16.46999931                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      2014                                   300                                 49800                            5/20/2006                                401.81                                49800                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2015                                   300                                 67000                            5/20/2006                                1091.5                                67000                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      2016                                   300                                 56990                            3/28/2006                                544.53                                56990                                        10                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      2017                                   300                                 22600                             4/8/2006                                187.81                             22400.54                                        10                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2018                                   300                                175000                             4/8/2006                                775.36                               102000                               35.70999908                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2019                                   300                                 50500                            4/15/2006                                386.01                                50500                               10.19999981                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2020                                   300                                 72200                            4/20/2006                                 613.2                                72200                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      2021                                   300                                100000                            4/14/2006                                488.02                             79177.26                                        16                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      2022                                   300                                 40000                            3/22/2006                                356.71                                40000                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2023                                   300                                150000                            3/22/2006                           1157.724329                             38512.23                               32.88999939                  No MI                                                                                     -0.25                             9/1/2006                                    18                                -0.25                                     0
      2024                                   300                                 65392                            3/27/2006                                513.73                                65392                                        15                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2025                                   300                                123800                            5/20/2006                                946.31                               123800                                        20                  No MI                                            1.00E+14                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      2026                                   300                                113400                             4/3/2006                                935.83                            111895.21                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2027                                   300                                 96000                             4/6/2006                                284.17                             33906.08                               17.29999924                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2028                                   300                                 68500                             4/1/2006                                449.91                             59687.86                               16.30999947                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2029                                   300                                 47000                            3/21/2006                                354.22                             46992.95                                        10                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      2030                                   300                                 26000                            3/28/2006                                412.19                             25805.54                                        10                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2031                                   300                                 65900                             4/1/2006                                496.73                             65899.92                                        10                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2032                                   300                                 60000                            3/15/2006                                 85.46                             12195.99                               8.960000038                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      2033                                   300                                 29200                            3/27/2006                                267.08                             28701.62                                        10                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      2034                                   300                                 50200                            3/17/2006                                 362.4                                50200                                        10                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      2035                                   300                                100000                            4/10/2006                                698.82                                96800                               10.35999966                  No MI                                                                                      0.25                             9/1/2006                                    18                                 0.25                                     0
      2036                                   300                                 22980                            3/17/2006                                200.05                                22980                                        20                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      2037                                   300                                 43500                            3/17/2006                                479.14                             43409.86                                        15                  No MI                                                                                      4.75                             9/1/2006                                    18                                 4.75                                     0
      2038                                   300                                 27900                            3/23/2006                                249.42                                27650                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      2039                                   300                                 94000                            3/27/2006                           804.9989322                             27205.16                               16.20999908                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2040                                   300                                197500                            3/10/2006                               1656.43                               197500                               20.56999969                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2041                                   300                                521550                            5/20/2006                               1033.33                            152895.25                               26.07999992                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2042                                   300                                 89500                            3/24/2006                                717.23                             88996.17                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2043                                   300                                 60649                            3/23/2006                                556.68                             59921.19                               39.90000153                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      2044                                   300                                 60900                             4/3/2006                                357.35                             44879.48                                        10                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      2045                                   300                                 75000                            3/24/2006                                586.11                             74566.01                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2046                                   300                                 60000                            5/20/2006                                509.59                                60000                               19.04999924                  No MI                                            1.00E+14                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      2047                                   300                                 76200                            5/20/2006                                679.54                                76200                                        15                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2048                                   300                                 37770                            3/27/2006                                348.86                                37770                                        30                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      2049                                   300                                149300                            3/17/2006                               1238.74                            147719.07                               25.01000023                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2050                                   300                                 56000                            5/20/2006                                481.56                              55999.3                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      2051                                   300                                 65600                             4/1/2006                                501.44                                65600                                        20                  No MI                                            1.00E+14                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      2052                                   300                                 81450                            3/14/2006                                 20.11                              2397.69                               19.98999977                  No MI                                            1.00E+14                                 1.625                             9/1/2006                                    18                                1.625                                     0
      2053                                   300                                108000                             4/6/2006                                 333.3                             42425.77                               19.63999939                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2054                                   300                                 41500                            3/24/2006                                 47.08                                227.1                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2055                                   300                                110700                             3/9/2006                                945.82                            108646.74                                        30                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      2056                                   300                                 78000                            3/13/2006                                654.18                                78000                               14.18000031                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2057                                   300                                 50000                             4/8/2006                                398.12                                50000                                        10                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      2058                                   300                                 52200                            3/28/2006                                418.73                             51193.82                               8.390000343                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      2059                                   300                                278000                            3/22/2006                            2749.87383                               278000                                        20                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
      2060                                   300                                 75000                            3/14/2006                                 676.8                                75000                               17.04999924                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      2061                                   300                                 68000                             3/3/2006                                508.18                             67394.46                                     17.75                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2062                                   300                                 44400                            3/24/2006                                367.67                                44400                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2063                                   300                                 76500                             4/1/2006                                625.36                                76500                                        15                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      2064                                   300                                132000                            3/16/2006                           1234.554043                            131921.63                                        30                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      2065                                   300                                 25000                            3/21/2006                                204.37                                25000                                        10                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      2066                                   300                                 32000                             3/7/2006                                292.16                                32000                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      2067                                   300                                142900                             4/1/2006                                1198.5                               142900                               19.98999977                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2068                                   300                                 60500                            3/14/2006                                517.43                             60170.61                               17.29000092                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      2069                                   300                                 15500                            3/23/2006                                141.22                              15467.2                               10.32999992                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      2070                                   300                                 48500                             3/7/2006                                436.13                             48330.65                                        10                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      2071                                   300                                120600                            5/20/2006                                927.95                            120533.92                               19.61000061                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2072                                   300                                175000                            3/23/2006                           1453.643086                             79855.41                               28.56999969                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2073                                   300                                 75100                            3/15/2006                                   2.4                               658.41                                     11.75                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      2074                                   300                                144500                            3/22/2006                               1104.53                               144500                               32.47000122                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2075                                   300                                 43200                             4/3/2006                           381.1974522                              43143.4                               19.97999954                  No MI                                            1.00E+14                                 1.375                             9/1/2006                                    18                                1.375                                     0
      2076                                   300                                 70350                            3/28/2006                                597.49                                70350                               19.98999977                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      2077                                   300                                 40455                            4/17/2006                                309.23                                40455                               14.97999954                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2078                                   300                                 23100                             4/1/2006                                184.52                             22952.19                                        15                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2079                                   300                                 50220                            3/15/2006                                381.87                                50020                                        10                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2080                                   300                                135000                             4/9/2006                               2396.67                            134997.64                               25.95999908                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      2081                                   300                                150000                            3/15/2006                               1273.97                               150000                               29.81999969                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      2082                                   300                                 83000                            3/24/2006                                685.96                             82837.42                                        30                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      2083                                   300                                 62000                            3/13/2006                                 89.04                              8713.79                               11.69999981                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      2084                                   300                                100000                             4/1/2006                                284.25                                35000                                        16                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      2085                                   300                                 59000                            3/21/2006                                462.47                             58867.67                                        20                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2086                                   300                                 23000                            3/16/2006                                205.07                                23000                               9.789999962                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2087                                   300                                 99000                            3/24/2006                                809.29                                99000                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      2088                                   300                                130000                            3/15/2006                               1021.14                             129967.1                               30.22999954                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2089                                   300                                105400                             4/3/2006                                973.32                            105380.34                                        20                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      2090                                   300                                 82000                            3/24/2006                                687.73                                82000                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2091                                   300                                 50000                             4/3/2006                                387.08                             45536.86                               7.300000191                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      2092                                   300                                 90000                            4/16/2006                                495.49                                65280                               36.40999985                  No MI                                            1.00E+17                                 0.625                             9/1/2006                                    18                                0.625                                     0
      2093                                   300                                 26400                            3/28/2006                                169.53                             20979.16                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2094                                   300                                 70000                            5/20/2006                                631.53                                70000                               21.07999992                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      2095                                   300                                150000                            4/10/2006                                346.53                             44408.73                               23.44000053                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2096                                   300                                100000                             4/9/2006                                180.29                             24019.72                               20.40999985                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      2097                                   300                                 42500                            3/17/2006                                122.01                             42495.17                                        10                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      2098                                   300                                139990                            3/24/2006                                1248.4                               139990                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2099                                   300                                 24850                            3/23/2006                                166.93                             19121.28                               12.55000019                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      2100                                   300                                 40300                            3/17/2006                                378.88                             40099.05                               11.03999996                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
      2101                                   300                                 34470                            3/27/2006                                 270.8                                34470                                        15                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2102                                   300                                 47000                            3/15/2006                                394.19                                47000                                        10                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2103                                   300                                 44250                            3/27/2006                                341.11                                44050                                        15                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      2104                                   300                                 85000                             4/2/2006                                322.28                                44000                                        10                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      2105                                   300                                 98600                            3/27/2006                                795.55                             98599.21                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2106                                   300                                 38650                            3/23/2006                                315.95                                38650                               14.97999954                  No MI                                            1.00E+14                                 1.375                             9/1/2006                                    18                                1.375                                     0
      2107                                   300                                 52000                            3/24/2006                           454.3222636                             51950.63                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2108                                   300                                 52000                            3/23/2006                           431.9396599                              9620.44                                5.53000021                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2109                                   300                                 39650                            3/22/2006                                303.08                                39650                                        13                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2110                                   300                                 40398                            3/28/2006                           352.9559771                             39272.65                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2111                                   300                                 36500                            3/22/2006                                329.96                                36140                               20.97999954                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      2112                                   300                                 67500                             4/8/2006                                372.64                                45000                                        15                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2113                                   300                                 36000                            3/28/2006                                348.86                             35917.59                               20.01000023                  No MI                                                                                      3.75                             9/1/2006                                    18                                 3.75                                     0
      2114                                   300                                101598                            3/27/2006                           914.2844383                               101598                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2115                                   300                                 75000                            3/10/2006                                544.81                             73918.79                               6.170000076                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2116                                   300                                150000                            3/28/2006                               1401.37                               150000                               50.68000031                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      2117                                   300                                 54500                            3/24/2006                                491.81                                54500                               30.03000069                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      2118                                   300                                 17000                             4/1/2006                                133.55                                17000                               2.210000038                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2119                                   300                                 53580                             4/3/2006                                392.49                                53580                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2120                                   300                                 66750                             4/1/2006                               1859.34                             66036.78                                        15                  No MI                                                                                     3.375                             9/1/2006                                    18                                3.375                                     0
      2121                                   300                                142000                             4/1/2006                                827.85                             119912.7                               16.13999939                  No MI                                                                                    -0.125                             9/1/2006                                    18                               -0.125                                     0
      2122                                   300                                107000                             4/3/2006                                874.69                               107000                               20.42000008                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2123                                   300                                100000                             4/3/2006                                  1.28                                96.16                               14.71000004                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      2124                                   300                                 60000                            3/22/2006                                266.71                              8349.31                               8.699999809                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2125                                   300                                 57900                            3/15/2006                            456.512628                              57485.7                                        10                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      2126                                   300                                 20900                            3/23/2006                                177.51                                20900                                        10                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      2127                                   300                                135000                            3/17/2006                               1160.91                               135000                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      2128                                   300                                 47000                            3/23/2006                                 378.4                             46899.15                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2129                                   300                                125000                             3/9/2006                                928.94                               125000                                        10                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      2130                                   300                                 18000                             3/9/2006                           166.7489907                              17898.4                                        10                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      2131                                   300                                 76800                            5/20/2006                           637.9416516                              76100.7                               19.98999977                  No MI                                            1.00E+14                                 0.625                             9/1/2006                                    18                                0.625                                     0
      2132                                   300                                 25001                            3/20/2006                                207.03                                25001                               11.42000008                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2133                                   300                                 55500                            3/16/2006                                459.59                                55500                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2134                                   300                                 46000                            3/14/2006                                361.38                                46000                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2135                                   300                                 91200                            5/20/2006                                735.61                             91155.49                               19.98999977                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2136                                   300                                 44400                            3/28/2006                                362.68                             44353.53                                        20                  No MI                                            1.00E+14                                 1.375                             9/1/2006                                    18                                1.375                                     0
      2137                                   300                                 50000                            3/24/2006                                445.89                                50000                               32.47000122                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2138                                   300                                 45380                            3/15/2006                                383.89                             44702.17                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      2139                                   300                                 90000                            3/27/2006                                707.05                             89998.77                                        20                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2140                                   300                                 34300                             4/7/2006                                269.45                             34297.18                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2141                                   300                                 55000                             4/3/2006                                379.54                                55000                               18.63999939                  No MI                                                                                    -0.125                             9/1/2006                                    18                               -0.125                                     0
      2142                                   300                                 48200                            4/10/2006                                 463.4                             47966.72                               14.97000027                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
      2143                                   300                                 75000                             4/7/2006                                572.48                             74880.64                               14.28999996                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2144                                   300                                 27525                            3/27/2006                                232.15                              27403.9                                        15                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      2145                                   300                                 83000                            4/14/2006                                572.76                                83000                               3.779999971                  No MI                                                                                    -0.125                             9/1/2006                                    18                               -0.125                                     0
      2146                                   300                                 74000                            3/24/2006                                392.59                             53317.04                               26.43000031                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      2147                                   300                                100000                             4/6/2006                                555.42                             79311.71                               21.97999954                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2148                                   300                                 21000                            4/15/2006                                171.41                                20700                                        10                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      2149                                   300                                 87000                            3/27/2006                                775.85                                87000                                        30                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2150                                   300                                 70000                            3/22/2006                                  4.38                               486.16                               25.45999908                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      2151                                   300                                 29360                             4/1/2006                           277.2117486                                29360                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2152                                   300                                 84900                            3/21/2006                           676.5009816                             84899.81                                        10                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      2153                                   300                                 61000                             5/1/2006                                472.79                             56269.65                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2154                                   300                                 43350                            3/23/2006                           488.9166041                                35200                                        15                  No MI                                                                                      4.75                             9/1/2006                                    18                                 4.75                                     0
      2155                                   300                                146000                            3/22/2006                                687.22                              76981.4                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      2156                                   300                                 68151                            3/16/2006                                593.28                             68150.42                                        30                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      2157                                   300                                 25500                            4/10/2006                                251.71                                25490                               8.229999542                  No MI                                                                                     3.625                             9/1/2006                                    18                                3.625                                     0
      2158                                   300                                 40020                            3/24/2006                                368.65                             39937.17                                        20                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      2159                                   300                                132000                            3/28/2006                                1251.8                            131012.71                                        15                  No MI                                                                                      3.25                             9/1/2006                                    18                                 3.25                                     0
      2160                                   300                                 85441                            3/27/2006                                707.52                                85441                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2161                                   300                                142000                            3/15/2006                                 66.88                                10000                               16.42000008                  No MI                                                                                    -0.375                             9/1/2006                                    18                               -0.375                                     0
      2162                                   300                                 53980                             4/7/2006                               1272.78                                53980                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2163                                   300                                104000                            4/15/2006                                640.38                             77333.26                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2164                                   300                                 78400                             3/6/2006                                727.32                             77039.62                                        20                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
      2165                                   300                                 46000                            3/21/2006                                419.99                                46000                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      2166                                   300                                 60000                            3/15/2006                                350.11                             50094.79                               19.35000038                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      2167                                   300                                 92598                            5/20/2006                                697.97                                92598                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2168                                   300                                 90000                            3/16/2006                                686.14                                90000                               29.51000023                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2169                                   300                                 29100                            4/15/2006                                246.61                             29040.92                                        15                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      2170                                   300                                 68000                             4/6/2006                                518.36                             67750.47                                        20                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2171                                   300                                 81000                             4/6/2006                                629.55                             80110.99                                        27                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2172                                   300                                 42000                            3/17/2006                               1014.43                                41600                               5.869999886                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      2173                                   300                                 83250                            3/17/2006                                733.57                                83250                                        15                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      2174                                   300                                 50000                            3/27/2006                                392.81                                50000                               20.07999992                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2175                                   300                                 10500                            3/17/2006                                 93.64                                10500                                        10                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2176                                   300                                 59500                             3/6/2006                                454.41                             59447.95                                        10                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2177                                   300                                 10000                             3/6/2006                           103.4798191                              9884.02                               2.900000095                  No MI                                                                                       3.5                             9/1/2006                                    18                                  3.5                                     0
      2178                                   300                                 33800                             4/2/2006                                807.49                                33800                                        10                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      2179                                   300                                 34000                             5/1/2006                                346.52                                34000                                        10                  No MI                                                                                      3.75                             9/1/2006                                    18                                 3.75                                     0
      2180                                   300                                 45200                             3/8/2006                                411.38                             43480.87                                        10                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
      2181                                   300                                 34000                            3/27/2006                                294.81                                33900                                        10                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      2182                                   300                                 39980                            3/14/2006                                348.28                             39524.34                                        20                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      2183                                   300                                 33200                             4/1/2006                                281.97                                33200                                        10                  No MI                                            1.00E+14                                     2                             9/1/2006                                    18                                    2                                     0
      2184                                   300                                 25000                             4/2/2006                                205.43                             24701.71                               5.949999809                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2185                                   300                                 18440                            4/10/2006                                165.89                              18387.8                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      2186                                   300                                 25100                             3/8/2006                                201.45                             24531.14                                        10                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      2187                                   300                                 62863                            3/24/2006                                409.48                             52835.85                               17.55999947                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      2188                                   300                                133750                            3/13/2006                               1183.61                            132723.98                               16.20999908                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2189                                   300                                 63000                            3/15/2006                                528.38                                63000                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2190                                   300                                 64000                            3/15/2006                                563.95                                64000                               9.850000381                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      2191                                   300                                 66000                             4/1/2006                                497.49                                66000                               15.02999973                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2192                                   300                                150000                            3/24/2006                                236.01                              34842.1                                        10                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2193                                   300                                 50000                            3/17/2006                           423.8863614                             44249.05                               13.15999985                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      2194                                   300                                 91500                            3/22/2006                               1662.67                                91500                                        30                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      2195                                   300                                 96848                            3/23/2006                                730.01                                96848                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2196                                   300                                 65000                            3/10/2006                                174.01                             24921.71                               19.39999962                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      2197                                   300                                 74500                            3/21/2006                                 680.2                                74500                                        10                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      2198                                   300                                 50000                            5/20/2006                                 387.5                                50000                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      2199                                   300                                 65980                            5/20/2006                                546.23                             65963.54                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2200                                   300                                 22400                             3/9/2006                                151.86                             16632.21                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      2201                                   300                                320000                            4/14/2006                               2271.64                            319784.52                               22.86000061                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      2202                                   300                                 38980                            3/27/2006                                331.06                                38980                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      2203                                   300                                 24100                            3/21/2006                                209.06                             24015.25                                        10                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      2204                                   300                                139000                             5/1/2006                               1372.39                               139000                               33.02000046                  No MI                                                                                     3.375                             9/1/2006                                    18                                3.375                                     0
      2205                                   300                                 31600                            3/24/2006                                305.29                                31600                                        20                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
      2206                                   300                                150000                            3/22/2006                                603.56                              77600.9                               33.70999908                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2207                                   300                                 99000                             3/9/2006                                 714.7                                99000                               15.22999954                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      2208                                   300                                 38500                            4/15/2006                                 320.8                                38250                                        10                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2209                                   300                                116000                            3/18/2006                               1962.47                            114037.53                               22.30999947                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2210                                   300                                100000                            3/23/2006                                 65.67                              9925.31                               10.86999989                  No MI                                                                                    -0.375                             9/1/2006                                    18                               -0.375                                     0
      2211                                   300                                150000                            3/15/2006                                861.81                               125000                               23.44000053                  No MI                                                                                    -0.125                             9/1/2006                                    18                               -0.125                                     0
      2212                                   300                                 95000                            3/24/2006                                816.93                                95000                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      2213                                   300                                 50000                            4/13/2006                                392.81                                50000                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2214                                   300                                 80000                             3/6/2006                                645.48                                80000                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2215                                   300                                137000                            3/24/2006                               1038.24                            135827.05                                        20                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2216                                   300                                 63000                             4/7/2006                                448.12                                63000                                        15                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      2217                                   300                                 43800                            3/16/2006                                 362.7                                43800                               13.02000046                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      2218                                   300                                 48000                             4/1/2006                                372.74                                41500                               11.15999985                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      2219                                   300                                 37490                             3/2/2006                                191.69                             26185.33                                        10                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      2220                                   300                                 79800                            3/17/2006                                607.21                             79388.93                                        20                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2221                                   300                                 39000                             3/9/2006                                376.78                                39000                                        20                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
      2222                                   300                                 35300                            3/10/2006                                271.67                             35054.27                               10.01000023                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      2223                                   300                                 10000                             3/7/2006                                 85.21                              9912.24                               4.170000076                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      2224                                   300                                 31800                             3/8/2006                                276.83                                31800                                        20                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      2225                                   300                                 15000                            5/20/2006                                130.58                                15000                                       7.5                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      2226                                   300                                 83000                            3/21/2006                                586.71                             73714.64                               30.73999977                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      2227                                   300                                 84000                            2/24/2006                                633.16                                84000                               19.76000023                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2228                                   300                                 72289                            3/13/2006                                505.54                                72149                                        10                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      2229                                   300                                 77250                            2/26/2006                                753.57                             77153.65                                        25                  No MI                                                                                      3.25                             9/1/2006                                    18                                 3.25                                     0
      2230                                   300                                110000                            3/24/2006                                899.21                               110000                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      2231                                   300                                 87750                            3/13/2006                                782.54                                87750                                        30                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2232                                   300                                 86000                             4/1/2006                                734.35                                84000                                        20                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      2233                                   300                                 15900                            2/28/2006                                 166.2                             15812.87                                        15                  No MI                                                                                     4.375                             9/1/2006                                    18                                4.375                                     0
      2234                                   300                                121350                             3/8/2006                                966.17                             121342.2                               14.15999985                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      2235                                   300                                 74000                             4/6/2006                                591.24                             73277.74                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2236                                   300                                 21000                            3/28/2006                                 176.1                             20250.81                                        10                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      2237                                   300                                 86400                             3/1/2006                               2439.79                             85985.76                                        30                  No MI                                                                                       3.5                             9/1/2006                                    18                                  3.5                                     0
      2238                                   300                                 54000                            2/28/2006                                429.97                                54000                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      2239                                   300                                 47200                            3/16/2006                                385.84                                47200                               19.97999954                  No MI                                            1.00E+17                                 1.375                             9/1/2006                                    18                                1.375                                     0
      2240                                   300                                 55000                             3/9/2006                                408.73                                55000                                        20                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      2241                                   300                                 58800                            3/17/2006                                449.41                             58793.19                                        20                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2242                                   300                                132990                             4/3/2006                               1115.39                               132990                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2243                                   300                                 42300                            3/13/2006                                476.02                                42300                               13.47000027                  No MI                                                                                         5                             9/1/2006                                    18                                    5                                     0
      2244                                   300                                 37000                            3/10/2006                                345.58                                37000                               13.96000004                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      2245                                   300                                 87000                             3/1/2006                                634.83                             86451.35                               15.53999996                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2246                                   300                                 56500                            2/28/2006                                 83.87                                10000                               22.15999985                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2247                                   300                                147300                             3/8/2006                                 83.69                              9966.75                               57.31999969                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2248                                   300                                 30000                             3/6/2006                                193.82                             23387.14                               9.380000114                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2249                                   300                                 50000                             3/9/2006                                 224.2                             31996.46                               14.71000004                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      2250                                   300                                 52000                             3/3/2006                                397.48                                52000                                        20                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2251                                   300                                 77000                            2/28/2006                                 678.5                                77000                                        20                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      2252                                   300                                 78000                            3/10/2006                                 37.84                                 5000                               13.81000042                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2253                                   300                                150000                            3/24/2006                               1258.05                               150000                               24.35000038                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2254                                   300                                 47250                             3/7/2006                                277.21                                33250                                        15                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2255                                   300                                 75000                            2/27/2006                               1837.02                                74389                                        30                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      2256                                   300                                 34400                            3/15/2006                                281.21                                34400                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      2257                                   300                                 31500                            3/10/2006                                279.56                             31348.98                                        15                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2258                                   300                                 57000                             4/6/2006                                478.06                                57000                               20.06999969                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2259                                   300                                 31950                            2/28/2006                                284.92                                31950                               19.97999954                  No MI                                            1.00E+14                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      2260                                   300                                143900                            2/28/2006                                1340.3                            142645.28                               24.98999977                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      2261                                   300                                180000                             3/2/2006                               1508.68                            179894.81                                        25                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2262                                   300                                 43350                            3/21/2006                           393.9217732                                43350                                        17                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      2263                                   300                                100000                            2/26/2006                                753.77                               100000                                     31.25                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2264                                   300                                 32100                            3/21/2006                                252.18                                32100                                        15                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2265                                   300                                134400                            3/16/2006                               1212.82                               134400                                        30                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      2266                                   300                                 63750                            3/27/2006                                594.43                             63626.57                                        15                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      2267                                   300                                 61500                            2/26/2006                                430.79                              61481.6                                        10                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      2268                                   300                                 18200                            3/23/2006                                168.46                             18031.16                                        20                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      2269                                   300                                 57745                            3/10/2006                                 502.7                                57745                                        30                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      2270                                   300                                 54750                            3/15/2006                                459.19                                54750                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2271                                   300                                116760                             3/3/2006                                375.16                              51386.5                                        30                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      2272                                   300                                 79000                             3/3/2006                                754.83                                79000                                        20                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      2273                                   300                                 96050                             4/1/2006                                742.77                             94225.75                                        20                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2274                                   300                                 25200                             3/6/2006                                191.09                             25016.78                               15.46000004                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2275                                   300                                 40500                            2/28/2006                                356.79                                40500                                        20                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      2276                                   300                                 34608                            3/22/2006                                257.53                             33607.56                                        10                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2277                                   300                                 40000                             3/9/2006                           402.9366346                                40000                               21.86000061                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
      2278                                   300                                130000                             4/1/2006                               1090.31                               130000                               11.81999969                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2279                                   300                                 50000                            3/14/2006                                380.86                             49818.63                                     10.75                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2280                                   300                                150000                            3/10/2006                                413.26                                56000                                        20                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2281                                   300                                 86700                            2/28/2006                                662.72                                86700                               22.05999947                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2282                                   300                                 20000                             3/2/2006                           197.8326496                             19452.88                               9.960000038                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
      2283                                   300                                102600                            3/13/2006                                920.89                            101746.87                               30.01000023                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      2284                                   300                                138980                            3/15/2006                               1136.11                               138980                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      2285                                   300                                 37500                             3/6/2006                                322.47                                37500                                        10                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      2286                                   300                                 35990                            2/28/2006                                316.92                             35966.24                                        20                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      2287                                   300                                 22800                            3/28/2006                                198.48                                22800                               5.059999943                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2288                                   300                                 79500                            4/14/2006                                903.09                                79500                               14.72000027                  No MI                                                                                     5.125                             9/1/2006                                    18                                5.125                                     0
      2289                                   300                                 31050                            4/13/2006                                257.12                                31050                                        15                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2290                                   300                                 94000                             3/6/2006                                 748.2                             93967.88                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      2291                                   300                                 65250                            5/20/2006                           519.9256661                             65167.31                                        15                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      2292                                   300                                 57300                            3/17/2006                                523.16                                57300                                        30                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      2293                                   300                                200000                             3/2/2006                                 70.04                              9996.57                               51.15000153                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      2294                                   300                                 72400                             4/1/2006                                660.42                             72335.86                               19.84000015                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      2295                                   300                                148000                             3/2/2006                                412.77                                48000                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      2296                                   300                                 92000                             3/8/2006                                547.62                             72650.75                               24.53000069                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2297                                   300                                 71000                            4/10/2006                                229.55                                10000                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      2298                                   300                                 22800                            3/24/2006                                203.33                                22800                               9.979999542                  No MI                                            1.00E+14                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      2299                                   300                                111980                             4/1/2006                                867.85                               111980                                        20                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      2300                                   300                                 36300                            3/24/2006                                296.74                                36300                               20.51000023                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      2301                                   300                                 57000                            3/10/2006                                497.63                             27704.09                                        20                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
      2302                                   300                                 33900                             3/3/2006                                 17.77                              3381.42                                        30                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
      2303                                   300                                 48500                             3/3/2006                                367.44                              47081.3                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2304                                   300                                 57500                             3/8/2006                           527.5782094                                57500                                        10                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      2305                                   300                                255500                            5/20/2006                               1763.13                               255500                               18.31999969                  No MI                                                                                    -0.125                             9/1/2006                                    18                               -0.125                                     0
      2306                                   300                                 80000                            2/28/2006                                552.05                                80000                               16.43000031                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      2307                                   300                                126750                             3/6/2006                               1009.23                               126750                                        15                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      2308                                   300                                 70000                            3/13/2006                                482.36                                69900                                        10                  No MI                                                                                    -0.125                             9/1/2006                                    18                               -0.125                                     0
      2309                                   300                                 23000                            3/17/2006                                194.12                             22860.27                               10.03999996                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      2310                                   300                                190000                            3/28/2006                                 79.92                             11296.86                               41.29999924                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      2311                                   300                                 28800                            2/27/2006                                201.09                                28800                                        10                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      2312                                   300                                 90000                             5/1/2006                                685.08                                90000                                        20                  No MI                                            1.00E+14                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      2313                                   300                                 54500                            3/14/2006                                486.02                                54500                               19.98999977                  No MI                                            1.00E+14                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      2314                                   300                                135000                            3/13/2006                                 973.7                            134903.06                               14.98999977                  No MI                                                                                      0.25                             9/1/2006                                    18                                 0.25                                     0
      2315                                   300                                128700                             4/1/2006                                1120.4                               128700                                        30                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2316                                   300                                 81980                            3/24/2006                                661.46                                81980                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2317                                   300                                 37000                             4/1/2006                                306.33                             36992.81                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2318                                   300                                266500                             4/1/2006                               1914.88                            254041.76                               34.97000122                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2319                                   300                                 72000                             3/8/2006                                596.22                                72000                               26.18000031                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2320                                   300                                 44000                            4/11/2006                                358.79                             43882.68                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      2321                                   300                                 64000                            3/16/2006                                468.74                                64000                                        10                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      2322                                   300                                 45450                             3/9/2006                                356.55                                45387                                        15                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2323                                   300                                 32800                             3/1/2006                                344.74                                32800                                        20                  No MI                                                                                     4.125                             9/1/2006                                    18                                4.125                                     0
      2324                                   300                                 49000                            3/23/2006                                357.48                             47935.88                                        10                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      2325                                   300                                 41500                            3/15/2006                                343.65                                41500                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      2326                                   300                                141800                             3/9/2006                               1189.26                            141798.27                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2327                                   300                                446000                             4/2/2006                                237.79                             34257.88                               59.86999893                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      2328                                   300                                 36370                            3/24/2006                           373.0184651                                36370                                        20                  No MI                                                                                     3.375                             9/1/2006                                    18                                3.375                                     0
      2329                                   300                                 83980                            3/10/2006                                620.09                                82300                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      2330                                   300                                 64900                             4/2/2006                                516.76                                64900                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      2331                                   300                                 26000                             3/1/2006                                218.06                                26000                               6.840000153                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      2332                                   300                                 18750                            3/10/2006                                 86.19                              9669.04                                         5                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      2333                                   300                                125500                             4/1/2006                                985.95                               125500                               18.05999947                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      2334                                   300                                 39400                             3/6/2006                                301.13                             39396.68                                        10                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      2335                                   300                                 46350                            11/6/2005                                433.02                                46350                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      2336                                   300                                135000                            9/15/2005                                902.47                               135000                                        10                  No MI                                            1.00E+17                                -0.375                             9/1/2006                                    18                                6.625                                     0
      2337                                   300                                 96000                            9/15/2005                                504.99                             95999.99                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2338                                   300                                250000                             2/1/2006                               1964.04                               250000                               18.52000046                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      2339                                   300                                101400                             2/1/2006                               1011.92                               101400                               13.17000008                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2340                                   300                                 56100                             2/1/2006                                522.98                             55978.72                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2341                                   300                                 48100                             2/1/2006                                505.48                             47924.19                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2342                                   300                                 41500                             1/1/2006                                 458.1                             41490.05                               20.01000023                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2343                                   300                                114750                             2/1/2006                               1072.05                               114750                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2344                                   300                                 21400                             1/1/2006                                 226.3                              21312.8                               20.02000046                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2345                                   300                                102750                             2/1/2006                                953.11                            101968.86                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2346                                   300                                 67400                             2/1/2006                                757.86                              67344.6                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2347                                   300                                 18450                             2/1/2006                                170.41                                18450                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      2348                                   300                                 75600                             2/1/2006                                 802.6                             75595.73                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2349                                   300                                 72750                             2/1/2006                                726.01                                72750                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2350                                   300                                 35000                             2/1/2006                                364.14                                35000                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2351                                   300                                 34300                             2/1/2006                                144.42                             13980.45                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2352                                   300                                 80000                             2/1/2006                                848.97                             79967.76                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2353                                   300                                 15000                             2/1/2006                                127.92                             13636.01                               11.53999996                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2354                                   300                                127000                             2/1/2006                               1240.42                               127000                               20.05999947                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2355                                   300                                 46000                             2/1/2006                                468.65                             45974.12                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2356                                   300                                165000                             2/1/2006                               1646.61                               165000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2357                                   300                                 75800                             2/1/2006                                756.44                                75800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2358                                   300                                 42000                             2/1/2006                                410.22                                42000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2359                                   300                                 67700                             2/1/2006                                632.44                                67695                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2360                                   300                                 50950                             2/1/2006                                537.28                             50608.59                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2361                                   300                                 52000                             2/1/2006                                552.06                                52000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2362                                   300                                 15000                             2/1/2006                                138.54                              14999.4                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      2363                                   300                                 51500                             2/1/2006                                470.01                                50800                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      2364                                   300                                 24800                             2/1/2006                                277.86                             24631.19                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2365                                   300                                 91000                             2/1/2006                                946.72                              90994.6                               19.56999969                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2366                                   300                                100000                             2/1/2006                                997.95                               100000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2367                                   300                                112750                             2/1/2006                                1077.3                               112750                               17.47999954                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      2368                                   300                                 92800                             2/1/2006                                998.96                             92250.27                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2369                                   300                                 50000                             2/1/2006                                498.97                                50000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2370                                   300                                 25600                             2/1/2006                                239.17                                25600                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2371                                   300                                 27800                             2/1/2006                                275.54                             27598.85                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2372                                   300                                 39000                             2/1/2006                                438.88                                39000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2373                                   300                                 29000                             2/1/2006                                288.85                             28944.12                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2374                                   300                                 26700                             2/1/2006                                240.83                             26687.41                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      2375                                   300                                 80500                             2/1/2006                                803.08                             80473.54                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2376                                   300                                 46700                             2/1/2006                                466.04                                46700                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2377                                   300                                 35750                             2/1/2006                                333.83                             35732.37                               14.98999977                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2378                                   300                                 77000                             2/1/2006                                790.42                             72992.52                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2379                                   300                                 30400                             2/1/2006                                335.59                             30394.92                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2380                                   300                                113250                             2/1/2006                               1058.03                               113250                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2381                                   300                                185400                             2/1/2006                               2125.75                               185400                                        20                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2382                                   300                                 44950                             2/1/2006                                448.58                                44950                               14.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2383                                   300                                 58900                             2/1/2006                                525.26                                58900                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      2384                                   300                                 58500                             2/1/2006                                632.46                             58405.79                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2385                                   300                                 38250                             2/1/2006                                313.92                             28352.23                                        15                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2386                                   300                                 19800                             2/1/2006                                170.19                             19790.65                                        10                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      2387                                   300                                 28650                             2/1/2006                                262.86                             28430.89                               9.979999542                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      2388                                   300                                 31980                             2/1/2006                                 332.7                             31977.81                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2389                                   300                                 72500                             2/1/2006                                624.46                              67609.2                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      2390                                   300                                 28600                             2/1/2006                                259.35                             28395.12                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      2391                                   300                                 83000                             2/1/2006                                 828.3                                83000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2392                                   300                                 98900                             2/1/2006                               1007.97                                98900                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2393                                   300                                 95300                             2/1/2006                                863.67                             94595.04                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      2394                                   300                                 28500                             2/1/2006                                294.56                             28311.73                                        15                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2395                                   300                                 50000                             2/1/2006                                540.25                                49890                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2396                                   300                                 20000                             2/1/2006                                186.85                                20000                               13.15999985                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2397                                   300                                 69000                             2/1/2006                                692.09                             65677.25                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2398                                   300                                 17900                             2/1/2006                                 159.6                             17845.83                               7.050000191                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      2399                                   300                                 94150                             2/1/2006                                999.51                             94147.17                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2400                                   300                                 28800                             2/1/2006                                268.16                             28700.61                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2401                                   300                                 90000                             1/1/2006                                974.17                             89957.18                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2402                                   300                                 28700                             2/1/2006                                304.57                             28688.97                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2403                                   300                                 65000                             1/1/2006                                715.69                             64820.99                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2404                                   300                                146100                             2/1/2006                               1271.86                            146098.95                               17.38999939                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      2405                                   300                                 30000                             2/1/2006                                185.57                             19877.37                               14.63000011                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2406                                   300                                 21000                             2/1/2006                                187.27                                21000                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      2407                                   300                                 24450                             2/1/2006                                249.19                                24450                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2408                                   300                                 15900                             1/1/2006                                 130.6                             15744.09                               10.02000046                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      2409                                   300                                 40000                             2/1/2006                                407.26                                39960                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2410                                   300                                 27000                             2/1/2006                                246.51                                27000                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      2411                                   300                                102000                             1/1/2006                               1061.22                               102000                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2412                                   300                                 59000                             1/1/2006                                624.12                             58900.58                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2413                                   300                                 23000                             2/1/2006                                188.02                                23000                                        10                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      2414                                   300                                 85000                             2/1/2006                                900.76                             84846.16                               18.76000023                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2415                                   300                                 58000                             1/1/2006                                615.75                                58000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2416                                   300                                 23250                             2/1/2006                                 238.9                             22271.99                                        15                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2417                                   300                                 75400                             2/1/2006                                816.49                                75400                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2418                                   300                                 38900                             2/1/2006                                 388.2                                38900                               14.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2419                                   300                                140550                             2/1/2006                               1641.35                            140549.98                               19.98999977                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2420                                   300                                 36050                             2/1/2006                                359.62                             36036.37                               19.97999954                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2421                                   300                                 60500                             2/1/2006                                603.76                                60500                               14.93999958                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2422                                   300                                 35000                             2/1/2006                                326.43                                34940                               14.89000034                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2423                                   300                                 34000                             2/1/2006                                299.48                             33986.18                                        10                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      2424                                   300                                 33400                             2/1/2006                                315.58                                33400                                        20                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      2425                                   300                                 27000                             1/1/2006                                246.42                             26990.05                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2426                                   300                                 30900                            12/1/2005                                347.73                                30900                               19.98999977                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2427                                   300                                145800                             2/1/2006                               1300.22                               145800                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      2428                                   300                                 62600                             2/1/2006                                651.25                             62595.08                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2429                                   300                                 47800                             2/1/2006                                507.47                                47800                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2430                                   300                                 65500                             2/1/2006                                681.47                                65500                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2431                                   300                                 75000                             2/1/2006                                844.01                                75000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2432                                   300                                 74000                             4/1/2006                                801.33                                74000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2433                                   300                                 44250                             2/1/2006                                432.15                             44245.49                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2434                                   300                                 15000                             2/1/2006                                144.91                                15000                               11.02999973                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      2435                                   300                                 70000                             2/1/2006                                744.25                             68409.29                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2436                                   300                                 40100                             1/1/2006                                391.66                                40100                               19.98999977                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2437                                   300                                 52000                             2/1/2006                                518.28                             51933.54                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2438                                   300                                 63000                             2/1/2006                                668.84                                63000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2439                                   300                                 63000                             2/1/2006                                587.34                             62849.45                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2440                                   300                                 59650                             2/1/2006                                569.94                                59650                               19.62000084                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      2441                                   300                                 33600                             2/1/2006                                356.23                             33554.13                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2442                                   300                                 27800                             2/1/2006                                312.85                                27800                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2443                                   300                                137000                             1/1/2006                               1541.72                            136999.66                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2444                                   300                                 46350                             2/1/2006                                465.37                             45645.16                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2445                                   300                                 27000                             1/1/2006                                263.52                             26980.57                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2446                                   300                                 30700                             2/1/2006                                338.96                                30700                               20.03000069                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2447                                   300                                 35800                             2/1/2006                                383.95                             35456.75                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2448                                   300                                 69000                             2/1/2006                                597.98                             67040.05                               13.27000046                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      2449                                   300                                 27200                             2/1/2006                                236.79                                27200                               14.94999981                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      2450                                   300                                 20000                           11/15/2005                                223.33                             19979.04                               14.81000042                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2451                                   300                                 40800                             1/1/2006                                444.62                              40269.5                                        20                  No MI                                            1.00E+16                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2452                                   300                                 44400                             1/1/2006                                433.44                             44377.11                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2453                                   300                                132000                             1/1/2006                               1244.64                             131726.9                               14.35000038                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      2454                                   300                                117000                             7/1/2006                                951.23                               117000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2455                                   300                                 77800                             7/1/2006                                506.76                                77800                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2456                                   300                                 69000                             7/1/2006                                480.64                                69000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2457                                   300                                 32500                             7/1/2006                                 231.5                                32500                                        10                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      2458                                   300                                 40000                             7/1/2006                                279.17                             39996.62                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2459                                   300                                 47950                             7/1/2006                                 343.2                                47950                               19.98999977                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2460                                   300                                 29000                             7/1/2006                                207.37                                29000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2461                                   300                                 99990                             7/1/2006                                517.76                                99990                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2462                                   300                                 48600                             6/1/2006                                345.19                                48600                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2463                                   300                                 57000                             7/1/2006                                397.03                             56995.12                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      2464                                   300                                 31250                             7/1/2006                                211.69                                31250                               14.97999954                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2465                                   300                                 45000                             7/1/2006                                321.36                              44941.2                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2466                                   300                                 57000                             6/1/2006                                398.61                                57000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2467                                   300                                 28599                             7/1/2006                                204.51                                28599                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2468                                   300                                 15000                             7/1/2006                                101.24                             14994.31                               5.019999981                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      2469                                   300                                 38250                             7/1/2006                                252.22                             38188.56                               14.93999958                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      2470                                   300                                 69800                             7/1/2006                                486.21                                69800                               19.96999931                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2471                                   300                                 63000                             7/1/2006                                438.91                                62500                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2472                                   300                                 27850                             6/1/2006                                203.92                                27850                               9.989999771                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      2473                                   300                                100000                             6/1/2006                                784.24                               100000                               19.98999977                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2474                                   300                                 32000                             7/1/2006                                227.94                                32000                               8.890000343                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      2475                                   300                                 66200                             6/1/2006                                513.99                                66000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2476                                   300                                 55800                             6/1/2006                                467.44                             55620.27                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2477                                   300                                129500                             6/1/2006                               1008.51                               129500                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2478                                   300                                 74000                             6/1/2006                                525.54                             73990.55                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2479                                   300                                 52700                             6/1/2006                                374.31                                52700                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2480                                   300                                 52600                             6/1/2006                                432.69                                52600                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2481                                   300                                 51000                             6/1/2006                                375.52                                51000                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2482                                   300                                 54400                             6/1/2006                                311.87                                54400                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2483                                   300                                 33500                             2/1/2006                                312.96                                33500                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2484                                   300                                 58000                             2/1/2006                                529.55                                58000                               19.96999931                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      2485                                   300                                200000                             2/1/2006                               2195.94                            198887.67                               12.80000019                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2486                                   300                                 29000                             2/1/2006                                295.46                                28990                                        10                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2487                                   300                                 68000                             6/1/2006                                539.81                                68000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2488                                   300                                 89000                             7/1/2006                                 546.8                                89000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2489                                   300                                 50000                             6/1/2006                                365.41                                50000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2490                                   300                                 37350                             6/1/2006                                 291.5                                37150                               19.97999954                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2491                                   300                                 31000                             6/1/2006                                243.68                             30549.58                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2492                                   300                                 34800                             7/1/2006                                 279.6                                34800                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2493                                   300                                 34600                             7/1/2006                                241.96                                34600                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2494                                   300                                 64000                             7/1/2006                                465.53                                64000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 7.75                                     0
      2495                                   300                                 42200                             7/1/2006                                285.16                             42018.23                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2496                                   300                                 94500                             7/1/2006                                489.33                                94500                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2497                                   300                                115400                             7/1/2006                                813.34                               115400                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2498                                   300                                 26800                             6/1/2006                                219.69                             26707.22                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2499                                   300                                 45800                             7/1/2006                                314.16                             45737.16                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      2500                                   300                                 33000                             7/1/2006                                235.97                                33000                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2501                                   300                                 31800                             7/1/2006                                221.47                             31564.66                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2502                                   300                                 63000                             6/1/2006                                447.22                             62964.86                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2503                                   300                                 30000                             7/1/2006                                200.75                                30000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2504                                   300                                 54400                             7/1/2006                                418.06                                54400                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2505                                   300                                 97500                             7/1/2006                                685.84                                97500                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2506                                   300                                 65700                             7/1/2006                                376.37                                65700                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2507                                   300                                 55600                             6/1/2006                                394.92                                55600                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2508                                   300                                 15000                             6/1/2006                                105.44                             14939.43                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2509                                   300                                 38000                             6/1/2006                                 294.8                             37577.91                               14.98999977                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2510                                   300                                 77000                            5/20/2006                                833.78                             76996.83                                        20                  No MI                                                   0                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2511                                   300                                 60000                            5/20/2006                                616.89                             59985.67                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2512                                   300                                 29430                            5/20/2006                                310.39                             29236.29                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2513                                   300                                 53493                            6/20/2006                                567.91                                53493                                        20                  No MI                                                   0                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2514                                   300                                 30000                            6/20/2006                                379.84                             29815.28                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2515                                   300                                 67500                            5/20/2006                                695.72                             65710.11                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2516                                   300                                 57500                            5/20/2006                                632.16                             57255.46                                        10                  No MI                                                   0                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2517                                   300                                 38000                            6/20/2006                            479.356601                                38000                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      2518                                   300                                 95000                            5/20/2006                               1008.56                                95000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2519                                   300                                113000                            5/20/2006                               1221.55                            112806.45                               21.31999969                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2520                                   300                                134000                            6/20/2006                           1486.130038                               134000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2521                                   300                                 21630                            5/20/2006                           260.3735137                                21630                                        10                  No MI                                                   0                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2522                                   300                                 43800                            5/20/2006                                461.84                              43502.3                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2523                                   300                                124900                            6/20/2006                               1352.51                               124900                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2524                                   300                                 52000                            5/20/2006                                614.22                                51657                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2525                                   300                                 80815                            5/20/2006                               1046.72                                80815                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2526                                   300                                 14040                            6/20/2006                                 88.77                             13869.79                                         3                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2527                                   300                                 22000                            5/20/2006                                284.95                                22000                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2528                                   300                                157900                            5/20/2006                               2179.24                               157900                               21.60000038                  No MI                                            1.00E+17                                     8                             9/1/2006                                    18                                    8                                     0
      2529                                   300                                 52000                            6/20/2006                                562.81                             51973.32                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2530                                   300                                 15400                            5/20/2006                                215.81                                15400                                        10                  No MI                                            1.00E+17                                  8.25                             9/1/2006                                    18                                 8.25                                     0
      2531                                   300                                 28500                            5/20/2006                                302.44                             28487.59                               9.970000267                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2532                                   300                                 28990                            5/20/2006                                279.42                             28608.36                                        10                  No MI                                                   0                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2533                                   300                                 43800                            5/20/2006                                464.75                             43776.52                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2534                                   300                                 45000                            5/20/2006                                611.51                                45000                               8.329999924                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      2535                                   300                                 15000                            5/20/2006                                162.43                                15000                                        10                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2536                                   300                                 87900                             6/1/2006                                779.36                             87730.67                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2537                                   300                                 32310                             2/1/2006                                370.46                                32310                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      2538                                   300                                 49500                             2/1/2006                           634.0111525                                49500                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2539                                   300                                 32500                             2/1/2006                                413.04                             32421.55                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2540                                   300                                157000                             2/1/2006                               1357.86                            122722.31                                      17.5                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2541                                   300                                 67000                             6/1/2006                                614.03                             66752.19                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2542                                   300                                 53000                             6/1/2006                                455.48                             52883.84                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2543                                   300                                 81000                             6/1/2006                                   690                             80635.22                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2544                                   300                                 28500                             6/1/2006                                237.01                             28204.81                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2545                                   300                                 28341                             2/1/2006                           293.2721552                                28331                                        10                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2546                                   300                                 28450                             2/1/2006                                314.12                                28450                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2547                                   300                                 27500                             2/1/2006                                262.76                                27500                               4.440000057                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      2548                                   300                                 70500                             2/1/2006                                803.18                                70050                               9.989999771                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      2549                                   300                                 63000                             6/1/2006                                541.54                                63000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2550                                   300                                 78100                             6/1/2006                                706.65                                78100                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2551                                   300                                 61850                             6/1/2006                                552.83                                61850                               19.98999977                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2552                                   300                                 70400                             6/1/2006                                585.86                                70400                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2553                                   300                                 41900                             6/1/2006                                366.48                                41900                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2554                                   300                                 37300                             3/1/2006                                402.86                             37202.78                               6.320000172                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2555                                   300                                 35000                             3/1/2006                                438.32                             34988.56                               9.329999924                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      2556                                   300                                 21750                             2/1/2006                                249.38                                21750                                        15                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      2557                                   300                                 34000                             3/1/2006                                332.08                                34000                                        10                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2558                                   300                                 57600                             6/1/2006                                495.91                                57600                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2559                                   300                                 28500                             6/1/2006                                213.02                                27000                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2560                                   300                                 56000                             6/1/2006                                449.92                                56000                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      2561                                   300                                 56500                             6/1/2006                                468.07                             56263.46                                        10                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2562                                   300                                 40500                             2/1/2006                                495.69                             40250.62                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2563                                   300                                 46500                             2/1/2006                           455.7525808                             46396.54                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2564                                   300                                 15000                             2/1/2006                           157.9836213                                15000                                       7.5                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2565                                   300                                 56400                             2/1/2006                                526.71                              56377.6                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2566                                   300                                 56000                             2/1/2006                                606.41                                56000                                9.56000042                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2567                                   300                                 21200                             6/1/2006                                197.49                             21056.94                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2568                                   300                                 72000                             6/1/2006                                609.53                                72000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2569                                   300                                 59800                             6/1/2006                                514.85                                59800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2570                                   300                                 33700                             6/1/2006                                270.75                                33700                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      2571                                   300                                 34750                             6/1/2006                                302.03                             34749.22                               20.01000023                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2572                                   300                                 20985                             6/1/2006                                180.39                                20985                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2573                                   300                                 29000                             2/1/2006                                295.56                                29000                               7.590000153                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2574                                   300                                 27100                             2/1/2006                                316.41                             27094.62                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2575                                   300                                 77500                             3/1/2006                                937.96                                77500                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2576                                   300                                 27000                             6/1/2006                                202.57                             26914.48                                        10                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      2577                                   300                                 80600                             6/1/2006                                741.35                             80593.77                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2578                                   300                                 40000                             6/1/2006                                335.03                             39811.19                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2579                                   300                                 37950                             6/1/2006                                326.73                                37950                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2580                                   300                                 79950                             6/1/2006                                633.58                                79950                               19.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2581                                   300                                 24000                             7/1/2006                                173.34                                24000                                        10                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      2582                                   300                                 65950                             6/1/2006                                581.35                                65950                               19.98999977                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2583                                   300                                 44000                             6/1/2006                                393.26                             43992.25                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2584                                   300                                 42400                             6/1/2006                                343.85                                42400                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2585                                   300                                 34500                             6/1/2006                                277.78                             34397.92                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2586                                   300                                 73000                             6/1/2006                                669.58                             72813.94                                        20                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2587                                   300                                 74200                             6/1/2006                                617.49                                74200                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2588                                   300                                 60000                             2/1/2006                                649.73                                60000                                        10                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2589                                   300                                 65600                             2/1/2006                                612.87                                65600                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2590                                   300                                 50900                             2/1/2006                                550.53                             50582.84                               6.130000114                  No MI                                            1.00E+16                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      2591                                   300                                 92400                             2/1/2006                           888.9736756                                92400                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      2592                                   300                                 87000                             6/1/2006                                711.49                                87000                               13.81000042                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2593                                   300                                 25500                             6/1/2006                                 178.5                                25500                                        10                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
      2594                                   300                                 46500                             6/1/2006                                391.11                                46500                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2595                                   300                                 38000                             6/1/2006                                290.73                                38000                               20.01000023                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2596                                   300                                 63000                             6/1/2006                                518.24                                63000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2597                                   300                                 57000                             6/1/2006                                326.77                                57000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2598                                   300                                 37900                             6/1/2006                                306.83                                37900                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2599                                   300                                 48000                             6/1/2006                                 414.9                                48000                               16.54999924                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2600                                   300                                 57000                             7/1/2006                                337.97                                57000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2601                                   300                                 48750                             6/1/2006                                375.64                                48750                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      2602                                   300                                 54750                             6/1/2006                                428.62                             54748.75                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      2603                                   300                                 52000                             6/1/2006                                419.53                             51817.87                               20.01000023                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2604                                   300                                 32600                             6/1/2006                                269.06                                32600                               19.97999954                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2605                                   300                                 84000                             6/1/2006                                665.67                                84000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2606                                   300                                 23000                             6/1/2006                                192.35                                23000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2607                                   300                                 69800                             6/1/2006                                536.54                             68657.37                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2608                                   300                                 34850                             6/1/2006                                253.26                                34850                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      2609                                   300                                 20000                             6/1/2006                                163.97                             19999.85                               15.27000046                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2610                                   300                                 94500                             7/1/2006                                761.15                             94307.76                               16.29000092                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2611                                   300                                 38000                             7/1/2006                                299.84                                38000                               19.48999977                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2612                                   300                                 77250                             7/1/2006                                532.82                                77250                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2613                                   300                                 30800                             7/1/2006                                159.49                                30800                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2614                                   300                                 51000                             6/1/2006                                 417.3                             50867.28                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2615                                   300                                 80000                             6/1/2006                                598.35                             79999.63                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2616                                   300                                 98000                             6/1/2006                                 793.4                                98000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2617                                   300                                 73950                             6/1/2006                                 544.5                                73950                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2618                                   300                                 48900                             1/1/2006                           579.3016581                             48751.14                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2619                                   300                                 44000                             1/1/2006                                495.15                                44000                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2620                                   300                                 26000                             1/1/2006                                336.22                             25959.02                               8.130000114                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2621                                   300                                 55000                             1/1/2006                                635.65                             52521.22                                        10                  No MI                                            1.00E+16                                     6                             9/1/2006                                    18                                    6                                     0
      2622                                   300                                 75000                             1/1/2006                                790.34                             74444.49                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2623                                   300                                 25000                             1/1/2006                                   256                             24632.92                               6.579999924                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2624                                   300                                 29850                             1/1/2006                                380.25                             29847.61                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2625                                   300                                 29000                             2/1/2006                                332.51                                29000                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2626                                   300                                 36690                             2/1/2006                                 435.8                             36651.09                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2627                                   300                                 33600                             1/1/2006                                327.13                             33493.05                                        10                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2628                                   300                                 93000                             1/1/2006                                987.33                                93000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2629                                   300                                 38500                             2/1/2006                                 441.2                                38480                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      2630                                   300                                 35790                             2/1/2006                                463.26                             35767.21                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      2631                                   300                                 27360                             2/1/2006                                 313.7                                27360                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      2632                                   300                                 52380                             3/1/2006                                600.58                                52380                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      2633                                   300                                 58000                             2/1/2006                                736.92                             57844.28                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2634                                   300                                 78950                             2/1/2006                                821.24                             78934.32                                        10                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2635                                   300                                115000                             2/1/2006                               1286.45                             114316.3                               13.52999973                  No MI                                            1.00E+16                                     5                             9/1/2006                                    18                                    5                                     0
      2636                                   300                                 40818                             2/1/2006                                469.69                             39501.34                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2637                                   300                                 29350                             2/1/2006                                373.91                                29350                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2638                                   300                                 57000                             2/1/2006                                661.15                             56637.58                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2639                                   300                                 35500                             2/1/2006                                444.64                             35493.19                               10.14000034                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      2640                                   300                                 40000                             2/1/2006                                422.04                              39753.7                               8.619999886                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2641                                   300                                 74200                             2/1/2006                                843.79                              73591.8                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      2642                                   300                                 40700                             2/1/2006                                472.47                             40457.47                               9.989999771                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2643                                   300                                 50000                             2/1/2006                           554.5261337                             49947.56                               8.350000381                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2644                                   300                                 85000                             3/1/2006                                769.31                             84260.03                                        10                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      2645                                   300                                183350                             2/1/2006                               1712.94                               183350                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2646                                   300                                 30000                             2/1/2006                                331.23                                30000                               5.659999847                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      2647                                   300                                 40500                             6/1/2006                                231.61                                40400                                        10                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      2648                                   300                                 32000                             6/1/2006                                297.14                             31945.67                               20.01000023                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2649                                   300                                 46200                             6/1/2006                                432.25                                46200                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2650                                   300                                 35600                             6/1/2006                                204.09                                35600                               19.78000069                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2651                                   300                                 62850                             6/1/2006                                508.83                                62850                               20.01000023                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2652                                   300                                 49000                             6/1/2006                                450.74                                49000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2653                                   300                                 78450                             6/1/2006                                709.28                                78450                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2654                                   300                                 52500                             6/1/2006                                441.45                             52484.47                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2655                                   300                                 50000                             6/1/2006                                457.14                             49692.54                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2656                                   300                                107700                             6/1/2006                                956.76                               107700                               21.18000031                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2657                                   300                                 48700                             6/1/2006                                432.63                                48700                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2658                                   300                                 44600                             1/1/2006                                473.43                             44593.89                               19.97999954                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2659                                   300                                109000                             2/1/2006                               1087.76                               109000                               11.72000027                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2660                                   300                                 24500                             1/1/2006                                210.63                             24493.63                                        10                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      2661                                   300                                 42000                            12/1/2005                                463.64                             41991.96                               20.01000023                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2662                                   300                                 28000                            12/1/2005                                279.42                                28000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2663                                   300                                 93350                            11/1/2005                               1048.65                              93185.3                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2664                                   300                                 37500                             3/1/2006                                350.34                                37500                                        10                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2665                                   300                                 39200                            12/1/2005                                424.49                                39200                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2666                                   300                                 35000                            11/1/2005                                469.86                                35000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2667                                   300                                 68600                            11/1/2005                                669.93                             68590.07                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2668                                   300                                 50600                            11/1/2005                                452.38                             49462.22                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      2669                                   300                                 37600                            11/1/2005                                423.11                             37598.72                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2670                                   300                                 99000                            11/1/2005                                 918.6                             98323.25                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2671                                   300                                 22500                            11/1/2005                                230.59                             22391.73                                        10                  No MI                                            1.00E+17                                 3.875                             9/1/2006                                    18                                3.875                                     0
      2672                                   300                                 61800                            10/1/2005                                661.38                             61577.97                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2673                                   300                                 20000                            11/1/2005                                220.82                                20000                               21.15999985                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2674                                   300                                 45000                            11/1/2005                                 506.4                                45000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2675                                   300                                 50000                            8/15/2005                                515.07                             49999.92                                        10                  No MI                                            1.00E+16                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2676                                   300                                 47760                             1/1/2006                                557.75                                47760                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2677                                   300                                 80770                             1/1/2006                                 902.1                             80161.91                                        10                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2678                                   300                                 36000                             2/1/2006                                321.04                                36000                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2679                                   300                                 54000                            4/20/2006                                642.08                                54000                                        10                  No MI                                                                                      5.75                             9/1/2006                                    18                                 5.75                                     0
      2680                                   300                                160000                            4/20/2006                               1691.59                               160000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2681                                   300                                 25500                            4/20/2006                                281.55                                25500                                        15                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2682                                   300                                 83375                             5/1/2006                                867.26                             83357.87                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2683                                   300                                151000                            4/20/2006                               1603.08                               151000                                        20                  No MI                                                                                       4.5                             9/1/2006                                    18                                  4.5                                     0
      2684                                   300                                113464                            4/20/2006                               1252.77                               113464                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2685                                   180                                224000                            6/23/2005                                557.62                             79581.59                               30.68000031                  No MI                                            1.00E+17                                     0                             9/1/2006                                    24                                    7                                     0
      2686                                   300                                 48000                            10/1/2005                                448.05                              47958.4                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2687                                   300                                 55550                            10/1/2005                                554.36                                55550                               19.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2688                                   120                                 19260                             3/1/2004                                197.82                             19014.02                                        20                  No MI                                                                                         4                             9/1/2006                                    18                                    4                                     0
      2689                                   180                                 75800                            6/16/2005                                618.86                             75705.17                                        20                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      2690                                   180                                 38700                            6/27/2005                                323.52                             38573.64                                        20                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      2691                                   180                                 58500                            3/28/2005                                426.11                             57108.96                                        15                  No MI                                            1.00E+17                                   0.5                             9/1/2006                                    18                                  0.5                                     0
      2692                                   180                                 74000                            6/11/2005                                237.59                             31970.96                               16.62999916                  No MI                                            1.00E+17                                   0.5                             9/1/2006                                    18                                  0.5                                     0
      2693                                   180                                 39000                            6/12/2005                                 341.3                             38733.01                                        20                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      2694                                   180                                 25500                             7/1/2006                           275.9776185                             25083.24                                        15                  No MI                                            1.00E+17                                 1.875                             9/1/2006                                    18                                 1.88                                     0
      2695                                   300                                 71500                             6/1/2006                           563.7418463                             35865.61                               16.44000053                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      2696                                   180                                 35000                             7/1/2006                           368.1231904                             34154.86                                        10                  No MI                                            1.00E+17                                 1.375                             9/1/2006                                    18                                1.375                                     0
      2697                                   300                                 36000                            5/20/2006                                484.59                             35719.42                               9.729999542                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      2698                                   300                                 28000                            5/20/2006                                355.13                              27418.9                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2699                                   300                                 15000                            5/20/2006                                210.21                                15000                                       7.5                  No MI                                            1.00E+17                                  8.25                             9/1/2006                                    18                                 8.25                                     0
      2700                                   300                                 47850                            5/20/2006                                585.53                             47545.92                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      2701                                   300                                 31500                            5/20/2006                                 401.3                                31500                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2702                                   300                                 20819                            5/20/2006                                241.58                             20686.39                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2703                                   300                                 46000                            5/20/2006                           562.5466645                                46000                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2704                                   300                                 85400                            5/20/2006                                906.64                                85400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2705                                   300                                 59000                            5/20/2006                                 638.9                                59000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2706                                   300                                 78800                            5/20/2006                                822.29                             77454.06                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2707                                   300                                 46190                            5/20/2006                                568.83                                46190                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      2708                                   300                                 95800                            5/20/2006                                1037.4                                95800                                        20                  No MI                                                   0                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2709                                   300                                 51000                            5/20/2006                                552.27                                51000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2710                                   300                                 53145                            5/20/2006                           599.3880721                             52803.38                                        15                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2711                                   300                                 47980                            5/20/2006                                509.38                                47980                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2712                                   300                                 99000                            5/20/2006                               1095.99                                99000                               15.01000023                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2713                                   300                                 50500                            6/20/2006                                600.47                             50499.99                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2714                                   300                                 87990                            5/20/2006                                971.51                                87990                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 7.75                                     0
      2715                                   300                                 84000                            5/20/2006                                 884.7                             83332.56                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2716                                   300                                 48000                            5/20/2006                                329.73                                25000                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                  7.5                                     0
      2717                                   300                                 36000                            5/20/2006                                419.52                             35282.47                                        20                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2718                                   300                                 38800                            5/20/2006                                501.89                             38750.11                               7.230000019                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2719                                   300                                 16500                            6/20/2006                                201.05                                16300                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      2720                                   300                                 89200                            5/20/2006                                946.79                             89181.67                                        20                  No MI                                                   0                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2721                                   300                                 81980                            5/20/2006                                856.39                             80666.08                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2722                                   300                                 36000                            5/20/2006                                473.92                                36000                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      2723                                   300                                 70000                            5/20/2006                                757.75                             69977.39                                        20                  No MI                                            1.00E+16                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2724                                   300                                 53700                            5/20/2006                                602.12                             53505.06                                        10                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2725                                   300                                 29000                            5/20/2006                                 344.5                             28828.77                               9.579999924                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2726                                   300                                 20000                            5/20/2006                                272.15                              19427.4                               9.520000458                  No MI                                            1.00E+17                                  8.25                             9/1/2006                                    18                                 8.25                                     0
      2727                                   300                                 51450                            5/20/2006                           541.8838212                             51404.09                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2728                                   300                                 27600                            6/20/2006                                175.81                                27600                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      2729                                   300                                 45000                            5/20/2006                                531.88                             44731.85                                        10                  No MI                                            1.02E+16                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2730                                   300                                 20408                            5/20/2006                           226.3353867                                20408                                        10                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2731                                   300                                 39800                            5/20/2006                                481.69                                39800                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2732                                   300                                 74000                            5/20/2006                                456.16                                74000                                9.56000042                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2733                                   300                                100000                            5/20/2006                               1061.64                               100000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2734                                   300                                 79800                            5/20/2006                                491.92                                79800                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2735                                   300                                 20408                            5/20/2006                           226.3353867                                20408                                        10                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2736                                   300                                 57980                            5/20/2006                                689.04                             57949.32                                        20                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2737                                   300                                 36990                            5/20/2006                                408.41                                36990                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                  7.5                                     0
      2738                                   300                                 66000                            5/20/2006                                700.68                                66000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2739                                   300                                105000                            5/20/2006                               1137.02                               105000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  7.5                                     0
      2740                                   300                                 73000                            5/20/2006                                   806                                73000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2741                                   300                                 43000                            5/20/2006                                474.56                             42981.66                               12.10999966                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2742                                   300                                 35800                            5/20/2006                           430.9464535                             35370.01                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2743                                   300                                 19559                            5/20/2006                                250.24                             19307.45                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2744                                   300                                 47000                            4/20/2006                                592.44                             47291.27                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      2745                                   300                                 88000                            5/20/2006                                956.24                              86878.9                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2746                                   300                                 52000                            5/20/2006                                662.36                             51991.71                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2747                                   300                                 25490                            5/20/2006                                297.24                             25425.17                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2748                                   300                                 25000                            5/20/2006                                348.18                             24845.89                                        10                  No MI                                            1.00E+17                                  8.25                             9/1/2006                                    18                                 8.25                                     0
      2749                                   300                                 11000                            5/20/2006                                143.89                             10929.93                               2.859999895                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      2750                                   300                                 46900                            5/20/2006                                 597.1                             46869.17                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2751                                   300                                 61960                            5/20/2006                                841.98                                61960                                        10                  No MI                                                   0                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      2752                                   300                                126200                            5/20/2006                           1423.328153                               126200                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2753                                   300                                 40200                            5/20/2006                           546.2733322                                40200                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      2754                                   300                                 52000                            5/20/2006                                 618.3                                52000                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2755                                   300                                 15000                            5/20/2006                           172.0050642                                15000                               3.900000095                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2756                                   300                                109500                            5/20/2006                               1296.92                            107158.67                                        10                  No MI                                                   0                                     6                             9/1/2006                                    18                                    6                                     0
      2757                                   300                                 40000                            5/20/2006                                509.59                                40000                               4.260000229                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2758                                   300                                 50000                            4/17/2006                                403.42                                50000                               12.98999977                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      2759                                   300                                 61000                            4/17/2006                                219.16                             27441.16                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      2760                                   300                                108750                            4/14/2006                                 786.7                             101871.4                               22.42000008                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      2761                                   300                                 35900                             7/1/2005                                306.37                             35749.76                                        10                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
      2762                                   300                                 95000                            6/19/2005                                801.81                             94536.58                                        20                  No MI                                            1.00E+17                                 2.675                             9/1/2006                                    18                                2.675                                     0
      2763                                   300                                 82000                            6/17/2005                                756.65                                82000                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      2764                                   300                                 64488                             7/1/2005                                   616                             64461.15                                     13.75                  No MI                                            1.00E+17                                  2.65                             9/1/2006                                    18                                 2.65                                     0
      2765                                   300                                200000                             6/9/2005                                338.01                             41345.39                               25.31999969                  No MI                                            1.00E+17                                 1.075                             9/1/2006                                    18                                1.075                                     0
      2766                                   300                                 20250                            6/27/2005                                171.31                             19786.87                                        15                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      2767                                   300                                 95000                            6/27/2005                                770.11                             94333.81                                        20                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      2768                                   300                                115900                             7/2/2005                                908.95                            114560.76                               46.36000061                  No MI                                            1.00E+17                                   0.8                             9/1/2006                                    18                                  0.8                                     0
      2769                                   300                                 18000                             7/1/2005                                156.44                             17798.92                                        10                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      2770                                   300                                 54000                            6/25/2005                                489.53                             53689.31                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      2771                                   300                                 62000                            6/24/2005                                482.64                             60999.01                                         8                  No MI                                            1.00E+17                                 0.525                             9/1/2006                                    18                                0.525                                     0
      2772                                   300                                 33600                             7/1/2005                                309.92                             33171.78                                        20                  No MI                                            1.00E+17                                   2.4                             9/1/2006                                    18                                  2.4                                     0
      2773                                   300                                150000                             7/2/2005                               1190.12                            149998.12                               29.70000076                  No MI                                            1.00E+17                                   0.8                             9/1/2006                                    18                                  0.8                                     0
      2774                                   300                                 24200                             7/1/2005                                211.78                              24095.4                                        10                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      2775                                   300                                100000                            6/19/2005                                859.37                              98762.5                               14.81000042                  No MI                                            1.00E+17                                 1.675                             9/1/2006                                    18                                1.675                                     0
      2776                                   300                                 59900                             4/1/2005                                541.24                             59360.28                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      2777                                   300                                 29495                            4/20/2006                                356.97                                29495                                         5                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2778                                   300                                 89308                            4/20/2006                                927.81                             89176.88                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2779                                   300                                 34000                            4/20/2006                                447.11                             33963.38                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      2780                                   300                                 38000                            4/20/2006                                451.74                              37992.2                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2781                                   300                                 32990                            4/20/2006                                336.03                             32970.94                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2782                                   300                                 53000                            4/20/2006                                663.95                                53000                               8.909999847                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2783                                   300                                120000                            4/20/2006                           1421.599161                               120000                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2784                                   300                                 47800                            4/20/2006                                497.32                                47800                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2785                                   300                                 86000                            4/20/2006                                936.58                                86000                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      2786                                   300                                 25000                            4/20/2006                           334.8223781                             24994.86                                        10                  No MI                                            1.00E+17                                   7.5                             9/1/2006                                    18                                  7.5                                     0
      2787                                   300                                 79999                            4/20/2006                                928.87                             79508.31                               9.920000076                  No MI                                                                                       5.5                             9/1/2006                                    18                                  5.5                                     0
      2788                                   300                                 44000                            4/20/2006                                502.16                                43000                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2789                                   300                                 21200                            4/20/2006                           235.1190807                             20799.04                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2790                                   300                                 17495                             5/1/2006                                158.36                             16931.72                                         5                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2791                                   300                                 65000                            4/20/2006                                782.72                             64672.86                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2792                                   300                                 62000                            4/20/2006                                631.59                             61970.48                               20.01000023                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2793                                   300                                 94395                            4/20/2006                               1041.03                             94206.37                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2794                                   300                                 70000                            4/20/2006                                831.57                             69936.37                               7.679999828                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2795                                   300                                 70908                            4/20/2006                                722.68                                70908                                        20                  No MI                                                                                      3.75                             9/1/2006                                    18                                 3.75                                     0
      2796                                   300                                 74800                            4/20/2006                                762.28                             74793.45                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2797                                   300                                107400                            4/20/2006                               1071.79                               107400                               14.97999954                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2798                                   300                                 35000                            4/20/2006                                460.75                                35000                               8.329999924                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                  7.5                                     0
      2799                                   300                                 55800                            4/20/2006                                   716                             55737.47                                        20                  No MI                                            1.00E+17                                 6.875                             9/1/2006                                    18                                6.875                                     0
      2800                                   300                                 92000                            4/20/2006                                956.61                             91951.03                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2801                                   300                                 45200                            4/20/2006                           492.8400698                                45200                               19.97999954                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2802                                   300                                 46000                            4/20/2006                                534.58                             45776.45                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2803                                   300                                 30750                            4/20/2006                                349.13                                30450                                         5                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2804                                   300                                 43300                            4/20/2006                                 493.9                             43075.82                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      2805                                   300                                 77000                            4/20/2006                           810.9825895                                77000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2806                                   300                                 38500                            4/20/2006                                   506                             38437.33                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      2807                                   300                                 73000                            4/20/2006                                 759.5                                73000                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2808                                   300                                 35000                             5/1/2006                                454.89                                34600                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      2809                                   180                                 63733                             7/1/2006                           816.8890799                                63733                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2810                                   240                                194400                             7/1/2006                           1656.415628                               194400                               16.20000076                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      2811                                   360                                 18600                             2/1/2006                                149.05                                18600                                        20                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      2812                                   180                                 95000                             6/1/2006                           1064.900584                                95000                               15.82999992                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      2813                                   360                                 22500                             2/1/2006                                157.19                                22500                                        10                  No MI                                            1.00E+17                                  0.25                             9/1/2006                                    18                                 0.25                                     0
      2814                                   180                                 15000                             7/1/2006                                144.91                                15000                                         4                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
      2815                                   360                                116368                            3/15/2006                           978.4852238                               116368                               24.45000076                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      2816                                   180                                 51500                             7/1/2006                           634.7488725                                51500                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2817                                   360                                 44000                             1/5/2006                                368.29                             41832.24                               26.51000023                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      2818                                   240                                140000                             6/1/2006                           1517.189888                               140000                               31.81999969                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2819                                   360                                 29998                             2/1/2006                                234.23                                29998                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      2820                                   180                                146700                             6/1/2006                           1832.043844                               146700                               25.95999908                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2821                                   360                                 49200                            2/15/2006                                386.52                                49200                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      2822                                   180                                135100                             7/1/2006                            1556.81756                               135100                               25.72999954                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      2823                                   360                                 22000                            2/15/2006                           169.1609664                             20689.86                                        10                  No MI                                            1.00E+17                                  0.25                             9/1/2006                                    18                                 0.25                                     0
      2824                                   240                                 59000                             7/1/2006                           526.1044717                             18828.74                               11.13000011                  No MI                                            1.00E+17                                 0.625                             9/1/2006                                    18                                0.625                                     0
      2825                                   360                                 23500                             2/1/2006                                173.84                                23500                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      2826                                   300                                 52500                             4/1/2006                                484.91                                52500                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      2827                                   300                                 76800                            6/20/2006                                810.99                             76391.38                               19.97999954                  No MI                                                   0                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2828                                   300                                 60000                            6/20/2006                                808.94                             59528.63                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      2829                                   300                                 40500                            6/20/2006                                266.58                                40500                                        10                  No MI                                            1.00E+17                                     8                             9/1/2006                                    18                                    8                                     0
      2830                                   300                                 20000                            6/20/2006                                131.64                                20000                               6.210000038                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2831                                   300                                 55000                            6/20/2006                                653.97                                55000                               7.480000019                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2832                                   300                                 51500                            6/20/2006                                648.83                                50930                               9.960000038                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2833                                   300                                 52500                            5/20/2006                                655.04                             52230.28                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      2834                                   300                                 67300                            6/20/2006                                871.67                                67300                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2835                                   300                                 54000                            6/20/2006                                355.07                             53656.03                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2836                                   300                                 50000                            7/20/2006                                675.27                             49692.12                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      2837                                   300                                 44990                            6/20/2006                                 435.4                             44578.34                                        10                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2838                                   300                                 93000                            6/20/2006                               1007.08                                93000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2839                                   300                                 59900                            6/20/2006                                775.83                                59900                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2840                                   300                                 48800                            6/20/2006                           634.5260012                              48665.3                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2841                                   300                                 42900                            6/20/2006                                473.66                                42900                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2842                                   300                                 34500                            6/20/2006                                   431                             34404.77                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      2843                                   300                                 44000                            6/20/2006                           455.3112038                             43364.21                               10.35000038                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2844                                   300                                 79000                            6/20/2006                                831.24                             78297.22                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2845                                   300                                 21000                            6/20/2006                           273.0542218                              20932.5                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2846                                   300                                 15050                            6/20/2006                                212.19                             14915.79                                         5                  No MI                                                   0                                   8.5                             9/1/2006                                    18                                  8.5                                     0
      2847                                   300                                 53000                            6/20/2006                                697.71                                53000                               9.640000343                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      2848                                   300                                 49500                            6/20/2006                                651.21                             49467.33                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      2849                                   300                                 40000                            6/20/2006                                471.78                             39677.26                               4.659999847                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2850                                   300                                 40500                            7/20/2006                                490.16                                40500                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2851                                   300                                 27000                            6/20/2006                                352.57                             26782.05                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      2852                                   300                                 27000                            6/20/2006                                349.34                              26971.6                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2853                                   300                                 29900                            6/20/2006                                370.26                             29599.75                                         5                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      2854                                   300                                 42000                            6/20/2006                                276.45                                42000                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      2855                                   300                                 61500                            6/20/2006                                756.27                             61379.45                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      2856                                   300                                 78000                            6/20/2006                                838.19                             77403.78                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2857                                   300                                 62500                            6/20/2006                                756.42                                62500                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2858                                   300                                 27500                            6/20/2006                                332.83                                27500                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2859                                   300                                127400                            6/20/2006                               1376.24                            127049.13                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2860                                   300                                 73500                            6/20/2006                                811.52                                73500                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2861                                   300                                 35700                            5/20/2006                                363.52                                35700                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2862                                   300                                 15000                            6/20/2006                                194.28                                15000                               10.86999989                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2863                                   240                                 62276                           11/30/2005                           545.3826097                             11552.37                               26.28000069                  No MI                                                                                     0.375                             9/1/2006                                    25                                 4.06                                     0
      2864                                   300                                 35700                            6/20/2006                                462.39                                35700                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2865                                   300                                 66000                            6/20/2006                                672.66                                66000                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2866                                   300                                 92000                            7/20/2006                                1093.9                             91998.51                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2867                                   300                                 60000                            6/20/2006                                 394.9                             59995.07                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2868                                   300                                 27500                            6/20/2006                                341.94                                27285                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      2869                                   300                                 61900                            6/20/2006                                 652.4                             61623.25                                        10                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2870                                   300                                 60700                            6/20/2006                                734.64                                60700                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2871                                   300                                 65000                            6/20/2006                                427.84                                65000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2872                                   300                                 71000                            7/20/2006                                783.72                             70967.34                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2873                                   300                                 97000                            6/20/2006                                840.51                             77617.88                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2874                                   300                                 37500                            6/20/2006                           451.4103912                             35917.83                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2875                                   300                                 19000                            6/20/2006                           247.0490578                                19000                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2876                                   300                                 21000                            6/20/2006                                271.99                                21000                                        10                  No MI                                                   0                                     7                             9/1/2006                                    18                                    7                                     0
      2877                                   300                                 28350                            6/20/2006                                312.39                             28283.69                                        15                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2878                                   300                                 77800                            7/20/2006                                941.59                                77800                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2879                                   300                                 59000                            6/20/2006                                388.35                                59000                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      2880                                   300                                 33000                            6/20/2006                                 396.6                             32769.45                                         5                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2881                                   300                                 73000                            6/20/2006                                464.41                                72430                               9.239999771                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2882                                   300                                 36500                            6/20/2006                                 356.5                                36500                                        10                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2883                                   300                                 29000                            6/20/2006                                305.65                             28790.64                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2884                                   300                                 15000                            6/20/2006                           189.2197109                             14798.73                                         5                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      2885                                   300                                 48500                            6/20/2006                                607.58                                48500                               9.239999771                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      2886                                   300                                 58950                            6/20/2006                           620.8756318                             58787.28                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2887                                   300                                 36800                            6/20/2006                           500.0711101                             36716.61                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      2888                                   300                                 35350                             5/1/2006                                307.72                             35343.76                               9.989999771                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      2889                                   180                                300000                             6/1/2006                                2642.8                             299921.2                               31.09000015                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      2890                                   180                                 65000                             6/1/2006                           673.8518922                             64983.82                                        10                  No MI                                            1.00E+17                                 1.125                             9/1/2006                                    18                                1.125                                     0
      2891                                   180                                110000                             6/1/2006                           1233.042782                               110000                               31.43000031                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      2892                                   180                                 81000                             6/1/2006                           895.3731282                                81000                                        18                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      2893                                   180                                 75000                             7/1/2006                                427.94                                53000                               17.86000061                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      2894                                   300                                 69990                             6/1/2006                           815.8348535                                69990                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      2895                                   240                                 42000                             6/1/2006                           492.0617987                                42000                                        15                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2896                                   180                                 72000                             7/1/2006                                779.32                             71927.56                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2897                                   180                                 85050                             7/1/2006                           960.0104189                                85050                                        15                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      2898                                   300                                 46800                            6/20/2006                                308.05                                46800                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2899                                   300                                 24250                            6/20/2006                                306.71                             24074.94                               9.979999542                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2900                                   300                                 54000                            6/20/2006                                607.68                                54000                                        10                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2901                                   300                                 40050                            7/20/2006                                263.62                                40050                                        15                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2902                                   300                                 66000                             6/1/2006                                718.18                                66000                                        20                  No MI                                            1.00E+17                                 4.625                             9/1/2006                                    18                                4.625                                     0
      2903                                   300                                 60600                             4/1/2006                           477.8007816                             60365.99                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2904                                   300                                 18100                             1/1/2006                                 160.1                             16337.18                               9.979999542                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      2905                                   300                                 46000                             6/1/2006                                326.95                             45959.21                               5.289999962                  No MI                                            1.00E+17                                 0.125                             9/1/2006                                    18                                0.125                                     0
      2906                                   300                                 43000                             3/1/2006                                447.17                                42980                               28.47999954                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2907                                   300                                213000                             7/1/2006                               1348.03                               213000                                        20                  No MI                                            1.00E+17                                 1.375                             9/1/2006                                    18                                1.375                                     0
      2908                                   300                                 63500                             6/1/2006                           560.3249587                                62600                                        10                  No MI                                            1.00E+17                                 1.375                             9/1/2006                                    18                                1.375                                     0
      2909                                   300                                106000                             6/1/2006                                889.02                               106000                               19.27000046                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      2910                                   300                                 37900                             6/1/2006                                 303.8                             37611.91                               14.97999954                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      2911                                   300                                 56800                             6/1/2006                                 560.8                                56800                                        20                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      2912                                   300                                160100                             6/1/2006                               1138.79                               160100                               12.42000008                  No MI                                            1.00E+17                                 0.125                             9/1/2006                                    18                                0.125                                     0
      2913                                   300                                 45000                             7/1/2006                                300.98                                45000                                        20                  No MI                                            1.00E+17                                -0.375                             9/1/2006                                    18                                    0                                     0
      2914                                   300                                 69700                             6/1/2006                                588.21                             69256.84                                        20                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      2915                                   300                                114000                             6/1/2006                               1149.76                               114000                                        20                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      2916                                   300                                 83000                             6/1/2006                           654.4136118                             82528.43                                        10                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      2917                                   300                                350000                             6/1/2006                               3346.44                               310000                               24.30999947                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2918                                   300                                 48990                             6/1/2006                                416.02                             48982.59                                        10                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      2919                                   300                                 44000                             6/1/2006                                443.77                                44000                                        20                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      2920                                   300                                 82400                             6/1/2006                                704.97                             81980.75                                        20                  No MI                                            1.00E+17                                 1.875                             9/1/2006                                    18                                1.875                                     0
      2921                                   300                                 55000                             6/1/2006                                455.45                                55000                                        20                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      2922                                   300                                 70600                             6/1/2006                                 786.9                             70592.02                                        20                  No MI                                            1.00E+17                                 4.875                             9/1/2006                                    18                                4.875                                     0
      2923                                   300                                350000                             6/1/2006                                503.21                                60000                               30.84000015                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      2924                                   300                                400000                             6/1/2006                               2835.01                            399289.35                               22.86000061                  No MI                                            1.00E+17                                 0.125                             9/1/2006                                    18                                0.125                                     0
      2925                                   300                                197950                            3/14/2006                               2353.71                               197950                               30.01000023                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2926                                   300                                145000                            3/21/2006                               1150.95                            116497.02                                        20                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      2927                                   300                                227200                             3/7/2006                               2170.77                            227192.09                                        30                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      2928                                   300                                 55800                            6/20/2006                           618.8511652                                55800                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2929                                   300                                 75000                            6/20/2006                                796.23                                75000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2930                                   300                                 24000                            6/20/2006                                280.27                                24000                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      2931                                   300                                102000                            6/20/2006                           1131.233313                             52198.38                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2932                                   300                                 38500                            6/20/2006                                523.18                                38500                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      2933                                   300                                 16470                            7/20/2006                                199.33                                16470                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2934                                   300                                 54500                            3/10/2006                                 549.5                             54485.59                                        10                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      2935                                   300                                 95000                            6/20/2006                               1126.85                             94816.51                                        20                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2936                                   300                                150300                            3/14/2006                               1404.17                               150300                                        30                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2937                                   300                                 16200                            6/20/2006                                240.78                                16200                                        15                  No MI                                            1.00E+17                                  9.25                             9/1/2006                                    18                                 9.25                                     0
      2938                                   300                                 65700                            3/15/2006                           655.8433843                                65700                               9.989999771                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      2939                                   300                                 40400                            6/20/2006                                434.65                             40138.42                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2940                                   300                                117600                            3/17/2006                               1223.27                            117575.75                                        30                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2941                                   300                                344750                            3/17/2006                               3367.22                               344750                                        25                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2942                                   300                                 80000                            3/21/2006                                874.79                                80000                                     19.75                  No MI                                            1.00E+17                                 4.625                             9/1/2006                                    18                                4.625                                     0
      2943                                   300                                142500                            3/28/2006                               1603.61                               142500                                        30                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2944                                   300                                 96350                            3/28/2006                               1002.44                                96350                               29.98999977                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2945                                   300                                276350                            3/24/2006                               2581.79                               276350                                        30                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2946                                   300                                 36500                            6/20/2006                                418.25                             36476.75                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      2947                                   300                                 73000                            7/20/2006                                   806                                73000                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2948                                   300                                137000                            6/20/2006                               1483.54                               137000                               24.90999985                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2949                                   300                                 32100                            6/20/2006                                401.79                             32072.73                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      2950                                   300                                 41300                            6/20/2006                                420.92                                41300                               14.97999954                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      2951                                   300                                 29400                            6/20/2006                                305.27                                29300                                        15                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2952                                   300                                 92500                            6/20/2006                               1139.14                                92500                               11.21000004                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      2953                                   300                                 78000                            6/20/2006                                944.01                                78000                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2954                                   300                                 23300                            6/20/2006                                294.69                             23131.78                               9.970000267                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2955                                   300                                 39999                            6/20/2006                                492.59                                39999                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      2956                                   300                                 21700                            6/20/2006                           307.7053607                              21181.3                               10.01000023                  No MI                                            1.00E+17                                   8.5                             9/1/2006                                    18                                  8.5                                     0
      2957                                   300                                120000                            7/20/2006                                789.86                               120000                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2958                                   300                                 74000                             4/1/2006                                746.34                                74000                                        20                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      2959                                   300                                 76500                             3/1/2006                                   751                             75254.88                               20.01000023                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2960                                   240                                184900                             7/1/2006                           2182.729713                               140000                               17.20000076                  No MI                                            1.00E+17                                 4.875                             9/1/2006                                    18                                4.875                                     0
      2961                                   360                                 52800                            2/15/2006                                403.09                             52734.11                               26.13999939                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      2962                                   240                                 50000                             7/1/2006                           449.8629779                             23983.84                               7.579999924                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      2963                                   180                                 79500                             7/1/2006                           1032.163241                                79500                                        30                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      2964                                   240                                200000                             7/1/2006                           1799.451912                                60000                               26.67000008                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      2965                                   300                                 87650                            1/31/2006                                781.65                                87650                               20.01000023                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      2966                                   300                                 25050                             7/1/2006                           197.5067587                                25050                                        10                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      2967                                   300                                 71850                            3/22/2006                                717.01                             71848.71                               9.989999771                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      2968                                   240                                105000                             7/1/2006                           582.3274777                                73000                               51.22000122                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      2969                                   180                                 44000                             7/1/2006                           482.9713754                                44000                                        20                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      2970                                   300                                 73000                            1/27/2006                           885.7349293                                73000                                        10                  No MI                                            1.00E+17                                 5.875                             9/1/2006                                    18                                5.875                                     0
      2971                                   300                                185000                             7/1/2006                           1505.286029                               185000                               34.36000061                  No MI                                            1.00E+17                                 0.375                             9/1/2006                                    18                                0.375                                     0
      2972                                   300                                179400                            2/27/2006                               1676.04                               179400                                        30                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2973                                   240                                 25001                             7/1/2006                           228.9758671                                25001                                      12.5                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      2974                                   300                                278350                            2/27/2006                           2983.198826                            278346.56                                        30                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2975                                   240                                175000                             7/1/2006                           1491.114892                               175000                               56.09000015                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      2976                                   300                                255450                            2/27/2006                           2503.698855                               255450                                        30                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2977                                   300                                 68700                            3/13/2006                                875.22                                68700                                        30                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2978                                   300                                 25000                             3/2/2006                           245.0282692                             24998.03                               6.889999866                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      2979                                   300                                 90750                             3/2/2006                                771.37                                90750                               30.01000023                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      2980                                   300                                 86400                             3/2/2006                           1089.905535                                86400                                        30                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      2981                                   300                                 95000                             3/7/2006                                955.79                             94993.22                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2982                                   300                                 90000                             3/8/2006                                955.42                             89994.54                                        30                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2983                                   300                                 97500                            3/15/2006                               1014.31                             97490.96                                        30                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2984                                   300                                108000                             3/1/2006                               1215.37                               108000                                        30                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      2985                                   300                                209000                             3/3/2006                               2012.48                               209000                                        22                  No MI                                            1.00E+17                                 3.875                             9/1/2006                                    18                                3.875                                     0
      2986                                   300                                104700                            3/16/2006                               1204.75                            104692.58                                        30                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      2987                                   300                                 99000                             3/6/2006                               1135.11                                99000                                        30                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      2988                                   300                                 76000                             3/1/2006                           842.8797232                                76000                                        10                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2989                                   300                                 99300                            3/23/2006                               1012.04                                99300                                        30                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      2990                                   300                                 53000                             3/7/2006                                545.79                             52999.93                                        10                  No MI                                            1.00E+17                                 3.875                             9/1/2006                                    18                                3.875                                     0
      2991                                   300                                117000                            3/21/2006                               1490.55                               117000                                        30                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      2992                                   300                                114800                            6/20/2006                               1267.52                            114799.98                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2993                                   300                                 57500                            6/20/2006                           792.6612318                                57500                                        10                  No MI                                            1.00E+17                                     8                             9/1/2006                                    18                                    8                                     0
      2994                                   300                                 99900                            6/20/2006                               1070.51                             98877.42                               19.98999977                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      2995                                   300                                 63000                            6/20/2006                           856.0999983                                63000                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      2996                                   300                                 60000                            6/20/2006                                394.93                                60000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      2997                                   300                                 37600                            6/20/2006                                244.91                                36587                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      2998                                   300                                 95000                            6/20/2006                               1230.33                             94990.96                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      2999                                   300                                 41250                            7/20/2006                                 547.9                             40435.26                                         5                  No MI                                                   0                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3000                                   300                                124000                            6/20/2006                               1341.63                            123894.76                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3001                                   300                                 18500                            6/20/2006                           191.4376653                             18338.95                               9.840000153                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3002                                   300                                 59200                             3/1/2006                           548.4189029                             27226.33                                        10                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      3003                                   300                                104500                             3/1/2006                               1042.54                            102516.22                               19.23999977                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      3004                                   300                                 10700                             4/1/2006                           102.9439213                             10639.31                               14.97000027                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      3005                                   300                                100000                             3/1/2006                               1082.87                               100000                               19.45999908                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3006                                   300                                 96600                             4/1/2006                           877.8049202                             96083.92                               35.25999832                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      3007                                   300                                217000                             5/1/2006                               1519.98                            216927.77                               56.72999954                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      3008                                   300                                148000                             1/1/2006                               1473.27                            147609.99                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3009                                   300                                 60000                             5/1/2006                                491.66                                55797                               18.45999908                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      3010                                   300                                 85200                             2/1/2006                                740.24                             61162.88                               14.97999954                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      3011                                   300                                300000                             4/1/2006                           2192.638952                            123584.28                               31.57999992                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      3012                                   300                                 70900                             6/1/2006                                533.57                             70729.55                               19.97999954                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
      3013                                   300                                 60000                             5/1/2006                                   465                                60000                               8.279999733                  No MI                                            1.00E+17                                 0.875                             9/1/2006                                    18                                0.875                                     0
      3014                                   300                                 92000                             4/1/2006                           819.8464272                             58285.36                               17.04000092                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3015                                   300                                 38900                             5/1/2006                                308.04                                38700                                        10                  No MI                                            1.00E+17                                 1.125                             9/1/2006                                    18                                1.125                                     0
      3016                                   300                                 30500                             4/1/2006                                250.58                             30259.95                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3017                                   300                                137000                             5/1/2006                               1367.18                               137000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3018                                   300                                 26000                             2/1/2006                                253.95                                26000                               7.880000114                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3019                                   300                                 91000                             6/1/2006                                937.11                                91000                                        20                  No MI                                            1.00E+17                                 3.875                             9/1/2006                                    18                                3.875                                     0
      3020                                   300                                 42500                             5/1/2006                                324.86                                42500                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      3021                                   300                                 53000                             2/1/2006                           622.8273868                                53000                               8.029999733                  No MI                                            1.00E+17                                 5.375                             9/1/2006                                    18                                5.375                                     0
      3022                                   300                                 58200                             2/1/2006                                465.19                             56176.73                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3023                                   300                                 68500                             6/1/2006                                516.26                             68490.75                                        10                  No MI                                            1.00E+17                                 0.625                             9/1/2006                                    18                                0.625                                     0
      3024                                   300                                 77000                             3/1/2006                           971.3278494                             47867.08                               13.39000034                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      3025                                   300                                 37500                             4/1/2006                           334.1765328                             37213.35                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3026                                   300                                104200                             4/1/2006                           1087.847236                            103075.31                               17.51000023                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      3027                                   300                                159000                             5/1/2006                                249.76                             34738.27                                     39.75                  No MI                                            1.00E+17                                   0.5                             9/1/2006                                    18                                  0.5                                     0
      3028                                   300                                150000                             2/1/2006                               1107.52                            149030.68                               12.23999977                  No MI                                            1.00E+17                                   0.5                             9/1/2006                                    18                                  0.5                                     0
      3029                                   300                                117000                             6/1/2006                                928.44                            116462.49                                        20                  No MI                                            1.00E+17                                 1.125                             9/1/2006                                    18                                1.125                                     0
      3030                                   300                                112400                             4/1/2006                           1267.686881                             111268.3                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3031                                   300                                 37000                             3/1/2006                                254.48                             35263.34                               17.62000084                  No MI                                            1.00E+17                                  0.25                             9/1/2006                                    18                                 0.25                                     0
      3032                                   300                                 80000                             5/1/2006                                857.46                             79967.69                               18.60000038                  No MI                                            1.00E+17                                 4.375                             9/1/2006                                    18                                4.375                                     0
      3033                                   300                                 24500                            5/15/2006                           220.4764733                                24500                                        10                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      3034                                   300                                 80000                            1/31/2006                                933.34                             79922.19                               14.94999981                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      3035                                   300                                350000                            7/15/2006                           3881.682936                               350000                               25.93000031                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3036                                   300                                390700                            3/27/2006                               3939.51                            390607.02                               50.09000015                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      3037                                   300                                 14000                             4/2/2006                                 76.63                             13879.96                               4.829999924                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      3038                                   300                                250000                             4/1/2006                               1964.04                               250000                               30.12000084                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      3039                                   360                                 42700                            2/15/2006                           343.5738574                             41140.82                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      3040                                   180                                 66000                             7/1/2006                           714.2950125                             65441.03                                        20                  No MI                                            1.00E+17                                 1.875                             9/1/2006                                    18                                1.875                                     0
      3041                                   360                                 43000                             2/1/2006                                335.72                             42996.09                                        10                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      3042                                   240                                135000                             7/1/2006                           1336.496529                               135000                                        20                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      3043                                   360                                 50000                            2/15/2006                           420.4271036                             49992.81                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      3044                                   360                                 41604                            2/15/2006                                335.54                                41588                               10.01000023                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      3045                                   240                                 35000                             7/1/2006                                201.42                              26142.8                               10.44999981                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      3046                                   360                                 58050                            5/15/2006                                306.37                             57717.61                                        15                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3047                                   300                                 60000                             6/1/2006                           473.0700808                             45496.25                               19.04999924                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      3048                                   360                                 87315                             2/1/2006                                137.41                             17765.34                                        20                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      3049                                   300                                 94900                             4/1/2006                           845.6894124                             92516.53                               14.38000011                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3050                                   300                                 78700                             3/1/2006                                 734.9                             78695.36                               9.989999771                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3051                                   300                                120000                            6/15/2006                                981.36                               120000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3052                                   300                                 30500                             2/1/2006                                284.95                                30500                                        10                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3053                                   300                                 46000                             4/1/2006                                473.86                             45545.01                                        10                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3054                                   300                                 25000                             2/1/2006                                222.94                             24999.48                               4.760000229                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      3055                                   300                                100000                             4/1/2006                                866.35                             99390.63                               18.18000031                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      3056                                   300                                 58900                             2/1/2006                                587.67                              58879.9                                        10                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3057                                   300                                 64900                             3/1/2006                           671.5840257                             64846.01                               9.989999771                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3058                                   300                                 62200                             1/1/2006                                593.42                             62107.12                                        10                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      3059                                   300                                400000                            6/15/2006                               2736.99                               400000                               28.56999969                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3060                                   300                                 69000                             4/1/2006                                521.67                              18937.4                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3061                                   240                                 37620                            1/31/2006                                292.05                             36664.89                               9.899999619                  No MI                                                                                         1                             9/1/2006                                    25                                 4.06                                     0
      3062                                   300                                 45000                             6/1/2006                                496.27                                45000                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3063                                   300                                 96740                             6/1/2006                               1023.31                             96388.82                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3064                                   300                                 35200                             6/1/2006                                363.69                             34372.32                               9.970000267                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3065                                   360                                 82000                             2/1/2006                                710.83                              81644.3                                        20                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      3066                                   180                                 88000                             5/1/2006                           959.1568077                                88000                               13.53999996                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      3067                                   360                                100000                             3/1/2006                                796.68                             99414.82                               15.63000011                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3068                                   180                                 24400                             1/1/2006                                115.72                             24380.42                                        10                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      3069                                   360                                 28200                            2/15/2006                                 192.8                              23282.3                                        15                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3070                                   300                                150800                             6/1/2006                               1031.84                               150800                               18.38999939                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      3071                                   300                                 80000                            7/15/2006                                355.07                                80000                               8.449999809                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3072                                   300                                250000                            7/15/2006                               1782.53                               250000                                        25                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3073                                   300                                445000                            7/15/2006                           4564.014764                               445000                               27.80999947                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      3074                                   300                                 55600                             6/1/2006                                625.62                             55593.36                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3075                                   300                                 73200                             6/1/2006                                667.24                             73049.94                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                4.826                                     0
      3076                                   300                                159800                             6/1/2006                               1492.68                            159773.18                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3077                                   300                                 70000                             6/1/2006                                 408.5                                70000                                7.78000021                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3078                                   300                                113250                             6/1/2006                                 985.9                               113250                               14.15999985                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      3079                                   300                                 28500                             6/1/2006                                242.05                                28500                                        15                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      3080                                   300                                 40000                             6/1/2006                                403.07                              39968.2                               8.890000343                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      3081                                   300                                 57500                             6/1/2006                                428.64                                47500                                        10                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
      3082                                   300                                 63000                            7/20/2006                           770.4443449                                63000                                8.56000042                  No MI                                            1.00E+17                                     6                           10/20/2006                                    18                                    6                                     0
      3083                                   300                                 47300                            7/20/2006                                301.29                                47300                                        10                  No MI                                            1.00E+17                                     8                           10/20/2006                                    18                                    8                                     0
      3084                                   300                                 37500                            7/20/2006                                 358.3                                37500                                        10                  No MI                                            1.00E+17                                  3.25                            9/20/2006                                    18                                 7.75                                     0
      3085                                   300                                 47500                            7/20/2006                                403.42                                47500                               9.789999962                  No MI                                            1.00E+17                                  7.25                           10/20/2006                                    18                                 7.25                                     0
      3086                                   300                                 36200                            7/20/2006                                238.28                                36200                               9.579999924                  No MI                                            1.00E+17                                  6.75                            9/20/2006                                    18                                 6.75                                     0
      3087                                   300                                 45000                            7/20/2006                                418.14                                45000                                        10                  No MI                                            1.00E+17                                     7                           10/20/2006                                    18                                    7                                     0
      3088                                   300                                 34500                            7/20/2006                           402.1474846                                34500                                        10                  No MI                                            1.00E+17                                  5.25                           10/20/2006                                    18                                 5.25                                     0
      3089                                   300                                 44000                            7/20/2006                                428.85                                44000                                        10                  No MI                                            1.00E+17                                  7.75                           10/20/2006                                    18                                 7.75                                     0
      3090                                   300                                 94510                            7/20/2006                                622.08                                94510                               20.01000023                  No MI                                            1.00E+17                                   4.5                            9/20/2006                                    18                                  4.5                                     0
      3091                                   300                                 72000                            7/20/2006                                698.79                                72000                                        20                  No MI                                            1.00E+17                                  4.25                           10/20/2006                                    18                                 4.25                                     0
      3092                                   300                                 36000                            7/20/2006                                322.12                             35593.76                                        10                  No MI                                            1.00E+17                                   6.5                           10/20/2006                                    18                                  6.5                                     0
      3093                                   300                                 35000                            6/20/2006                                388.54                             34999.42                               6.769999981                  No MI                                            1.00E+17                                     7                            9/20/2006                                    18                                    7                                     0
      3094                                   300                                 38290                            7/20/2006                                324.25                                38117                                        10                  No MI                                            1.00E+17                                     6                           10/20/2006                                    18                                    6                                     0
      3095                                   300                                104000                            7/20/2006                                 891.6                            103997.37                                        20                  No MI                                            1.00E+17                                  4.75                           10/20/2006                                    18                                 4.75                                     0
      3096                                   300                                 38000                            7/20/2006                                419.94                                38000                                        10                  No MI                                            1.00E+17                                    10                           10/20/2006                                    18                                   10                                     0
      3097                                   300                                 25200                            7/20/2006                                214.72                                25200                                        10                  No MI                                            1.00E+17                                  6.75                           10/20/2006                                    18                                 6.75                                     0
      3098                                   300                                 61000                            7/20/2006                                 541.9                                61000                                        10                  No MI                                            1.00E+17                                  4.75                           10/20/2006                                    18                                 4.75                                     0
      3099                                   300                                 60400                            7/20/2006                                512.46                             60247.56                                        20                  No MI                                            1.00E+17                                   4.5                           10/20/2006                                    18                                  4.5                                     0
      3100                                   300                                 62000                            7/20/2006                           687.6124058                             61850.47                                        20                  No MI                                            1.00E+17                                   4.5                           10/20/2006                                    18                                  4.5                                     0
      3101                                   300                                 25000                            7/20/2006                           315.3661849                                25000                               4.309999943                  No MI                                            1.00E+17                                   6.5                           10/20/2006                                    18                                  6.5                                     0
      3102                                   300                                 42100                            7/20/2006                                398.22                                42100                                        10                  No MI                                            1.00E+17                                   6.5                            9/20/2006                                    18                                  6.5                                     0
      3103                                   300                                 29700                            7/20/2006                                259.77                                29700                                        20                  No MI                                            1.00E+17                                   4.5                           10/20/2006                                    18                                  4.5                                     0
      3104                                   300                                 29000                            7/20/2006                                243.52                                29000                               4.639999866                  No MI                                            1.00E+17                                  6.25                           10/20/2006                                    18                                 6.25                                     0
      3105                                   300                                 74200                            7/20/2006                                666.75                                74200                               11.63000011                  No MI                                            1.00E+17                                  7.75                           10/20/2006                                    18                                 7.75                                     0
      3106                                   300                                 51500                            7/20/2006                                445.87                                51500                                        10                  No MI                                            1.00E+17                                     4                           10/20/2006                                    18                                    4                                     0
      3107                                   300                                 48000                            7/20/2006                                441.51                                47996                               9.840000153                  No MI                                            1.00E+17                                   6.5                           10/20/2006                                    18                                  6.5                                     0
      3108                                   300                                 61700                            7/20/2006                                579.88                             61083.73                                        10                  No MI                                            1.00E+17                                  5.75                           10/20/2006                                    18                                 5.75                                     0
      3109                                   300                                 73000                            7/20/2006                                683.31                                73000                                        10                  No MI                                            1.00E+17                                     6                            9/20/2006                                    18                                    6                                     0
      3110                                   300                                 36600                            7/20/2006                                365.07                             36582.52                                        10                  No MI                                            1.00E+17                                  7.25                            9/20/2006                                    18                                 7.25                                     0
      3111                                   300                                 22000                            7/20/2006                            298.955555                             21966.47                                         5                  No MI                                            1.00E+17                                  7.75                           10/20/2006                                    18                                 7.75                                     0
      3112                                   300                                 45500                            7/20/2006                                299.49                                45500                                        10                  No MI                                            1.00E+17                                  7.25                           10/20/2006                                    18                                 7.25                                     0
      3113                                   300                                 64500                            7/20/2006                                535.75                             64372.21                               9.210000038                  No MI                                            1.00E+17                                     6                           10/20/2006                                    18                                    8                                     0
      3114                                   300                                 53500                            7/20/2006                                459.02                                49900                                        10                  No MI                                            1.00E+17                                   6.5                           10/20/2006                                    18                                  6.5                                     0
      3115                                   300                                 54199                            7/20/2006                           652.4264478                                54199                                        10                  No MI                                            1.00E+17                                  5.75                           10/20/2006                                    18                                 5.75                                     0
      3116                                   300                                 58000                            7/20/2006                                477.11                                58000                                        10                  No MI                                            1.00E+17                                  3.25                           10/20/2006                                    18                                 3.25                                     0
      3117                                   300                                190000                            7/20/2006                               1490.46                               190000                                        20                  No MI                                            1.00E+17                                   4.5                           10/20/2006                                    18                                  4.5                                     0
      3118                                   300                                 76000                            7/20/2006                                589.02                             75969.34                                        20                  No MI                                            1.00E+17                                  4.25                           10/20/2006                                    18                                 4.25                                     0
      3119                                   300                                 36490                            7/20/2006                             467.37509                              24557.9                                        10                  No MI                                            1.00E+17                                  6.75                           10/20/2006                                    18                                 6.75                                     0
      3120                                   300                                 34890                            7/20/2006                                237.06                                34890                                        10                  No MI                                            1.00E+17                                  6.75                           10/20/2006                                    18                                 6.75                                     0
      3121                                   300                                 26000                            6/20/2006                                255.91                                26000                                        10                  No MI                                            1.00E+17                                   6.5                            9/20/2006                                    18                                  6.5                                     0
      3122                                   300                                 66750                            7/20/2006                                571.81                             66739.47                                        15                  No MI                                            1.00E+17                                  4.75                           10/20/2006                                    18                                    8                                     0
      3123                                   300                                 24700                            7/20/2006                                198.61                             24699.38                                        10                  No MI                                            1.00E+17                                  3.25                           10/20/2006                                    18                                 3.25                                     0
      3124                                   300                                 41100                            7/20/2006                           518.4620079                                41100                                        10                  No MI                                            1.00E+17                                   6.5                           10/20/2006                                    18                                  6.5                                     0
      3125                                   300                                 53857                            7/20/2006                                513.48                                53857                                        10                  No MI                                            1.00E+17                                     6                           10/20/2006                                    18                                    6                                     0
      3126                                   300                                 48500                            7/20/2006                                454.77                                48500                                        10                  No MI                                            1.00E+17                                     7                           10/20/2006                                    18                                    7                                     0
      3127                                   300                                 43990                            7/20/2006                                421.82                                43990                                        10                  No MI                                            1.00E+17                                  5.75                           10/20/2006                                    18                                 5.75                                     0
      3128                                   300                                 19445                            7/20/2006                                132.12                                19445                                        10                  No MI                                            1.00E+17                                  7.75                           10/20/2006                                    18                                 7.75                                     0
      3129                                   300                                 98000                            7/20/2006                                966.58                                98000                               20.01000023                  No MI                                            1.00E+17                                  4.25                           10/20/2006                                    18                                 4.25                                     0
      3130                                   300                                 67600                            7/20/2006                                547.28                             67599.84                                        20                  No MI                                            1.00E+17                                   4.5                           10/20/2006                                    18                                  4.5                                     0
      3131                                   300                                 34051                            7/20/2006                           371.2764871                             33545.18                                        20                  No MI                                            1.00E+17                                  4.25                           10/20/2006                                    18                                 4.25                                     0
      3132                                   300                                 33000                            7/20/2006                           359.8168651                                33000                                        11                  No MI                                            1.00E+17                                  4.25                           10/20/2006                                    18                                 4.25                                     0
      3133                                   240                                 25100                             5/1/2006                                239.06                             25019.86                               17.31999969                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3134                                   180                                 53000                             5/1/2006                           653.2367037                                53000                               14.13000011                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3135                                   240                                 25001                             5/1/2006                                265.42                                25001                               12.81999969                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3136                                   240                                 66800                             6/1/2006                           712.3749939                                66800                               9.970000267                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3137                                   300                                 73000                            7/20/2006                                  57.7                                 7300                                        20                  No MI                                            1.00E+17                                  4.25                           10/20/2006                                    18                                 4.25                                     0
      3138                                   300                                 87000                            7/20/2006                                730.56                                87000                                        20                  No MI                                            1.00E+17                                  4.25                           10/20/2006                                    18                                 4.25                                     0
      3139                                   240                                 75000                             5/1/2006                           742.4980719                                75000                               21.43000031                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      3140                                   300                                 26236                            7/20/2006                                178.26                                26236                               9.989999771                  No MI                                            1.00E+17                                  4.25                           10/20/2006                                    18                                 7.75                                     0
      3141                                   180                                 63600                             5/1/2006                           763.3068875                                63600                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3142                                   300                                 54000                            7/20/2006                                443.07                             53550.25                                        10                  No MI                                            1.00E+17                                  5.75                           10/20/2006                                    18                                 5.75                                     0
      3143                                   300                                 59100                             6/1/2006                           506.1216691                                57100                                        15                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      3144                                   300                                 52500                            7/20/2006                                444.09                                52500                                        10                  No MI                                            1.00E+17                                   6.5                           10/20/2006                                    18                                  6.5                                     0
      3145                                   180                                 74000                             5/1/2006                           761.6022944                             73423.37                               19.72999954                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      3146                                   300                                 20250                            7/20/2006                                172.54                                20250                                        15                  No MI                                            1.00E+17                                  6.75                           10/20/2006                                    18                                 6.75                                     0
      3147                                   180                                 94003                             6/1/2006                           1143.357272                                94003                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3148                                   300                                 44600                             6/1/2006                                473.49                                44600                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3149                                   300                                 58000                             6/1/2006                           654.1444761                                58000                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3150                                   300                                 23750                             6/1/2006                                334.64                             23523.07                                         8                  No MI                                            1.00E+17                                   8.5                             9/1/2006                                    18                                  8.5                                     0
      3151                                   300                                 25000                             6/1/2006                           344.6353182                                25000                                        10                  No MI                                            1.00E+17                                     8                             9/1/2006                                    18                                    8                                     0
      3152                                   300                                 27000                             6/1/2006                            304.515532                                27000                                        15                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3153                                   300                                 99000                             6/1/2006                               1072.05                                99000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3154                                   300                                 43590                             6/1/2006                                 518.3                                43590                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      3155                                   300                                124715                             6/1/2006                               1350.51                               124715                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3156                                   300                                 40000                             6/1/2006                                580.55                              39626.3                                        10                  No MI                                            1.00E+17                                     9                             9/1/2006                                    18                                    9                                     0
      3157                                   300                                 62500                            8/20/2006                                424.66                                62500                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      3158                                   300                                 42000                             6/1/2006                                535.07                                42000                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      3159                                   300                                142000                             6/1/2006                               1567.84                               142000                                        20                  No MI                                                                                      4.75                             9/1/2006                                    18                                 4.75                                     0
      3160                                   300                                 33350                             6/1/2006                                352.69                             33262.43                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3161                                   300                                 33500                             6/1/2006                                 220.5                                33500                                        10                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3162                                   300                                 95980                             6/1/2006                               1018.97                                95980                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3163                                   300                                 36000                             6/1/2006                                236.96                                36000                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      3164                                   300                                107000                             6/1/2006                               1158.14                               107000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3165                                   300                                 42000                             6/1/2006                           570.7333322                             41776.45                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3166                                   300                                 52500                             6/1/2006                            621.949633                                52500                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      3167                                   300                                 39000                             6/1/2006                                491.68                             38594.24                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      3168                                   300                                 57900                             6/1/2006                                688.45                                57900                               9.979999542                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      3169                                   300                                 65000                             6/1/2006                                814.28                                65000                               7.429999828                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      3170                                   300                                 41000                             6/1/2006                                557.15                                41000                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3171                                   300                                 39500                             6/1/2006                                501.73                                39500                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      3172                                   300                                104000                             6/1/2006                               1214.52                               104000                                        20                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      3173                                   300                                 33000                             6/1/2006                                421.38                             30654.18                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3174                                   300                                 24900                             6/1/2006                                292.49                             24598.64                                        20                  No MI                                                                                      5.75                             9/1/2006                                    18                                 5.75                                     0
      3175                                   300                                 58000                             6/1/2006                                686.72                              57753.7                               7.840000153                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      3176                                   300                                 89900                             6/1/2006                                1068.6                             89874.23                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      3177                                   300                                 50000                             6/1/2006                                679.45                                50000                               5.710000038                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3178                                   300                                 60050                             6/1/2006                                761.08                             59782.24                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      3179                                   300                                 50000                             6/1/2006                                 647.6                                50000                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      3180                                   300                                 40000                             6/1/2006                                509.31                                40000                               6.670000076                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      3181                                   300                                 48200                             6/1/2006                                306.44                             47942.49                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      3182                                   300                                 45000                             6/1/2006                            473.950864                                45000                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3183                                   300                                 61000                             6/1/2006                                790.07                             60999.66                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      3184                                   300                                 83000                             6/1/2006                                881.17                                83000                                        20                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      3185                                   300                                 94100                             6/1/2006                               1178.22                             94051.53                               10.02000046                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      3186                                   300                                 52000                             6/1/2006                                569.21                             51701.89                                        10                  No MI                                                                                      4.75                             9/1/2006                                    18                                 4.75                                     0
      3187                                   300                                160000                             6/1/2006                               1019.18                            157682.63                                        20                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      3188                                   300                                 40200                             6/1/2006                                546.28                                40200                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3189                                   300                                 64400                             6/1/2006                                690.55                             63620.58                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3190                                   300                                 36500                             6/1/2006                                494.42                             36383.75                                        10                  No MI                                                                                      7.75                             9/1/2006                                    18                                 7.75                                     0
      3191                                   300                                 41500                             6/1/2006                                535.96                             41374.92                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      3192                                   300                                 74720                             6/1/2006                                879.21                              73942.6                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      3193                                   300                                 25100                             6/1/2006                                351.74                                25100                               9.979999542                  No MI                                            1.00E+17                                  8.25                             9/1/2006                                    18                                 8.25                                     0
      3194                                   300                                 31000                             6/1/2006                                323.14                             29540.68                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3195                                   300                                 52500                             6/1/2006                                744.76                                52352                                        10                  No MI                                            1.00E+17                                   8.5                             9/1/2006                                    18                                  8.5                                     0
      3196                                   300                                 88000                             6/1/2006                                948.68                             87607.62                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3197                                   300                                 85000                             6/1/2006                               1010.68                                85000                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      3198                                   300                                 66000                             6/1/2006                                 714.7                                66000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3199                                   300                                 26400                             6/1/2006                                353.15                                26400                                        10                  No MI                                            1.00E+17                                   7.5                             9/1/2006                                    18                                  7.5                                     0
      3200                                   300                                 40800                             6/1/2006                                519.78                                40800                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      3201                                   300                                 99000                             6/1/2006                               1051.01                             98997.26                                        20                  No MI                                                                                      4.25                             9/1/2006                                    18                                 4.25                                     0
      3202                                   300                                 93275                             6/1/2006                               1029.86                                93275                                        20                  No MI                                                                                      4.75                             9/1/2006                                    18                                 4.75                                     0
      3203                                   300                                 40000                             6/1/2006                           504.5858958                                40000                                7.71999979                  No MI                                                                                       6.5                             9/1/2006                                    18                                  6.5                                     0
      3204                                   300                                 66800                             6/1/2006                                751.73                                66800                               7.840000153                  No MI                                                                                         5                             9/1/2006                                    18                                    5                                     0
      3205                                   300                                 36500                             6/1/2006                                463.17                             36352.75                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      3206                                   300                                 77000                             6/1/2006                                817.47                                77000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3207                                   300                                 85000                             6/1/2006                               1478.53                             84451.04                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      3208                                   300                                 47500                             6/1/2006                                635.39                                47500                                        10                  No MI                                            1.00E+17                                   7.5                             9/1/2006                                    18                                  7.5                                     0
      3209                                   300                                 34000                             6/1/2006                                216.58                                34000                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      3210                                   300                                 53800                            5/15/2006                                485.35                             53784.73                                        20                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
      3211                                   300                                132200                             5/1/2006                               1094.03                             132115.7                                        20                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3212                                   300                                 21800                            5/15/2006                                180.52                                21800                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3213                                   300                                164100                            5/15/2006                               1289.02                            164077.56                               19.98999977                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      3214                                   300                                 87500                             5/1/2006                                687.83                             85248.52                                        10                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      3215                                   300                                 64000                             6/1/2006                                713.42                                64000                                        20                  No MI                                            1.00E+17                                 4.875                             9/1/2006                                    18                                4.875                                     0
      3216                                   300                                 90000                             6/1/2006                                745.27                                90000                                        20                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3217                                   300                                120375                            5/15/2006                                894.57                               120375                                        15                  No MI                                            1.00E+17                                   0.5                             9/1/2006                                    18                                  0.5                                     0
      3218                                   300                                122500                             6/1/2006                           1091.643341                            118828.96                               22.70999908                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3219                                   300                                138200                             5/1/2006                               1164.53                            137114.28                               24.98999977                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      3220                                   300                                100000                             5/1/2006                                697.38                             99528.08                               6.059999943                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      3221                                   300                                 25750                            5/15/2006                                182.27                             20198.47                                         5                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
      3222                                   300                                112000                             6/1/2006                                903.67                               112000                                        20                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3223                                   300                                265000                             5/1/2006                               2583.91                            261098.04                               28.79999924                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      3224                                   300                                 43500                            5/15/2006                                410.95                             43492.93                                        10                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      3225                                   300                                200000                             6/1/2006                               1461.71                               200000                               22.86000061                  No MI                                            1.00E+17                                 0.375                             9/1/2006                                    18                                0.375                                     0
      3226                                   300                                 28000                             5/1/2006                                280.14                             36916.71                               3.589999914                  No MI                                            1.00E+17                                 0.875                             9/1/2006                                    18                                0.875                                     0
      3227                                   300                                150000                             6/1/2006                                934.25                               100000                                         6                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3228                                   300                                 44000                             6/1/2006                                 364.3                             43993.52                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3229                                   300                                500000                             6/1/2006                               4830.48                               500000                               21.28000069                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
      3230                                   300                                 56800                             5/1/2006                                524.25                             56759.25                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      3231                                   300                                 57600                            5/15/2006                                 525.9                                57600                                        15                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      3232                                   300                                131600                             6/1/2006                           1149.784806                            130845.55                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      3233                                   300                                578000                             6/1/2006                               4540.86                               577999                               64.22000122                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      3234                                   300                                 13500                             6/1/2006                                134.78                             13363.83                                        10                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      3235                                   300                                161250                             6/1/2006                               1616.37                            159800.77                                        15                  No MI                                            1.00E+17                                 3.875                             9/1/2006                                    18                                3.875                                     0
      3236                                   180                                 63000                             5/1/2006                                568.51                                63000                                        20                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      3237                                   180                                 83200                             6/1/2006                           913.2549643                             82969.27                               14.98999977                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      3238                                   180                                 64800                             6/1/2006                           657.2447465                                35223                               20.89999962                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      3239                                   180                                161400                             5/1/2006                           1885.458353                               161400                               19.79999924                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3240                                   180                                170000                             5/1/2006                               1903.18                            169120.43                               27.63999939                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      3241                                   180                                122000                             5/1/2006                           1405.860417                            121962.73                                        20                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      3242                                   300                                100000                             6/1/2006                           1034.798191                              9948.04                               17.38999939                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3243                                   180                                120000                             6/1/2006                                937.44                            119651.25                               19.35000038                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      3244                                   180                                 56800                             6/1/2006                                512.56                                56800                               13.14999962                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      3245                                   300                                177000                             6/1/2006                               1503.29                               177000                                        20                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      3246                                   180                                145000                             6/1/2006                           1693.875224                                33500                               28.43000031                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3247                                   300                                 75000                             5/1/2006                           845.8764777                                75000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3248                                   180                                147400                             5/1/2006                               1407.86                            147345.93                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3249                                   180                                150595                             5/1/2006                           1955.202809                               150595                               24.10000038                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      3250                                   180                                 98000                             6/1/2006                                915.56                                98000                                        20                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      3251                                   180                                 95000                             6/1/2006                                710.57                             82066.86                               15.56999969                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      3252                                   180                                 23000                             5/1/2006                                207.42                             22691.85                               14.38000011                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3253                                   180                                 41000                             5/1/2006                           502.0035401                                41000                               19.52000046                  No MI                                            1.00E+17                                 4.125                             9/1/2006                                    18                                4.125                                     0
      3254                                   180                                125000                             5/1/2006                           1581.552709                               125000                                     25.25                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3255                                   180                                 34780                             6/1/2006                            417.418452                                34780                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3256                                   180                                 78000                             5/1/2006                           880.4328357                             77882.41                               19.95000076                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      3257                                   180                                 77000                             6/1/2006                           999.7052777                                77000                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      3258                                   300                                 68587                             4/1/2006                           666.0411106                                68587                                        20                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      3259                                   180                                 75000                             4/1/2006                           738.5546684                             74963.02                                      26.5                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      3260                                   300                                200000                             5/1/2006                            1888.36341                            199181.29                               16.67000008                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      3261                                   300                                138000                             4/1/2006                               1303.91                               138000                                        40                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
      3262                                   300                                 56250                             4/1/2006                                 549.4                                56250                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3263                                   300                                 42500                             6/1/2006                                550.46                                42500                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      3264                                   300                                 44850                             4/1/2006                                605.71                             44573.53                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3265                                   300                                 64500                             6/1/2006                                712.15                                64500                                        15                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3266                                   300                                 69000                             6/1/2006                                811.68                             68383.37                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      3267                                   300                                 32900                             4/1/2006                                333.17                             32690.42                               14.97999954                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3268                                   300                                 56000                             6/1/2006                                812.08                             55429.26                                        10                  No MI                                            1.00E+17                                     9                             9/1/2006                                    18                                    9                                     0
      3269                                   300                                 79900                             6/1/2006                                991.64                                79400                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      3270                                   300                                 53200                             6/1/2006                                350.17                                53200                               9.989999771                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3271                                   300                                 29400                             6/1/2006                                399.52                                29400                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3272                                   300                                 45500                             6/1/2006                                288.65                             45294.32                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      3273                                   300                                 31000                             5/1/2006                                329.07                             30995.59                                        10                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3274                                   300                                 57500                             6/1/2006                                376.86                             29988.18                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3275                                   300                                 44500                             6/1/2006                                535.82                             44272.21                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      3276                                   300                                 34800                            8/25/2005                                334.11                             34566.31                                        20                  No MI                                            1.00E+17                                 2.775                             9/1/2006                                    18                                2.775                                     0
      3277                                   300                                 22000                             8/1/2005                                197.07                             21876.19                                        10                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
      3278                                   300                                 88400                            8/20/2005                                815.33                             88359.57                                        20                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
      3279                                   300                                 19000                            8/19/2005                                175.32                                19000                                        10                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3280                                   300                                100350                             8/7/2005                                901.19                            100040.29                               21.81999969                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
      3281                                   300                                 20000                            8/13/2005                                169.65                             19795.77                               4.389999866                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
      3282                                   300                                110000                            7/29/2005                                976.17                            109698.95                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3283                                   300                                 51250                             8/1/2005                                399.35                             51180.31                               6.210000038                  No MI                                            1.00E+17                                   0.4                             9/1/2006                                    18                                  0.4                                     0
      3284                                   300                                 19800                            8/11/2005                                168.64                             19176.79                                        10                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
      3285                                   300                                237000                            8/15/2005                               2075.21                            236047.46                                        20                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      3286                                   300                                 37900                             9/1/2005                                326.84                             37561.79                               7.059999943                  No MI                                            1.00E+17                                 1.025                             9/1/2006                                    18                                1.025                                     0
      3287                                   300                                 91000                            8/12/2005                                 867.2                             90540.23                               20.21999931                  No MI                                            1.00E+17                                 2.675                             9/1/2006                                    18                                2.675                                     0
      3288                                   300                                 61000                            8/21/2005                                559.29                             60612.01                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3289                                   300                                 42000                            8/20/2005                                378.34                             41999.48                                        15                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
      3290                                   300                                 56700                            8/15/2005                                 494.6                             56267.11                                        20                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      3291                                   300                                 57000                            8/29/2005                                519.72                                57000                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      3292                                   300                                 54600                             8/1/2005                                497.39                             54551.08                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      3293                                   300                                 58600                            8/11/2005                                403.45                             49474.61                               19.89999962                  No MI                                            1.00E+17                                  1.05                             9/1/2006                                    18                                 1.05                                     0
      3294                                   300                                 58200                             8/8/2005                                502.76                             57925.68                                        20                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
      3295                                   300                                 72500                            8/20/2005                                649.43                             72092.66                                        20                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
      3296                                   300                                187500                             9/1/2005                               1713.29                            187455.33                                        20                  No MI                                            1.00E+17                                 2.175                             9/1/2006                                    18                                2.175                                     0
      3297                                   300                                 82600                            8/12/2005                                758.84                             82237.25                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3298                                   300                                 68000                             9/1/2005                                605.11                                68000                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3299                                   300                                 49500                             8/8/2005                                440.42                             49380.37                                        15                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3300                                   300                                 62500                            8/20/2005                                541.11                             62030.81                                        10                  No MI                                            1.00E+17                                  0.65                             9/1/2006                                    18                                 0.65                                     0
      3301                                   300                                350000                             8/9/2005                               2958.32                            339128.34                               8.050000191                  No MI                                            1.00E+17                                   0.9                             9/1/2006                                    18                                  0.9                                     0
      3302                                   300                                 37500                            8/22/2005                                328.51                             37284.21                                        10                  No MI                                            1.00E+17                                   1.8                             9/1/2006                                    18                                  1.8                                     0
      3303                                   300                                109000                             8/6/2005                                 876.3                             99703.92                                        20                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      3304                                   300                                 59950                            8/27/2005                                532.35                              49980.1                               19.98999977                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3305                                   300                                 89000                             9/1/2005                                811.49                             88999.99                               20.04999924                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      3306                                   300                                 28000                            8/19/2005                                259.22                             27440.25                               7.889999866                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3307                                   300                                 59500                             8/8/2005                                458.86                             57992.55                                        10                  No MI                                            1.00E+17                                 0.775                             9/1/2006                                    18                                0.775                                     0
      3308                                   300                                 88600                            8/20/2005                                 789.6                             86600.07                                        21                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      3309                                   300                                127950                             8/8/2005                               1146.98                            127325.79                                        20                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
      3310                                   300                                 43000                             8/5/2005                                362.85                             42889.14                                        10                  No MI                                            1.00E+17                                   1.4                             9/1/2006                                    18                                  1.4                                     0
      3311                                   300                                 41700                            8/28/2005                                407.63                                41700                               20.01000023                  No MI                                            1.00E+17                                   2.9                             9/1/2006                                    18                                  2.9                                     0
      3312                                   300                                 89000                             9/1/2005                                684.69                                89000                                        10                  No MI                                            1.00E+17                                 0.525                             9/1/2006                                    18                                0.525                                     0
      3313                                   300                                 48300                             9/1/2005                                428.82                             46097.76                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3314                                   300                                 50000                             9/1/2005                                425.15                             47853.97                               41.66999817                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      3315                                   300                                150000                            8/14/2005                                236.37                             29241.59                               12.10000038                  No MI                                            1.00E+17                                  0.95                             9/1/2006                                    18                                 0.95                                     0
      3316                                   300                                 49200                            9/26/2005                                425.15                             48860.61                                        10                  No MI                                            1.00E+17                                 1.025                             9/1/2006                                    18                                1.025                                     0
      3317                                   300                                108000                            8/13/2005                                991.37                            107182.57                                        20                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
      3318                                   300                                 54100                            8/28/2005                                463.63                                54100                               14.98999977                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
      3319                                   300                                 95000                            8/15/2005                                761.53                             93651.56                               15.01000023                  No MI                                            1.00E+17                                 1.025                             9/1/2006                                    18                                1.025                                     0
      3320                                   300                                 69000                             8/5/2005                                 640.5                             66935.32                                        20                  No MI                                            1.00E+17                                  2.55                             9/1/2006                                    18                                 2.55                                     0
      3321                                   300                                 28400                            7/30/2005                                234.06                             28102.19                               10.14000034                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      3322                                   300                                 38000                            8/15/2005                                358.91                             37992.34                               20.01000023                  No MI                                            1.00E+17                                 2.525                             9/1/2006                                    18                                2.525                                     0
      3323                                   300                                 99000                            8/18/2005                                939.66                             94208.34                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3324                                   300                                 57500                             8/5/2005                                312.64                             33414.28                               27.37999916                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3325                                   300                                 70500                            8/15/2005                                 532.2                              67474.4                                        10                  No MI                                            1.00E+17                                  0.65                             9/1/2006                                    18                                 0.65                                     0
      3326                                   300                                 54000                            8/12/2005                                471.44                             53639.76                                        20                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      3327                                   300                                100000                             8/5/2005                                 879.8                             98868.75                               19.79999924                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3328                                   300                                 97350                            7/29/2005                                866.03                             97321.32                               21.29999924                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3329                                   300                                 67000                            8/19/2005                                581.41                             66987.04                               19.94000053                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
      3330                                   300                                 16000                             8/1/2005                                142.65                             15607.57                               4.570000172                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
      3331                                   300                                 46950                             8/8/2005                                438.18                             46929.11                               19.98999977                  No MI                                            1.00E+17                                   2.4                             9/1/2006                                    18                                  2.4                                     0
      3332                                   300                                124500                             8/6/2005                               1066.95                               124500                                        15                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
      3333                                   300                                 50000                             8/7/2005                                426.15                             49726.84                               16.38999939                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
      3334                                   300                                 96850                             8/5/2005                                470.46                             47383.54                               21.21999931                  No MI                                            1.00E+17                                 3.075                             9/1/2006                                    18                                3.075                                     0
      3335                                   300                                100000                            8/11/2005                                872.78                             99773.67                               9.109999657                  No MI                                            1.00E+17                                 1.725                             9/1/2006                                    18                                1.725                                     0
      3336                                   300                                 35800                            8/15/2005                                338.79                              35452.7                                        20                  No MI                                            1.00E+17                                  2.65                             9/1/2006                                    18                                 2.65                                     0
      3337                                   300                                 54000                             8/5/2005                                479.49                             53750.71                               14.88000011                  No MI                                            1.00E+17                                 1.925                             9/1/2006                                    18                                1.925                                     0
      3338                                   300                                 21450                             8/5/2005                                210.27                             21366.95                               9.979999542                  No MI                                            1.00E+17                                 2.975                             9/1/2006                                    18                                2.975                                     0
      3339                                   300                                 33200                            8/19/2005                                322.52                             32904.82                               19.98999977                  No MI                                            1.00E+17                                   2.9                             9/1/2006                                    18                                  2.9                                     0
      3340                                   300                                105400                            8/14/2005                                996.98                            105051.66                               22.67000008                  No MI                                            1.00E+17                                 2.575                             9/1/2006                                    18                                2.575                                     0
      3341                                   300                                 39000                            8/15/2005                                364.49                             38565.15                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3342                                   300                                 79500                             9/1/2005                                656.44                             79442.73                                        10                  No MI                                            1.00E+17                                 1.175                             9/1/2006                                    18                                1.175                                     0
      3343                                   300                                130000                             8/7/2005                               1156.64                             129980.1                               39.38999939                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3344                                   300                                 33500                            7/28/2005                                  8.68                                 1000                                        10                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
      3345                                   300                                 83000                             8/8/2005                                753.95                             81707.84                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3346                                   300                                100000                            8/15/2005                                887.67                             99753.74                                        20                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
      3347                                   300                                 20800                            8/12/2005                                 195.5                             19866.16                                        10                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
      3348                                   300                                 61000                             9/1/2005                                495.81                              60960.2                               14.52000046                  No MI                                            1.00E+17                                 1.025                             9/1/2006                                    18                                1.025                                     0
      3349                                   300                                 95000                            7/22/2005                                814.44                             83547.06                               27.13999939                  No MI                                            1.00E+17                                 1.575                             9/1/2006                                    18                                1.575                                     0
      3350                                   300                                 75000                            8/14/2005                                692.05                                75000                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3351                                   300                                 29380                            8/21/2005                                 271.1                                29380                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3352                                   300                                 16500                             9/1/2005                                151.94                             16129.26                               10.06000042                  No MI                                            1.00E+17                                   2.4                             9/1/2006                                    18                                  2.4                                     0
      3353                                   300                                 28000                            8/15/2005                                260.26                             26897.07                               18.67000008                  No MI                                            1.00E+17                                 2.775                             9/1/2006                                    18                                2.775                                     0
      3354                                   300                                 75000                            8/14/2005                                241.23                             29359.06                               14.42000008                  No MI                                            1.00E+17                                  0.65                             9/1/2006                                    18                                 0.65                                     0
      3355                                   300                                 38000                            8/22/2005                                369.62                             37715.55                                        20                  No MI                                            1.00E+17                                 2.925                             9/1/2006                                    18                                2.925                                     0
      3356                                   300                                 85000                            8/21/2005                                769.99                             84448.39                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3357                                   300                                 32300                            8/26/2005                                277.24                             31939.64                                        10                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
      3358                                   300                                 84000                             8/6/2005                                764.03                             83795.38                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      3359                                   300                                 28400                            8/20/2005                                267.26                             28282.39                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3360                                   300                                 39000                             9/1/2005                                329.95                                39000                               9.399999619                  No MI                                            1.00E+17                                   1.4                             9/1/2006                                    18                                  1.4                                     0
      3361                                   300                                 99800                             8/8/2005                                893.38                             99173.94                                        20                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      3362                                   300                                 67500                            8/20/2005                                   546                             67145.56                                        10                  No MI                                            1.00E+17                                 1.025                             9/1/2006                                    18                                1.025                                     0
      3363                                   300                                 85250                             8/7/2005                                772.69                             84744.72                                        25                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      3364                                   300                                105000                             9/1/2005                                934.36                               105000                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3365                                   300                                 85000                            8/13/2005                                775.02                                85000                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      3366                                   300                                 81000                            8/20/2005                                635.69                             80263.48                                        10                  No MI                                            1.00E+17                                 0.775                             9/1/2006                                    18                                0.775                                     0
      3367                                   300                                 73600                            7/30/2005                                695.52                             73456.48                                        20                  No MI                                            1.00E+17                                  2.55                             9/1/2006                                    18                                 2.55                                     0
      3368                                   300                                 50000                             8/5/2005                                195.76                             24723.85                               10.86999989                  No MI                                            1.00E+17                                 0.525                             9/1/2006                                    18                                0.525                                     0
      3369                                   300                                 84000                            7/29/2005                                 765.9                             83999.99                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      3370                                   300                                 39000                             9/1/2005                                320.23                             38844.25                                        10                  No MI                                            1.00E+17                                  1.15                             9/1/2006                                    18                                 1.15                                     0
      3371                                   300                                 63150                            8/22/2005                                 521.7                             62638.01                                        15                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      3372                                   300                                 51500                            7/25/2005                                423.81                             51290.46                                        10                  No MI                                            1.00E+17                                 1.175                             9/1/2006                                    18                                1.175                                     0
      3373                                   300                                 60500                             9/1/2005                                 478.7                                60500                               8.010000229                  No MI                                            1.00E+17                                 0.775                             9/1/2006                                    18                                0.775                                     0
      3374                                   300                                 77000                             8/5/2005                                700.09                             76782.93                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      3375                                   300                                 51000                            8/18/2005                                503.36                             50689.16                                        20                  No MI                                            1.00E+17                                 3.075                             9/1/2006                                    18                                3.075                                     0
      3376                                   300                                 28680                             8/7/2005                                309.87                             28219.17                                        20                  No MI                                            1.00E+17                                 4.275                             9/1/2006                                    18                                4.275                                     0
      3377                                   300                                 55000                            8/22/2005                                 251.3                             34699.49                               9.909999847                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    7                                     0
      3378                                   300                                 82000                             8/8/2005                                673.59                             81518.39                                        20                  No MI                                            1.00E+17                                 1.175                             9/1/2006                                    18                                1.175                                     0
      3379                                   300                                148000                             9/1/2005                                1409.8                            146171.62                                        20                  No MI                                            1.00E+17                                   2.7                             9/1/2006                                    18                                  2.7                                     0
      3380                                   300                                107400                             8/5/2005                                894.82                            107235.29                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3381                                   300                                 32500                            8/15/2005                                305.88                             32008.98                                        10                  No MI                                            1.00E+17                                  2.65                             9/1/2006                                    18                                 2.65                                     0
      3382                                   300                                100000                             8/8/2005                                 898.3                             99719.73                               19.42000008                  No MI                                            1.00E+17                                 2.025                             9/1/2006                                    18                                2.025                                     0
      3383                                   300                                 61000                             9/1/2005                                511.19                             60860.38                               11.51000023                  No MI                                            1.00E+17                                 1.325                             9/1/2006                                    18                                1.325                                     0
      3384                                   300                                134000                             9/1/2005                               1405.52                            133812.19                               19.13999939                  No MI                                            1.00E+17                                 3.725                             9/1/2006                                    18                                3.725                                     0
      3385                                   300                                 27500                            8/14/2005                                219.35                                26900                                        10                  No MI                                            1.00E+17                                 1.025                             9/1/2006                                    18                                1.025                                     0
      3386                                   300                                 84600                            8/14/2005                                750.88                             84381.28                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3387                                   300                                 46200                            8/27/2005                                416.37                             45996.88                                        10                  No MI                                            1.00E+17                                 1.025                             9/1/2006                                    18                                1.025                                     0
      3388                                   300                                145800                             9/1/2005                               1240.76                            144470.25                                        20                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
      3389                                   300                                 35900                            8/12/2005                                303.26                             35845.61                                        10                  No MI                                            1.00E+17                                   1.4                             9/1/2006                                    18                                  1.4                                     0
      3390                                   300                                 67200                            8/12/2005                                617.09                             66876.21                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3391                                   300                                112000                            8/13/2005                                 972.1                               112000                                        20                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
      3392                                   300                                 75000                            8/14/2005                                631.91                             74691.26                                        15                  No MI                                            1.00E+17                                  1.15                             9/1/2006                                    18                                 1.15                                     0
      3393                                   300                                 23400                            8/26/2005                                302.45                             22856.27                                        20                  No MI                                            1.00E+17                                 3.825                             9/1/2006                                    18                                3.825                                     0
      3394                                   300                                 52000                             9/1/2005                                474.13                                52000                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3395                                   300                                 49000                            8/14/2005                                 498.9                              48430.3                               27.21999931                  No MI                                            1.00E+17                                  1.15                             9/1/2006                                    18                                 1.15                                     0
      3396                                   300                                 40000                            8/26/2005                                362.53                             39760.65                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      3397                                   300                                113000                            8/21/2005                                999.66                            112338.26                                        20                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
      3398                                   300                                 39148                             8/7/2005                                367.28                             38869.27                                        20                  No MI                                            1.00E+17                                 2.525                             9/1/2006                                    18                                2.525                                     0
      3399                                   300                                 62800                            8/22/2005                                553.68                             62220.66                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3400                                   300                                 72400                            8/19/2005                                585.67                             71960.01                               13.78999996                  No MI                                            1.00E+17                                 1.025                             9/1/2006                                    18                                1.025                                     0
      3401                                   300                                 80000                             9/1/2005                                659.09                             79976.39                               14.64999962                  No MI                                            1.00E+17                                  1.15                             9/1/2006                                    18                                 1.15                                     0
      3402                                   300                                 42000                             9/1/2005                                373.29                             41949.71                                        15                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
      3403                                   300                                 95000                            7/30/2005                                960.92                             94487.25                                        20                  No MI                                            1.00E+17                                  3.35                             9/1/2006                                    18                                 3.35                                     0
      3404                                   300                                 47800                            8/21/2005                                532.74                             47097.12                                        20                  No MI                                            1.00E+17                                  4.65                             9/1/2006                                    18                                 4.65                                     0
      3405                                   300                                 45000                            8/12/2005                                 418.5                             44264.25                                        20                  No MI                                            1.00E+17                                 2.525                             9/1/2006                                    18                                2.525                                     0
      3406                                   300                                 43000                             8/5/2005                                385.41                             42889.01                                        20                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      3407                                   300                                100000                             9/1/2005                                926.34                             99211.35                               13.34000015                  No MI                                            1.00E+17                                   2.4                             9/1/2006                                    18                                  2.4                                     0
      3408                                   300                                 63600                            8/25/2005                                674.82                             63351.38                                        20                  No MI                                            1.00E+17                                   3.9                             9/1/2006                                    18                                  3.9                                     0
      3409                                   300                                130000                            8/18/2005                                875.13                            110297.55                                        26                  No MI                                            1.00E+17                                   0.8                             9/1/2006                                    18                                  0.8                                     0
      3410                                   300                                 52800                            8/14/2005                                406.92                             52151.35                                        10                  No MI                                            1.00E+17                                   0.4                             9/1/2006                                    18                                  0.4                                     0
      3411                                   300                                 72000                            8/20/2005                                652.98                             71615.64                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      3412                                   300                                 82200                             8/7/2005                                641.28                             82155.92                               16.73999977                  No MI                                            1.00E+17                                  0.65                             9/1/2006                                    18                                 0.65                                     0
      3413                                   300                                 69000                             9/1/2005                                606.44                                69000                                        20                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      3414                                   300                                 54990                             9/1/2005                                428.71                             54942.89                                        10                  No MI                                            1.00E+17                                   0.4                             9/1/2006                                    18                                  0.4                                     0
      3415                                   300                                 66000                             8/8/2005                                451.81                             65741.42                                        20                  No MI                                            1.00E+17                                  0.65                             9/1/2006                                    18                                 0.65                                     0
      3416                                   300                                 54900                            8/13/2005                                433.52                                54790                                        10                  No MI                                            1.00E+17                                 0.525                             9/1/2006                                    18                                0.525                                     0
      3417                                   300                                 49000                            8/18/2005                                484.97                             48523.65                               19.21999931                  No MI                                            1.00E+17                                  3.15                             9/1/2006                                    18                                 3.15                                     0
      3418                                   300                                 23000                            8/27/2005                                194.44                             22670.14                                        10                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
      3419                                   300                                 28200                            8/29/2005                                245.38                                28200                                     10.25                  No MI                                            1.00E+17                                 1.675                             9/1/2006                                    18                                1.675                                     0
      3420                                   300                                 27000                             8/1/2005                                244.41                             26935.35                                        15                  No MI                                            1.00E+17                                   2.1                             9/1/2006                                    18                                  2.1                                     0
      3421                                   300                                 58000                             8/7/2005                                   450                             57672.36                                        10                  No MI                                            1.00E+17                                   0.4                             9/1/2006                                    18                                  0.4                                     0
      3422                                   300                                 32000                             8/6/2005                                262.32                             31412.42                               5.420000076                  No MI                                            1.00E+17                                 1.275                             9/1/2006                                    18                                1.275                                     0
      3423                                   300                                 65000                            8/13/2005                                699.24                                64975                                        20                  No MI                                            1.00E+17                                 4.025                             9/1/2006                                    18                                4.025                                     0
      3424                                   300                                 68000                            8/20/2005                                587.24                             67658.92                                        20                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
      3425                                   300                                 12300                            8/18/2005                                112.97                             12243.02                                         3                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      3426                                   300                                107200                             8/8/2005                                951.09                            106880.77                                        20                  No MI                                            1.00E+17                                  1.65                             9/1/2006                                    18                                 1.65                                     0
      3427                                   300                                 17500                            8/19/2005                                162.43                             17396.18                               9.210000038                  No MI                                            1.00E+17                                   2.4                             9/1/2006                                    18                                  2.4                                     0
      3428                                   300                                 77980                            7/30/2005                                719.23                             77944.63                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3429                                   300                                 31900                            8/22/2005                                310.84                             31516.04                               19.95000076                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      3430                                   300                                 40200                            8/28/2005                                359.65                             39715.47                                        10                  No MI                                            1.00E+17                                 1.025                             9/1/2006                                    18                                1.025                                     0
      3431                                   300                                113250                            8/29/2005                                828.92                            112557.36                                        10                  No MI                                            1.00E+17                                  0.15                             9/1/2006                                    18                                 0.15                                     0
      3432                                   300                                150000                             8/7/2005                                744.11                             78085.65                               17.44000053                  No MI                                            1.00E+17                                 1.525                             9/1/2006                                    18                                1.525                                     0
      3433                                   300                                 31250                            7/30/2005                                263.02                             31088.78                                         5                  No MI                                            1.00E+17                                   1.4                             9/1/2006                                    18                                  1.4                                     0
      3434                                   300                                 62800                            8/26/2005                                 617.3                             62448.92                                        20                  No MI                                            1.00E+17                                 3.025                             9/1/2006                                    18                                3.025                                     0
      3435                                   300                                 52450                             9/8/2005                                493.97                             52252.25                               29.96999931                  No MI                                            1.00E+17                                 2.525                             9/1/2006                                    18                                2.525                                     0
      3436                                   300                                112000                            8/27/2005                               1026.68                            111529.36                                        20                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      3437                                   300                                152745                             9/1/2005                               1446.26                               152745                               32.02000046                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      3438                                   240                                 89450                            1/31/2006                           783.3591502                                52000                               23.85000038                  No MI                                                                                     0.375                             9/1/2006                                    25                                    4                                     0
      3439                                   240                                250000                            1/31/2006                           2130.164131                            238372.79                               82.77999878                  No MI                                                                                         0                             9/1/2006                                    25                                    4                                     0
      3440                                   240                                100000                            1/31/2006                                764.24                               100000                               12.73999977                  No MI                                                                                     0.625                             9/1/2006                                    25                                 4.06                                     0
      3441                                   240                                749000                            1/31/2006                               4800.32                            678473.55                               46.81000137                  No MI                                                                                         0                             9/1/2006                                    25                                 4.06                                     0
      3442                                   240                                 33700                            1/31/2006                                 242.9                              33681.5                               24.20000076                  No MI                                                                                     0.125                             9/1/2006                                    25                                 4.06                                     0
      3443                                   240                                 58700                            1/31/2006                           547.1610073                                58700                               24.36000061                  No MI                                                                                      1.25                             9/1/2006                                    25                                 4.06                                     0
      3444                                   240                                 38000                            1/31/2006                                277.29                             37883.79                               12.30000019                  No MI                                                                                      0.25                             9/1/2006                                    25                                    4                                     0
      3445                                   240                                 35000                            1/31/2006                                252.02                             33425.95                               10.28999996                  No MI                                                                                       0.5                             9/1/2006                                    25                                 4.06                                     0
      3446                                   240                                122800                            1/31/2006                                702.29                             92575.47                                     17.75                  No MI                                                                                       0.5                             9/1/2006                                    25                                 4.06                                     0
      3447                                   240                                138000                            1/31/2006                               1128.92                               138000                                        20                  No MI                                                                                      1.75                             9/1/2006                                    25                                 4.06                                     0
      3448                                   240                                179800                            1/31/2006                               1302.88                            178010.29                               89.90000153                  No MI                                                                                      0.25                             9/1/2006                                    25                                    4                                     0
      3449                                   240                                 40000                            1/31/2006                           340.8262609                             37044.88                               20.46999931                  No MI                                                                                         0                             9/1/2006                                    25                                    4                                     0
      3450                                   240                                139000                            1/31/2006                               1032.36                               139000                               26.87000084                  No MI                                                                                      7.25                             9/1/2006                                    25                                 7.25                                     0
      3451                                   240                                137000                            1/31/2006                               1112.93                            136045.18                               13.69999981                  No MI                                                                                      1.25                             9/1/2006                                    25                                 4.06                                     0
      3452                                   240                                 32600                            1/31/2006                                 259.2                             32543.14                               9.899999619                  No MI                                                                                         1                             9/1/2006                                    25                                 4.06                                     0
      3453                                   240                                 47000                            1/31/2006                                374.15                             46954.13                               9.890000343                  No MI                                                                                      7.25                             9/1/2006                                    25                                 7.25                                     0
      3454                                   240                                 80000                           12/31/2005                                605.02                             78067.15                                        21                  No MI                                                                                      0.75                             9/1/2006                                    25                                 4.06                                     0
      3455                                   240                                 25000                           12/31/2005                           209.1100172                              9563.04                               8.869999886                  No MI                                                                                     -0.25                             9/1/2006                                    25                                 4.06                                     0
      3456                                   240                                102000                           12/31/2005                                670.68                               102000                               79.06999969                  No MI                                                                                      0.25                             9/1/2006                                    25                                 4.06                                     0
      3457                                   240                                 96000                           12/31/2005                                655.86                             95240.46                               30.96999931                  No MI                                                                                     -0.25                             9/1/2006                                    25                                 4.06                                     0
      3458                                   240                                 90000                           12/31/2005                                639.19                             89974.29                               24.87000084                  No MI                                                                                         0                             9/1/2006                                    25                                 4.06                                     0
      3459                                   240                                 29700                           12/31/2005                                202.09                              28446.5                               14.47000027                  No MI                                                                                         0                             9/1/2006                                    25                                    4                                     0
      3460                                   240                                 86000                           12/31/2005                                730.96                             85884.39                               14.96000004                  No MI                                                                                      7.25                             9/1/2006                                    25                                 7.25                                     0
      3461                                   240                                140000                           12/31/2005                                994.54                            139993.85                               53.74000168                  No MI                                                                                         0                             9/1/2006                                    25                                 4.06                                     0
      3462                                   240                                 41000                           12/31/2005                                312.72                             38279.62                               41.09000015                  No MI                                                                                      1.25                             9/1/2006                                    25                                    4                                     0
      3463                                   240                                 16000                           12/31/2005                                116.47                              14820.1                               5.840000153                  No MI                                                                                     1.125                             9/1/2006                                    25                                 4.06                                     0
      3464                                   240                                108000                           12/31/2005                                103.66                             15046.74                               26.31999969                  No MI                                                                                      0.25                             9/1/2006                                    25                                 4.06                                     0
      3465                                   240                                119200                           12/31/2005                           1025.034264                             32638.92                                        80                  No MI                                                                                     0.125                             9/1/2006                                    25                                 4.06                                     0
      3466                                   240                                110000                           12/31/2005                                786.55                             92641.88                               31.95999908                  No MI                                                                                     1.375                             9/1/2006                                    25                                 4.06                                     0
      3467                                   240                                106000                            1/31/2006                                837.55                            105150.38                               23.04000092                  No MI                                                                                         1                             9/1/2006                                    25                                 4.06                                     0
      3468                                   240                                 40000                           12/31/2005                           363.1123301                             38762.84                               11.32999992                  No MI                                                                                     0.875                             9/1/2006                                    25                                 4.06                                     0
      3469                                   240                                 82000                            1/31/2006                                688.46                                82000                               24.62000084                  No MI                                                                                         2                             9/1/2006                                    25                                 4.06                                     0
      3470                                   240                                 72000                            1/31/2006                                469.28                              66882.7                               24.90999985                  No MI                                                                                       0.5                             9/1/2006                                    25                                 4.06                                     0
      3471                                   240                                150000                           12/31/2005                                973.84                            137613.47                               40.81000137                  No MI                                                                                         0                             9/1/2006                                    25                                 4.06                                     0
      3472                                   240                                115600                           12/31/2005                                960.78                            114435.43                               32.11000061                  No MI                                                                                      1.25                             9/1/2006                                    25                                 4.06                                     0
      3473                                   240                                 60000                            1/31/2006                           539.8355735                             59933.86                               24.78000069                  No MI                                                                                      0.75                             9/1/2006                                    25                                 4.06                                     0
      3474                                   240                                 40000                           12/31/2005                                   283                             36798.64                               17.09000015                  No MI                                                                                     0.625                             9/1/2006                                    25                                 4.06                                     0
      3475                                   240                                 25000                           12/31/2005                                233.56                             24940.35                               19.53000069                  No MI                                                                                     2.625                             9/1/2006                                    25                                 4.06                                     0
      3476                                   240                                 51500                            1/31/2006                                306.06                                42138                               16.35000038                  No MI                                                                                      0.25                             9/1/2006                                    25                                 4.06                                     0
      3477                                   240                                 91304                            1/31/2006                                 696.1                              87295.3                               29.94000053                  No MI                                                                                         1                             9/1/2006                                    25                                 4.06                                     0
      3478                                   240                                 28000                            1/31/2006                           277.1992802                                12900                               15.14000034                  No MI                                                                                     2.125                             9/1/2006                                    25                                 4.06                                     0
      3479                                   240                                301500                           12/31/2005                               2401.53                               301500                                        90                  No MI                                                                                         1                             9/1/2006                                    25                                 4.06                                     0
      3480                                   240                                441000                            1/31/2006                               2400.26                            337866.23                               46.41999817                  No MI                                                                                         0                             9/1/2006                                    25                                 4.06                                     0
      3481                                   240                                180000                            1/31/2006                               1568.71                            179923.18                               26.28000069                  No MI                                                                                     2.375                             9/1/2006                                    25                                 4.06                                     0
      3482                                   300                                 75000                            7/29/2005                                670.87                             73577.48                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3483                                   300                                132300                            2/26/2005                                386.88                             39844.85                                        20                  No MI                                            1.00E+17                                 2.825                             9/1/2006                                    18                                2.825                                     0
      3484                                   300                                 67000                             9/1/2005                                651.17                             66613.31                                        20                  No MI                                            1.00E+17                                   2.9                             9/1/2006                                    18                                  2.9                                     0
      3485                                   300                                 22000                            8/15/2005                                202.26                             21422.77                                        10                  No MI                                            1.00E+17                                   2.4                             9/1/2006                                    18                                  2.4                                     0
      3486                                   300                                 95613                             9/1/2005                                 881.7                              95312.8                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3487                                   300                                 82500                             8/7/2005                                677.92                             82261.11                                        15                  No MI                                            1.00E+17                                  1.15                             9/1/2006                                    18                                 1.15                                     0
      3488                                   300                                 53000                            8/13/2005                                502.37                             52691.21                                        20                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      3489                                   300                                 77000                             8/8/2005                                608.28                             76877.23                               15.10000038                  No MI                                            1.00E+17                                 0.775                             9/1/2006                                    18                                0.775                                     0
      3490                                   300                                 81400                             8/1/2005                                664.82                              80457.5                               16.61000061                  No MI                                            1.00E+17                                 1.175                             9/1/2006                                    18                                1.175                                     0
      3491                                   300                                 30000                            8/25/2005                                242.54                             29826.68                               9.380000114                  No MI                                            1.00E+17                                 1.025                             9/1/2006                                    18                                1.025                                     0
      3492                                   300                                 53500                            8/20/2005                                398.24                             50006.34                               9.640000343                  No MI                                            1.00E+17                                 0.775                             9/1/2006                                    18                                0.775                                     0
      3493                                   300                                 31000                            8/15/2005                                277.06                             30023.77                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3494                                   300                                 81800                             8/2/2005                                745.48                             81761.13                                        20                  No MI                                            1.00E+17                                  2.15                             9/1/2006                                    18                                 2.15                                     0
      3495                                   300                                 63990                            8/13/2005                                480.79                             63399.26                                        10                  No MI                                            1.00E+17                                   0.4                             9/1/2006                                    18                                  0.4                                     0
      3496                                   300                                 22000                             9/1/2005                                213.97                              21645.6                               19.81999969                  No MI                                            1.00E+17                                 2.775                             9/1/2006                                    18                                2.775                                     0
      3497                                   300                                 60380                            8/13/2005                                546.68                              59956.3                                        20                  No MI                                            1.00E+17                                   1.9                             9/1/2006                                    18                                  1.9                                     0
      3498                                   300                                 70000                             8/7/2005                                597.86                             68536.04                                        20                  No MI                                            1.00E+17                                   1.7                             9/1/2006                                    18                                  1.7                                     0
      3499                                   300                                 63000                             8/5/2005                                579.92                             62847.73                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3500                                   300                                 49900                            7/28/2005                                474.49                             49648.28                                        20                  No MI                                            1.00E+17                                  2.65                             9/1/2006                                    18                                 2.65                                     0
      3501                                   300                                 43000                            8/25/2005                                403.27                             42689.86                                        20                  No MI                                            1.00E+17                                 2.525                             9/1/2006                                    18                                2.525                                     0
      3502                                   300                                 63000                            8/15/2005                                482.92                              62772.8                                        10                  No MI                                            1.00E+17                                 0.525                             9/1/2006                                    18                                0.525                                     0
      3503                                   300                                 49000                             8/1/2005                                457.21                             48967.33                                        20                  No MI                                            1.00E+17                                   2.4                             9/1/2006                                    18                                  2.4                                     0
      3504                                   300                                 38950                            7/22/2005                                325.43                             38465.83                                        10                  No MI                                            1.00E+17                                   1.4                             9/1/2006                                    18                                  1.4                                     0
      3505                                   300                                 64000                             8/5/2005                                590.18                              63960.1                                        20                  No MI                                            1.00E+17                                 2.275                             9/1/2006                                    18                                2.275                                     0
      3506                                   300                                 52700                             9/1/2005                                398.22                             52663.05                                        10                  No MI                                            1.00E+17                                 0.375                             9/1/2006                                    18                                0.375                                     0
      3507                                   300                                 31800                             9/1/2005                                279.14                             31760.35                                        20                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      3508                                   300                                 57000                             9/1/2005                                   451                                57000                                        10                  No MI                                            1.00E+17                                 0.775                             9/1/2006                                    18                                0.775                                     0
      3509                                   300                                 75000                            7/22/2005                                734.79                                75000                                        15                  No MI                                            1.00E+17                                 2.925                             9/1/2006                                    18                                2.925                                     0
      3510                                   300                                 50000                             8/5/2005                                392.45                             49600.31                               10.98999977                  No MI                                            1.00E+17                                 0.775                             9/1/2006                                    18                                0.775                                     0
      3511                                   300                                 40500                            7/20/2006                                266.58                                40500                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3512                                   300                                 30000                            7/20/2006                                190.54                                29000                               11.10999966                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3513                                   300                                 51455                            7/20/2006                                338.47                             51421.67                               9.109999657                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3514                                   300                                 69600                            7/20/2006                                458.12                             69599.32                                        20                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      3515                                   300                                 47500                            7/20/2006                                312.65                                47500                                        10                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3516                                   300                                 26700                            7/20/2006                           357.5902998                                26700                                        10                  No MI                                            1.00E+17                                   7.5                             9/1/2006                                    18                                  7.5                                     0
      3517                                   300                                 36700                            7/20/2006                                240.18                             36489.96                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      3518                                   300                                 85000                            7/20/2006                                556.75                              84584.9                               13.07999992                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      3519                                   300                                 91500                            7/20/2006                           1092.697044                                91500                                        15                  No MI                                            1.00E+17                                 5.625                             9/1/2006                                    18                                5.625                                     0
      3520                                   300                                 55000                            7/20/2006                                362.02                                55000                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      3521                                   360                                 56043                            2/15/2006                           471.2399233                                56043                                        10                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      3522                                   360                                 44000                            2/15/2006                                382.32                             43916.96                                        20                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      3523                                   360                                 56250                             3/1/2006                                473.89                                56250                                        15                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      3524                                   360                                 37000                             2/1/2006                                 288.9                                37000                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      3525                                   360                                 44800                            2/15/2006                                105.11                                13700                                        20                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      3526                                   360                                 52600                            2/15/2006                            442.289313                             42426.54                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      3527                                   360                                 60000                             3/1/2006                           472.0202434                             57878.71                                         5                  No MI                                            1.00E+17                                   0.5                             9/1/2006                                    18                                  0.5                                     0
      3528                                   360                                 48000                            2/15/2006                           386.2188561                             47991.79                                        20                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      3529                                   360                                 52000                             3/1/2006                                 97.23                             13157.66                                        20                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      3530                                   300                                 39200                            8/28/2005                                380.38                             38825.55                                        20                  No MI                                            1.00E+17                                 2.925                             9/1/2006                                    18                                2.925                                     0
      3531                                   300                                 25500                            7/29/2005                                238.33                             25465.06                                        10                  No MI                                            1.00E+17                                 1.775                             9/1/2006                                    18                                1.775                                     0
      3532                                   300                                 36000                            4/20/2006                                407.27                             35520.59                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      3533                                   300                                 53500                            4/20/2006                                624.77                             53499.79                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      3534                                   300                                 53000                            4/20/2006                                686.29                             52986.94                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      3535                                   300                                 60000                            4/20/2006                                789.67                             59985.22                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      3536                                   300                                 39400                            8/11/2005                                305.35                                39400                                        10                  No MI                                            1.00E+17                                 0.875                             9/1/2006                                    18                                0.875                                     0
      3537                                   300                                 89000                            2/13/2005                               1001.44                             88990.05                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3538                                   240                                 43500                           12/31/2005                                308.77                             43462.26                                     19.25                  No MI                                                                                        -1                             9/1/2006                                    25                                 4.06                                     0
      3539                                   240                                100000                           12/31/2005                                260.82                             36713.95                               28.19000053                  No MI                                                                                         0                             9/1/2006                                    25                                 4.06                                     0
      3540                                   240                                 50000                           12/31/2005                                393.84                             49444.22                               12.56000042                  No MI                                                                                         1                             9/1/2006                                    25                                 4.06                                     0
      3541                                   240                                 75000                           12/31/2005                                605.23                             74970.76                               12.10000038                  No MI                                                                                     1.125                             9/1/2006                                    25                                 4.06                                     0
      3542                                   240                                100000                           12/31/2005                                480.04                             67056.31                               19.97999954                  No MI                                                                                         0                             9/1/2006                                    25                                 4.06                                     0
      3543                                   240                                 60000                           12/31/2005                                432.45                             59963.81                               31.57999992                  No MI                                                                                     0.125                             9/1/2006                                    25                                 4.06                                     0
      3544                                   240                                 26750                           12/31/2005                                174.45                             24260.25                               16.47999954                  No MI                                                                                     0.125                             9/1/2006                                    25                                 4.06                                     0
      3545                                   240                                 60000                           12/31/2005                           501.8640414                             58607.26                               30.62999916                  No MI                                                                                     -0.25                             9/1/2006                                    25                                 4.06                                     0
      3546                                   240                                 62100                           12/31/2005                                567.71                             62028.87                               21.45000076                  No MI                                                                                     2.375                             9/1/2006                                    25                                 4.06                                     0
      3547                                   240                                180000                            1/31/2006                                375.21                             51261.84                                        90                  No MI                                                                                      0.25                             9/1/2006                                    25                                 4.06                                     0
      3548                                   240                                 50000                           12/31/2005                                267.03                              29172.9                               32.25999832                  No MI                                                                                     2.375                             9/1/2006                                    25                                 4.06                                     0
      3549                                   240                                192000                           12/31/2005                               1487.68                            191959.17                                        80                  No MI                                                                                      0.75                             9/1/2006                                    25                                 4.06                                     0
      3550                                   360                                 22300                             3/1/2005                                175.87                                22088                               17.42000008                  No MI                                            1.00E+17                                 1.125                             9/1/2006                                    18                                1.125                                     0
      3551                                   300                                 39500                            7/20/2006                                 274.6                                39500                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      3552                                   300                                 15000                            7/20/2006                                101.23                             14948.61                               2.779999971                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3553                                   300                                 41500                            7/20/2006                                301.79                             41481.97                               9.880000114                  No MI                                            1.00E+17                                   8.5                             9/1/2006                                    18                                  8.5                                     0
      3554                                   300                                152500                            7/20/2006                               1003.78                               152500                               21.03000069                  No MI                                            1.00E+17                                   8.5                             9/1/2006                                    18                                  8.5                                     0
      3555                                   300                                 50000                            7/20/2006                                358.22                                50000                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      3556                                   300                                 70200                            7/20/2006                                550.06                                70200                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3557                                   300                                 15500                            7/20/2006                                104.01                             15202.02                                         5                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3558                                   300                                 44000                            7/20/2006                                378.52                                44000                                        10                  No MI                                            1.00E+17                                     8                             9/1/2006                                    18                                    8                                     0
      3559                                   300                                110000                            7/20/2006                                838.95                            108831.63                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3560                                   300                                 95037                            7/20/2006                                755.09                                95037                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      3561                                   300                                 80000                            8/20/2006                                543.56                                80000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3562                                   300                                 52500                            7/20/2006                           592.1135344                             52496.71                                        15                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3563                                   300                                400000                             5/1/2006                               3991.78                               400000                               28.17000008                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3564                                   300                                158450                             6/1/2006                               1648.53                               158450                               29.98999977                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3565                                   300                                 40500                             6/1/2006                                391.11                             40478.04                                        10                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
      3566                                   300                                170000                             6/1/2006                                 902.4                               170000                               13.07999992                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3567                                   300                                 50000                             6/1/2006                                621.06                                50000                                         8                  No MI                                            1.00E+17                                 6.375                             9/1/2006                                    18                                6.375                                     0
      3568                                   300                                 72000                             6/1/2006                                 749.1                                72000                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3569                                   300                                 45000                             6/1/2006                                515.04                             44919.76                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      3570                                   300                                 97500                             6/1/2006                                496.85                                97500                                        30                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      3571                                   300                                116700                             6/1/2006                           1122.762207                               116700                                        30                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      3572                                   300                                274250                            3/24/2006                               2562.17                               274250                                        30                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3573                                   300                                 89850                            3/27/2006                                992.04                                89850                                        15                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3574                                   300                                201000                            3/28/2006                               2176.58                               201000                                        30                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3575                                   300                                 67200                             6/1/2006                                699.15                             67199.25                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3576                                   300                                137700                             4/3/2006                               1374.17                               137700                                        30                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3577                                   300                                127500                             6/1/2006                               1218.24                               127500                                        20                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      3578                                   300                                 45000                            7/20/2006                                 296.2                                45000                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      3579                                   300                                138885                            7/20/2006                                914.17                               138885                                        15                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3580                                   300                                 65000                            7/20/2006                                427.84                             64627.36                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3581                                   300                                 86000                            7/20/2006                                566.07                                86000                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      3582                                   300                                 60000                            7/20/2006                                394.93                                60000                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      3583                                   300                                 56500                            7/20/2006                                371.89                              56499.9                                        10                  No MI                                            1.00E+17                                     9                             9/1/2006                                    18                                    9                                     0
      3584                                   300                                 67500                            7/20/2006                                447.48                                68000                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      3585                                   300                                 35750                            7/20/2006                           485.8027768                             35569.82                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3586                                   300                                 60050                            7/20/2006                                395.26                                60050                                        10                  No MI                                            1.00E+17                                   8.5                             9/1/2006                                    18                                  8.5                                     0
      3587                                   300                                374100                             6/1/2006                               3733.31                               374100                                        25                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3588                                   300                                242050                             5/1/2006                               2415.53                               242050                                        30                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3589                                   300                                206200                             5/1/2006                               1926.42                               206200                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3590                                   300                                120000                             5/1/2006                               1184.79                               120000                                        20                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      3591                                   300                                112000                             6/1/2006                               1046.36                               112000                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3592                                   300                                170000                             5/1/2006                               2045.61                            169020.75                                        25                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      3593                                   300                                105600                             6/1/2006                           1092.746889                               105600                               29.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3594                                   300                                 34800                             5/1/2006                           405.6444192                                34800                                        10                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      3595                                   300                                 67980                            7/20/2006                                445.37                             67662.45                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3596                                   300                                 25000                            7/20/2006                                164.55                                25000                                8.06000042                  No MI                                            1.01E+16                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3597                                   300                                200000                            7/20/2006                               1316.44                               200000                               20.37999916                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      3598                                   300                                 76000                            7/20/2006                                500.24                             74189.92                               11.88000011                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      3599                                   300                                 15000                            7/20/2006                                 98.73                                15000                               11.72000027                  No MI                                            1.01E+16                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      3600                                   300                                 35000                            7/20/2006                                230.38                                35000                               7.760000229                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      3601                                   300                                 38700                            7/20/2006                                254.73                                38700                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3602                                   300                                 20000                            7/20/2006                                131.64                                20000                                         5                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3603                                   300                                 64500                            7/20/2006                                424.55                                64500                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      3604                                   300                                283500                             5/1/2006                               3431.13                               283500                                        35                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      3605                                   300                                 30000                             5/1/2006                                320.52                             29892.02                               5.710000038                  No MI                                            1.00E+17                                 4.375                             9/1/2006                                    18                                4.375                                     0
      3606                                   300                                 45150                             5/1/2006                                249.25                                45150                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      3607                                   300                                120000                             5/1/2006                               1299.45                               120000                                        25                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3608                                   300                                 68000                             5/1/2006                                 678.6                                68000                                        10                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3609                                   300                                108200                             5/1/2006                               1106.62                            107459.94                                        20                  No MI                                            1.00E+17                                 3.875                             9/1/2006                                    18                                3.875                                     0
      3610                                   300                                 76200                             5/1/2006                                792.79                                76200                                        30                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3611                                   300                                 63750                             5/1/2006                                683.57                                63750                                        15                  No MI                                            1.00E+17                                 4.375                             9/1/2006                                    18                                4.375                                     0
      3612                                   300                                327050                             5/1/2006                               3680.43                               327050                                        30                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      3613                                   300                                 35280                            7/20/2006                                232.22                                35280                                        10                  No MI                                            1.00E+17                                 6.625                             9/1/2006                                    18                                6.625                                     0
      3614                                   300                                 34000                            7/20/2006                                223.79                                34000                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      3615                                   300                                 35000                            7/20/2006                                229.49                                34900                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3616                                   300                                 33150                            7/20/2006                                 218.2                                33150                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      3617                                   300                                 80000                            7/20/2006                                526.58                                80000                                        20                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      3618                                   300                                 58825                            7/20/2006                                 387.2                                58825                                        10                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3619                                   300                                 51000                            7/20/2006                                326.89                             49663.05                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3620                                   300                                 57000                            7/20/2006                                375.18                                57000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3621                                   300                                142400                             5/1/2006                               1421.07                               142400                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3622                                   300                                 33500                             5/1/2006                                412.55                                33500                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      3623                                   300                                225000                             5/1/2006                               2532.02                               225000                                        30                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3624                                   300                                106800                             5/1/2006                               1111.16                               106800                                        30                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3625                                   300                                131250                             5/1/2006                               1477.01                               131250                                        30                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3626                                   300                                239750                             5/1/2006                               2697.99                            239747.91                                        35                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3627                                   300                                111000                             5/1/2006                               1178.42                               111000                                        30                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3628                                   300                                 80000                             5/1/2006                                891.78                                80000                                        10                  No MI                                            1.00E+17                                 4.875                             9/1/2006                                    18                                4.875                                     0
      3629                                   300                                270150                             5/1/2006                               2695.95                               270150                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3630                                   300                                 71700                             5/1/2006                                867.77                                71700                                        30                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      3631                                   300                                 36000                            7/20/2006                                236.96                                36000                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      3632                                   300                                 50000                            7/20/2006                                329.11                                50000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3633                                   300                                119800                             6/1/2006                           1328.644616                               119800                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3634                                   300                                 71980                            7/20/2006                                470.65                             71672.17                                        20                  No MI                                            1.00E+16                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3635                                   300                                 91000                            7/20/2006                           992.2222644                                91000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3636                                   300                                100000                            7/20/2006                                658.22                               100000                               9.539999962                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      3637                                   300                                 70000                            7/20/2006                           763.2478957                                70000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3638                                   300                                 92000                            7/20/2006                                605.56                                92000                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      3639                                   300                                 91000                            7/20/2006                                 618.3                                91000                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      3640                                   300                                 93300                             5/1/2006                               1049.94                                93300                                        30                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3641                                   300                                186000                             5/1/2006                               1816.68                               186000                                        30                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3642                                   300                                107400                             5/1/2006                               1208.62                               107400                                        30                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3643                                   300                                 25000                             5/1/2006                                288.76                             24961.32                               4.670000076                  No MI                                            1.00E+17                                 5.375                             9/1/2006                                    18                                5.375                                     0
      3644                                   300                                154500                             5/1/2006                               1607.43                               154500                                        30                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3645                                   300                                166500                             5/1/2006                               1661.42                            166483.82                                        30                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3646                                   300                                 62050                             5/1/2006                                 632.4                                62050                               30.02000046                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3647                                   300                                113800                             6/1/2006                                1399.3                             113625.4                                        15                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      3648                                   300                                 73650                             5/1/2006                                719.35                                73650                                        10                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3649                                   300                                181500                             5/1/2006                               1079.05                               181500                                        30                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3650                                   180                                 61000                            9/25/2004                                500.54                             21572.38                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3651                                   180                                 26500                           10/15/2004                                128.93                             15180.49                               14.97000027                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      3652                                   300                                139800                             4/3/2006                               1291.23                               139800                                        20                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      3653                                   300                                150000                            2/24/2006                                753.77                               100000                               17.44000053                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      3654                                   300                                 69000                             3/1/2006                                517.46                             68648.77                               19.32999992                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      3655                                   300                                 95000                            2/18/2006                                297.23                                45000                                         5                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      3656                                   300                                 49000                             3/3/2006                                426.93                             47938.27                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      3657                                   300                                 63800                            3/21/2006                                527.98                             63759.16                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      3658                                   300                                 47100                            2/26/2006                                465.03                                47100                                        30                  No MI                                                                                     3.375                             9/1/2006                                    18                                3.375                                     0
      3659                                   300                                140000                            3/16/2006                                335.48                                40000                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      3660                                   300                                105000                            3/15/2006                                167.74                                20000                                        25                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      3661                                   300                                 77000                             3/6/2006                                555.88                                77000                               14.98999977                  No MI                                                                                      0.25                             9/1/2006                                    18                                 0.25                                     0
      3662                                   300                                 25500                            2/28/2006                                286.96                                25500                                        15                  No MI                                                                                         5                             9/1/2006                                    18                                    5                                     0
      3663                                   300                                105000                            2/23/2006                                966.97                            104695.92                                        30                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      3664                                   300                                100000                             4/1/2006                                621.49                             77037.66                               16.26000023                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3665                                   300                                200000                            2/28/2006                               1443.84                               200000                               38.83000183                  No MI                                                                                      0.25                             9/1/2006                                    18                                 0.25                                     0
      3666                                   300                                 20600                             3/8/2006                                131.65                                17000                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      3667                                   300                                 57285                             3/7/2006                           535.7683965                                 7285                                        15                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      3668                                   300                                 26490                             3/6/2006                                261.54                                26490                                        10                  No MI                                                                                     3.375                             9/1/2006                                    18                                3.375                                     0
      3669                                   300                                 19500                             3/2/2006                                217.37                                19500                                        15                  No MI                                                                                     5.125                             9/1/2006                                    18                                5.125                                     0
      3670                                   300                                 97500                            2/28/2006                                642.36                             72031.59                                        15                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      3671                                   300                                 30000                            2/25/2006                                251.48                             29984.59                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      3672                                   300                                 26500                             3/6/2006                                219.44                                26500                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3673                                   300                                 60000                             3/1/2006                           503.5178182                             16380.82                               11.43000031                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      3674                                   300                                 55500                             4/1/2006                                553.76                             55489.88                                        15                  No MI                                                                                       3.5                             9/1/2006                                    18                                  3.5                                     0
      3675                                   300                                100000                             4/1/2006                                720.77                             94294.44                               17.54000092                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      3676                                   300                                 30000                            2/26/2006                                241.84                                30000                               16.67000008                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3677                                   300                                 54200                            2/23/2006                           511.7464842                             44091.09                               23.87999916                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      3678                                   300                                352000                             5/1/2006                               2690.63                               352000                               21.32999992                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      3679                                   300                                 32000                             4/6/2006                                184.02                                24500                               4.210000038                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3680                                   300                                 26000                            2/28/2006                           245.4872433                             12500.08                                        10                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      3681                                   300                                 90000                             3/3/2006                                677.64                                89900                               15.52000046                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      3682                                   300                                 50000                            5/20/2006                                360.96                                50000                               16.67000008                  No MI                                                                                      0.25                             9/1/2006                                    18                                 0.25                                     0
      3683                                   300                                144000                            3/13/2006                           1208.442764                            143487.12                               26.28000069                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      3684                                   300                                 33600                            2/18/2006                                 271.1                                33600                                        10                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3685                                   300                                127500                             3/1/2006                               1047.77                            126529.49                                        15                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3686                                   300                                 70000                             3/3/2006                                564.79                                70000                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3687                                   300                                 27500                            2/26/2006                                236.48                                27500                                        10                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      3688                                   300                                 63000                            3/24/2006                                148.64                             19718.95                                        15                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      3689                                   300                                 45000                             3/1/2006                                201.71                                25000                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3690                                   300                                 25000                            2/25/2006                                183.89                             23508.35                                6.78000021                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3691                                   300                                118000                            2/17/2006                                1052.3                               118000                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      3692                                   300                                 70700                            2/12/2006                                547.93                                70700                                        20                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      3693                                   300                                102500                            2/12/2006                                881.43                               102500                                        25                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      3694                                   300                                 34163                            2/24/2006                                293.78                                34163                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      3695                                   300                                 82500                            2/19/2006                                621.86                                82500                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      3696                                   300                                 88600                             3/6/2006                                733.68                                88600                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3697                                   300                                 24800                            3/21/2006                           229.7430539                                24800                               11.02000046                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      3698                                   300                                 36200                            2/12/2006                                299.72                             36192.08                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3699                                   300                                 72350                             3/1/2006                                591.44                                72350                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      3700                                   300                                 65000                            2/26/2006                           512.4925875                             64822.46                               9.289999962                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      3701                                   300                                 60600                            3/17/2006                                540.42                                60600                                        30                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      3702                                   300                                119100                            2/13/2006                               1016.44                               118200                                        30                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      3703                                   300                                 44000                            2/20/2006                                116.51                             10226.84                                        22                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      3704                                   300                                 95500                            2/20/2006                                800.96                                95500                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      3705                                   300                                 64500                            2/11/2006                                 575.2                                64500                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      3706                                   300                                 19410                            2/20/2006                                208.13                                19410                                        15                  No MI                                                                                     4.375                             9/1/2006                                    18                                4.375                                     0
      3707                                   300                                137000                            2/19/2006                                275.99                             34773.73                               40.29000092                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      3708                                   300                                 29000                            2/20/2006                                233.99                                29000                               12.03999996                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3709                                   300                                 10390                            2/26/2006                                101.56                                10290                                        10                  No MI                                                                                     3.375                             9/1/2006                                    18                                3.375                                     0
      3710                                   300                                107000                            2/28/2006                                817.89                               107000                               20.97999954                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      3711                                   300                                 68000                            2/13/2006                                685.31                             67949.26                               14.61999989                  No MI                                                                                     3.875                             9/1/2006                                    18                                3.875                                     0
      3712                                   300                                 88600                            2/19/2006                                799.52                                88600                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      3713                                   300                                146250                            2/20/2006                               1148.96                               146250                                        15                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      3714                                   300                                 63000                             2/9/2006                                 508.3                                63000                               19.09000015                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3715                                   300                                 33800                            3/28/2006                                281.88                             33568.47                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      3716                                   300                                 25000                             3/1/2006                                206.95                             24991.43                               10.42000008                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3717                                   300                                 85600                            2/18/2006                                868.75                             84345.87                                        20                  No MI                                                                                         4                             9/1/2006                                    18                                    4                                     0
      3718                                   300                                115364                             3/1/2006                                894.07                               115364                                        20                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      3719                                   300                                116000                            2/13/2006                                856.23                            115233.99                               16.11000061                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      3720                                   300                                 46800                            2/13/2006                            417.052313                             42136.58                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3721                                   300                                 58000                            2/17/2006                                 431.7                             57282.63                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      3722                                   300                                 26000                             3/3/2006                                 215.3                                26000                                        13                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      3723                                   300                                140000                             4/7/2006                                 79.64                             10116.93                               17.38999939                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      3724                                   300                                131800                             3/2/2006                                797.83                                83500                               16.17000008                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      3725                                   300                                 83000                             3/8/2006                                633.87                             82934.44                               19.67000008                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      3726                                   300                                 92700                            2/23/2006                                 787.3                             92698.09                                        30                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      3727                                   300                                 32230                             3/2/2006                                 264.9                              31939.2                               16.70000076                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3728                                   300                                 50000                            2/23/2006                                367.14                             49351.45                               5.210000038                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      3729                                   300                                 18100                            2/25/2006                                199.79                             18095.14                               9.279999733                  No MI                                                                                         5                             9/1/2006                                    18                                    5                                     0
      3730                                   300                                 64200                             3/1/2006                                508.73                             63892.19                               19.97999954                  No MI                                            1.00E+14                                 1.125                             9/1/2006                                    18                                1.125                                     0
      3731                                   300                                 31300                            2/26/2006                                309.64                             31056.91                               14.97999954                  No MI                                                                                       3.5                             9/1/2006                                    18                                  3.5                                     0
      3732                                   300                                 87750                             3/1/2006                                735.33                             87674.87                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      3733                                   300                                 64200                            2/28/2006                                483.92                                64200                               19.98999977                  No MI                                            1.00E+14                                 1.125                             9/1/2006                                    18                                1.125                                     0
      3734                                   300                                 81800                            3/17/2006                                746.85                                81800                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      3735                                   300                                 52500                            2/28/2006                               1228.73                             52111.72                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      3736                                   300                                 75000                            4/15/2006                                600.83                                73580                                        15                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      3737                                   300                                 36230                             3/8/2006                               1065.43                             35749.82                               12.81999969                  No MI                                                                                         4                             9/1/2006                                    18                                    4                                     0
      3738                                   300                                150000                            2/25/2006                                806.97                            149712.93                               26.09000015                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      3739                                   300                                 50000                            2/26/2006                                 71.13                                10000                               9.279999733                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      3740                                   300                                150000                            2/20/2006                                617.48                             90209.86                               12.77000046                  No MI                                                                                    -0.375                             9/1/2006                                    18                               -0.375                                     0
      3741                                   300                                134000                            2/26/2006                               1102.12                               134000                               14.89000034                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3742                                   300                                 75500                             3/8/2006                                552.18                                75500                                        10                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      3743                                   300                                 70000                            4/15/2006                                507.75                              69364.9                                        10                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      3744                                   300                                115480                            4/16/2006                                907.23                               115480                                        20                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      3745                                   300                                 45390                            2/26/2006                           392.6340746                             45381.53                                        10                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      3746                                   300                                 27300                            2/20/2006                                255.05                                27300                                        20                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      3747                                   300                                 25500                            3/17/2006                                211.16                             25499.44                                        15                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3748                                   300                                 74250                            3/10/2006                                536.02                                74250                                        15                  No MI                                                                                      0.25                             9/1/2006                                    18                                 0.25                                     0
      3749                                   300                                127500                            3/10/2006                                998.23                            127063.35                                        25                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      3750                                   300                                 15000                            2/28/2006                                 80.77                              9914.55                               4.599999905                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      3751                                   300                                160000                             3/1/2006                                2009.9                            137477.04                               33.68000031                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      3752                                   300                                150000                            3/21/2006                                1098.8                               150000                               11.53999996                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      3753                                   300                                 61779                            2/26/2006                                518.14                                61779                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      3754                                   300                                 38000                             3/1/2006                                367.12                                38000                                        20                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
      3755                                   300                                150000                            2/25/2006                               1258.05                               150000                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      3756                                   300                                 82500                             3/1/2006                                691.93                                82500                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      3757                                   300                                 87200                            3/28/2006                                712.81                                87200                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      3758                                   300                                110000                            2/19/2006                                944.96                            109887.36                               20.87000084                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      3759                                   300                                 40765                             3/8/2006                                384.12                                40665                               18.87000084                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
      3760                                   300                                 47000                            3/16/2006                                 317.1                             46670.03                               26.11000061                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      3761                                   300                                 82000                            2/26/2006                                670.32                                82000                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      3762                                   300                                100000                            3/12/2006                                 75.66                              9803.04                               21.04999924                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      3763                                   300                                200000                             3/6/2006                           1661.306384                               200000                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      3764                                   300                                135000                            2/19/2006                                404.71                             51547.59                               36.49000168                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      3765                                   300                                125000                            3/28/2006                               1053.78                               126000                               16.67000008                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      3766                                   300                                 52500                            2/24/2006                            458.690747                             52379.55                               14.78999996                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3767                                   300                                 69000                            2/27/2006                                 96.11                             11074.14                               19.70999908                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3768                                   300                                 17000                            2/28/2006                                140.85                                16500                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      3769                                   300                                 69900                             3/1/2006                                563.99                                69900                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3770                                   300                                100000                            2/28/2006                                   4.8                               502.61                               44.63999939                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      3771                                   300                                 39000                            3/10/2006                                320.42                              38694.3                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3772                                   300                                105850                            2/20/2006                                955.19                               105850                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      3773                                   300                                153000                            2/26/2006                                 995.9                            128503.72                                        51                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      3774                                   300                                 71400                            2/23/2006                                742.85                                71400                                        30                  No MI                                                                                         4                             9/1/2006                                    18                                    4                                     0
      3775                                   300                                 35000                             3/8/2006                                270.47                             34622.56                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      3776                                   300                                 27500                            3/15/2006                                272.08                             27276.97                                        10                  No MI                                                                                       3.5                             9/1/2006                                    18                                  3.5                                     0
      3777                                   300                                 39200                            2/25/2006                                318.81                             38500.35                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3778                                   300                                 26700                            2/27/2006                                 221.1                                26700                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3779                                   300                                 64000                             3/1/2006                                217.17                             25893.85                                        10                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      3780                                   300                                 50000                             3/1/2006                                235.99                             32994.76                                      12.5                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      3781                                   300                                138000                             3/1/2006                               1274.61                               138000                                        20                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      3782                                   300                                 52500                            3/15/2006                                394.37                              52320.2                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      3783                                   300                                120000                             3/6/2006                                1031.8                            119986.02                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      3784                                   300                                 60000                            5/20/2006                                424.66                                50000                                        15                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      3785                                   300                                 35250                            2/28/2006                                278.67                             34998.59                                        15                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      3786                                   300                                 14000                             4/1/2006                                125.58                             13417.37                               5.380000114                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      3787                                   300                                 99000                            2/28/2006                                 829.7                             98927.92                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      3788                                   300                                 22042                             4/3/2006                                198.91                                22042                                         5                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      3789                                   300                                 42400                            3/10/2006                                 342.1                                42400                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3790                                   300                                150000                            4/13/2006                                1162.5                               150000                               17.64999962                  No MI                                            1.00E+14                                 0.875                             9/1/2006                                    18                                0.875                                     0
      3791                                   300                                125000                             3/8/2006                                859.93                               100000                               38.58000183                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      3792                                   300                                 38350                             3/1/2006                                329.78                                38350                                        15                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3793                                   300                                 29000                             3/9/2006                                238.52                             28807.19                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3794                                   300                                 67000                            3/24/2006                                561.93                                67000                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      3795                                   300                                147000                             3/1/2006                                869.52                               147000                               33.40999985                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      3796                                   300                                 50000                             4/3/2006                                315.83                                35000                                        25                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      3797                                   300                                 50000                            3/10/2006                                382.19                                50000                                        10                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      3798                                   360                                 50000                             6/1/2006                                231.54                              41847.6                                     31.25                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      3799                                   360                                 37990                            5/15/2006                           246.4024169                             37898.47                                        10                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      3800                                   360                                 25000                             6/1/2006                                110.19                             19861.53                                      10.5                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      3801                                   360                                 15000                             6/1/2006                                 85.32                             14862.38                               23.19000053                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3802                                   360                                 44000                             6/1/2006                                244.08                                44000                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      3803                                   300                                 36400                             5/1/2006                                347.33                                35400                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3804                                   300                                 44000                             5/1/2006                                 446.1                             43738.63                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3805                                   300                                 54200                             4/1/2006                                540.89                                54200                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3806                                   300                                 79000                             4/1/2006                                872.25                                79000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3807                                   300                                 62800                             4/1/2006                                626.66                             62795.34                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3808                                   300                                 43000                             4/1/2006                                429.12                                43000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3809                                   300                                 48000                             5/1/2006                                444.38                             47565.23                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3810                                   300                                 42000                             5/1/2006                                454.79                              41998.1                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3811                                   300                                 34450                             5/1/2006                                339.37                             33883.38                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3812                                   300                                 32500                             4/1/2006                                344.74                             32432.17                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3813                                   300                                 45500                             5/1/2006                                415.42                             45499.76                               15.90999985                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      3814                                   300                                 46800                             5/1/2006                                516.72                                46800                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3815                                   300                                 94000                             5/1/2006                                938.07                                94000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3816                                   300                                 19500                             5/1/2006                                185.29                             19392.53                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      3817                                   300                                199000                             5/1/2006                               2281.68                               199000                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      3818                                   300                                 59250                             5/1/2006                                603.32                              59157.6                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3819                                   300                                 94000                             4/1/2006                                917.63                              93951.1                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3820                                   300                                 92000                             5/1/2006                                918.11                                92000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3821                                   300                                 70400                             5/1/2006                                687.51                             70372.23                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3822                                   300                                 44800                             5/1/2006                                 466.1                                44800                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3823                                   300                                 52500                             5/1/2006                                476.77                             52219.58                               19.96999931                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      3824                                   300                                 87000                             5/1/2006                                812.79                                87000                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3825                                   300                                 53600                             5/1/2006                                532.74                                53384                               19.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3826                                   300                                 77000                             5/1/2006                                815.53                             76817.41                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3827                                   300                                 24600                             5/1/2006                                245.29                             24535.26                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3828                                   300                                 49400                             5/1/2006                                524.45                                49400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3829                                   300                                136000                             5/1/2006                               1241.04                            135927.38                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      3830                                   300                                 37600                             5/1/2006                                374.76                             37552.93                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3831                                   300                                 95650                             5/1/2006                                934.22                                95650                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3832                                   300                                 72000                             5/1/2006                                764.38                                72000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3833                                   300                                 71500                             5/1/2006                                789.16                             71474.54                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3834                                   300                                 44400                             5/1/2006                                405.38                                44400                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      3835                                   300                                 38600                             5/1/2006                                384.19                             38495.25                               20.01000023                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3836                                   300                                 72000                             5/1/2006                                794.21                             71932.43                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3837                                   300                                 40400                             5/1/2006                                402.85                             40367.53                               20.01000023                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3838                                   300                                 44000                             5/1/2006                                 408.9                                43600                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3839                                   300                                 48000                             5/1/2006                                479.01                                48000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3840                                   300                                 48600                             5/1/2006                                515.08                             48492.29                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3841                                   300                                 74600                             5/1/2006                                871.18                                74600                                        20                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      3842                                   300                                102300                             5/1/2006                               1083.62                            101997.36                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3843                                   300                                 83000                             5/1/2006                                810.67                                83000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3844                                   300                                 29700                             5/1/2006                                 302.7                                29700                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3845                                   300                                 69400                             5/1/2006                                736.46                             69370.13                               17.47999954                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3846                                   300                                 37000                             5/1/2006                                432.09                                37000                                        20                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      3847                                   300                                 72000                             5/1/2006                                749.09                                72000                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3848                                   300                                 57000                             5/1/2006                                548.13                                57000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3849                                   300                                 25600                             5/1/2006                                255.47                                25600                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3850                                   300                                 30200                             5/1/2006                                282.14                                30200                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3851                                   300                                 81000                             5/1/2006                                911.53                                81000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3852                                   300                                 86250                             5/1/2006                                860.73                                86250                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3853                                   300                                 42150                             5/1/2006                                446.44                             42032.35                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3854                                   300                                 66450                             5/1/2006                                705.46                                66450                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3855                                   300                                 38550                             5/1/2006                                374.04                             38296.12                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3856                                   300                                 56850                             5/1/2006                                443.94                             56471.97                                         5                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      3857                                   300                                 82000                             5/1/2006                                818.32                                82000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3858                                   300                                 47500                             5/1/2006                                534.54                                47500                               19.60000038                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3859                                   300                                 34500                             5/1/2006                                358.94                                34500                                        15                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3860                                   300                                 25000                             5/1/2006                                244.63                             24513.69                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3861                                   300                                 21000                             5/1/2006                                222.95                                21000                               20.02000046                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3862                                   300                                 16400                             5/1/2006                                177.59                                16400                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3863                                   300                                 24000                             5/1/2006                                269.82                                23977                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3864                                   300                                 23250                             5/1/2006                                209.41                             22320.59                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3865                                   300                                 38400                             5/1/2006                                423.98                                38400                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3866                                   300                                 56000                             5/1/2006                                582.63                                56000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3867                                   300                                 47550                             5/1/2006                                473.65                             47461.98                               19.40999985                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3868                                   300                                 28750                             5/1/2006                                 268.6                                28750                                        10                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3869                                   300                                 65800                             5/1/2006                                656.65                                65800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3870                                   300                                 66400                             5/1/2006                                662.64                                66400                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3871                                   300                                 41000                             5/1/2006                                409.16                                41000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3872                                   300                                 50000                             5/1/2006                                529.91                             49861.77                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3873                                   300                                 64300                             5/1/2006                                587.07                                64300                               19.98999977                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      3874                                   300                                 48400                             5/1/2006                                513.84                                48400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3875                                   300                                 37000                             5/1/2006                                400.66                                37000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3876                                   300                                 34300                             5/1/2006                                305.87                             34298.25                               20.02000046                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      3877                                   300                                 37850                             5/1/2006                                369.69                                37850                               19.97999954                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3878                                   300                                106500                             5/1/2006                                993.61                            106303.82                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3879                                   300                                 16900                             5/1/2006                                141.74                                16900                               7.679999828                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      3880                                   300                                104400                             5/1/2006                               1019.69                               104400                               19.98999977                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3881                                   300                                 35600                             5/1/2006                                380.39                             35115.74                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3882                                   300                                 35000                             5/1/2006                                 350.9                             33703.57                               14.98999977                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3883                                   300                                 39400                             5/1/2006                                459.79                             39364.05                               20.02000046                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      3884                                   300                                 48000                             5/1/2006                                540.16                                48000                               20.01000023                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3885                                   300                                 52000                             5/1/2006                                584.55                             51944.47                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3886                                   300                                 57700                             5/1/2006                                588.07                                57700                               14.98999977                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3887                                   300                                 26900                             5/1/2006                                219.51                             25028.14                               14.98999977                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      3888                                   300                                 87750                             5/1/2006                                 875.7                                87750                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3889                                   300                                 90200                             5/1/2006                                995.41                             90139.52                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3890                                   300                                200000                            12/8/2005                               1488.75                            179782.47                               11.76000023                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3891                                   300                                127500                            2/13/2006                                961.05                               127500                               21.06999969                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      3892                                   300                                 68122                            2/10/2006                                 585.8                                68122                               25.01000023                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      3893                                   300                                 47200                             3/1/2006                                360.79                                47200                               14.38000011                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      3894                                   300                                 75100                            2/28/2006                                 589.8                                75075                               19.97999954                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      3895                                   300                                 68300                            2/20/2006                                514.82                                68300                               18.70999908                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      3896                                   300                                 67990                            2/17/2006                                 570.1                             67974.19                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      3897                                   300                                 20000                             2/9/2006                                157.04                             19988.91                               14.93000031                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      3898                                   300                                 58500                            2/13/2006                                478.22                                58500                                        10                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      3899                                   300                                 68100                            2/12/2006                                321.06                                45821                                        10                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      3900                                   300                                 32300                            2/20/2006                                556.32                             31708.66                               9.989999771                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      3901                                   300                                 50000                            2/19/2006                                392.81                                50000                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      3902                                   300                                 20000                            2/27/2006                                 176.2                             19995.89                                         8                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      3903                                   300                                 57600                            2/20/2006                                409.71                                57600                               14.98999977                  No MI                                            1.00E+14                                 0.125                             9/1/2006                                    18                                0.125                                     0
      3904                                   300                                149000                            2/19/2006                               1233.82                            148997.29                               26.13999939                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      3905                                   300                                 27450                            2/23/2006                                224.39                                27450                                        10                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      3906                                   300                                123700                             3/1/2006                           1038.085902                               123700                               17.85000038                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      3907                                   300                                109200                            2/13/2006                                973.82                               109200                                        30                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      3908                                   300                                 79000                            2/27/2006                                662.39                             78978.77                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      3909                                   300                                 52500                            2/26/2006                                367.86                                52500                                        10                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      3910                                   300                                 37800                            2/19/2006                                275.52                             37105.29                               12.11999989                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      3911                                   300                                 65000                            3/16/2006                           556.6481978                             32698.34                                        20                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      3912                                   300                                 59350                            2/17/2006                                617.48                                59350                               19.34000015                  No MI                                                                                      4.25                             9/1/2006                                    18                                 4.25                                     0
      3913                                   300                                 58500                            2/27/2006                                501.88                             58362.61                                        15                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      3914                                   300                                 42500                             2/6/2006                                369.98                                42500                                        10                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      3915                                   300                                150000                            2/13/2006                               1178.42                               150000                               21.35000038                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      3916                                   300                                 47395                             2/6/2006                                473.81                              53080.1                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      3917                                   300                                 89000                             6/1/2006                                863.79                                89000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3918                                   300                                 82500                             6/1/2006                                713.12                                82500                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3919                                   300                                 87000                             6/1/2006                                713.29                                87000                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      3920                                   300                                 40000                             6/1/2006                                308.03                                39400                                        10                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      3921                                   300                                 63000                             6/1/2006                                610.92                             62940.58                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3922                                   300                                 50550                             6/1/2006                                442.17                             49419.63                               19.98999977                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3923                                   300                                 45800                             6/1/2006                                395.68                             45260.87                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3924                                   300                                 86000                             6/1/2006                                 763.4                             85926.65                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3925                                   300                                 81200                             6/1/2006                                 559.5                                81200                                        10                  No MI                                            1.00E+17                                 1.375                             9/1/2006                                    18                                1.375                                     0
      3926                                   300                                 82000                             6/1/2006                                780.12                                82000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3927                                   300                                 83000                             6/1/2006                                707.01                              82681.9                               18.44000053                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3928                                   300                                 45000                             6/1/2006                                248.42                                45000                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      3929                                   300                                 22000                             6/1/2006                                195.44                                22000                               16.92000008                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3930                                   300                                 68400                             6/1/2006                                677.44                                68400                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3931                                   300                                 25000                             6/1/2006                                237.63                             24993.32                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3932                                   300                                 83000                             6/1/2006                                805.05                             82936.22                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3933                                   300                                 55800                             6/1/2006                                541.57                                55800                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3934                                   300                                102450                             6/1/2006                                 992.6                            102271.59                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3935                                   300                                 20650                             6/1/2006                                204.52                             20649.38                               14.98999977                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3936                                   300                                 81400                             6/1/2006                                829.05                                81400                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3937                                   300                                 54400                             6/1/2006                                311.87                                54400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3938                                   300                                 39000                             6/1/2006                                357.14                                39000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3939                                   300                                 56250                             6/1/2006                                523.58                                56250                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      3940                                   300                                 70950                             6/1/2006                                610.85                              70949.3                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3941                                   300                                 70000                             6/1/2006                                679.38                                70000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3942                                   300                                 42000                             6/1/2006                                 387.5                                42000                                         7                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3943                                   300                                 44000                             6/1/2006                                405.95                                44000                                        10                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3944                                   300                                 53000                             6/1/2006                                486.59                              52897.9                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3945                                   300                                 80250                             6/1/2006                                731.04                                80250                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3946                                   300                                 21000                             6/1/2006                                186.83                                20400                                        12                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      3947                                   300                                 36500                             6/1/2006                                366.21                              36248.5                               14.47999954                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      3948                                   300                                 85000                             6/1/2006                                824.97                                85000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3949                                   300                                 66000                             6/1/2006                                706.11                                66000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3950                                   300                                 88000                             6/1/2006                                852.35                             87946.45                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3951                                   300                                 49000                             6/1/2006                                473.19                             48910.81                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3952                                   300                                 83500                             6/1/2006                                655.99                                83500                               6.449999809                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      3953                                   300                                 46500                             6/1/2006                                464.04                                46500                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3954                                   300                                 25200                             6/1/2006                                271.07                             24979.77                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      3955                                   300                                 31600                             6/1/2006                                308.07                             31460.56                               20.01000023                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3956                                   300                                 48750                             6/1/2006                                414.12                             48720.34                                        15                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      3957                                   300                                 62600                             6/1/2006                                614.66                                62430                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3958                                   300                                 28400                             6/1/2006                                232.94                                28400                                        10                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      3959                                   300                                 82000                             6/1/2006                                818.32                                82000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3960                                   300                                 27350                             6/1/2006                                250.01                              27068.4                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      3961                                   300                                 65400                             7/6/2006                                652.66                                65400                                        20                  No MI                                            1.00E+17                                   3.5                             9/6/2006                                    18                                  3.5                                     0
      3962                                   300                                 28000                             6/1/2006                                 285.3                             27992.93                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3963                                   300                                 54550                             6/1/2006                                544.38                                54550                               19.85000038                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3964                                   300                                 45000                             6/1/2006                                449.01                             44993.04                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3965                                   300                                122000                             6/1/2006                               1398.82                               122000                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      3966                                   300                                 47000                             6/1/2006                                468.48                             46943.83                               14.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3967                                   300                                102000                             6/1/2006                               1017.36                            101944.93                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3968                                   300                                 16700                             6/1/2006                                147.52                             16478.39                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      3969                                   300                                 87300                             6/1/2006                                 815.6                                87300                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3970                                   300                                 52700                             5/1/2006                                593.06                                52700                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3971                                   300                                 33400                             6/1/2006                                 354.5                             33388.66                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3972                                   300                                 85500                             6/1/2006                                853.24                                85500                                     14.25                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3973                                   300                                 49000                             6/1/2006                                551.32                             48738.22                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3974                                   300                                 71000                             5/1/2006                                783.92                                71000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      3975                                   300                                 85000                             6/1/2006                                956.53                             84999.11                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3976                                   300                                 51400                             6/1/2006                                545.69                                51400                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3977                                   300                                 67500                             6/1/2006                                623.45                                67500                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      3978                                   300                                 95000                             5/1/2006                                1007.7                              94918.8                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3979                                   300                                 55000                             5/1/2006                                582.14                             54770.71                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      3980                                   300                                 30000                             5/1/2006                                 273.9                                30000                               20.01000023                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      3981                                   300                                 50450                             5/1/2006                                341.83                             50256.27                               19.98999977                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      3982                                   300                                 67200                             6/1/2006                                670.62                             67199.82                               20.01000023                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3983                                   300                                 87000                             6/1/2006                                756.81                             86934.42                                        15                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      3984                                   300                                155500                             6/1/2006                               1397.37                               155500                               22.54000092                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3985                                   300                                 16550                             5/1/2006                                166.92                                16550                               9.989999771                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      3986                                   300                                 42600                             6/1/2006                                496.84                             42510.98                                        20                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      3987                                   300                                 34400                             6/1/2006                                304.09                             34172.03                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      3988                                   300                                 57500                             6/1/2006                                555.51                                57500                                        10                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
      3989                                   300                                 41000                             6/1/2006                                382.41                             40907.34                                        10                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3990                                   300                                 49000                             6/1/2006                                488.99                                49000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3991                                   300                                 59400                             6/1/2006                                591.26                                59100                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3992                                   300                                 65000                             6/1/2006                                731.47                                65000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      3993                                   300                                 25000                             6/1/2006                                254.79                                25000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      3994                                   300                                 33000                             7/5/2006                                 325.4                             32588.74                                        20                  No MI                                            1.00E+17                                   3.5                             9/5/2006                                    18                                  3.5                                     0
      3995                                   300                                 55150                             6/1/2006                                538.66                                55150                               19.98999977                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      3996                                   300                                167000                             6/1/2006                               1148.41                               167000                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      3997                                   300                                 41100                             5/1/2006                                410.16                                41100                               20.02000046                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3998                                   300                                 66300                             5/1/2006                                 492.1                               470.91                               19.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      3999                                   300                                116000                             6/1/2006                               1157.62                               116000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4000                                   300                                 30700                             6/1/2006                                332.44                                30700                               19.06999969                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4001                                   300                                115800                             6/1/2006                               1155.62                               115800                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4002                                   300                                 59750                             5/1/2006                                595.66                             59688.33                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4003                                   300                                 58150                             5/1/2006                                580.31                                58150                               19.97999954                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4004                                   300                                 29800                             5/1/2006                                316.37                                29800                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4005                                   300                                 55000                             6/1/2006                                544.36                                54400                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4006                                   300                                 75000                             6/1/2006                                764.38                                75000                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      4007                                   300                                 42600                             5/1/2006                                422.78                                42300                               20.01000023                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4008                                   300                                 79050                             6/1/2006                                889.58                                79050                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4009                                   300                                 45500                             6/1/2006                                405.76                                45500                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      4010                                   300                                 45600                             6/1/2006                                482.76                                45450                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4011                                   300                                 87000                             6/1/2006                                863.96                             85649.24                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4012                                   300                                 49550                             6/1/2006                                557.61                                49550                               19.97999954                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4013                                   300                                 58500                             5/1/2006                                540.32                                58500                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      4014                                   300                                 49700                             5/1/2006                                351.58                                49500                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4015                                   300                                 53000                             5/1/2006                                595.16                             52886.74                               19.95999908                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4016                                   300                                 37000                             5/1/2006                                325.89                             36984.49                                        10                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      4017                                   300                                 46000                             6/1/2006                                378.12                             45913.71                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4018                                   300                                 88100                             5/1/2006                                874.66                             87645.86                               19.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4019                                   300                                 51350                             5/1/2006                                545.15                                51350                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4020                                   300                                 54000                             5/1/2006                                538.89                                54000                               20.01000023                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4021                                   300                                 75000                             6/1/2006                                859.93                                75000                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      4022                                   300                                 60000                             5/1/2006                                621.01                             56775.64                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4023                                   300                                 42350                             5/1/2006                                413.64                                42350                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      4024                                   300                                 55000                             5/1/2006                                595.28                             54972.16                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4025                                   300                                 71000                             5/1/2006                                753.77                                71000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4026                                   300                                 24500                             6/1/2006                                201.82                             22630.89                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      4027                                   300                                 66000                             5/1/2006                                602.59                                66000                               18.96999931                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4028                                   300                                 53150                             5/1/2006                                530.41                                53150                               19.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4029                                   300                                 35000                             5/1/2006                                347.53                             34824.79                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4030                                   300                                 65000                             5/1/2006                                731.41                             64992.44                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4031                                   300                                 45000                             5/1/2006                                458.63                                45000                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      4032                                   300                                 36000                             5/1/2006                                278.14                                36000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4033                                   300                                 57200                             5/1/2006                                534.39                                57200                               16.77000046                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4034                                   300                                 56000                             5/1/2006                                558.85                                56000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4035                                   300                                 55500                             5/1/2006                                530.29                                55500                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      4036                                   300                                 99000                             5/1/2006                               1072.05                                99000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4037                                   300                                 26000                             5/1/2006                                276.03                                26000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4038                                   300                                 36500                             5/1/2006                                   341                                36500                                        10                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4039                                   300                                 39700                             5/1/2006                                394.78                             39558.73                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4040                                   300                                 28000                             5/1/2006                                279.23                                27980                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4041                                   300                                 40000                            6/29/2006                                 373.7                                40000                               11.27000046                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4042                                   300                                 88000                             5/1/2006                                930.77                             87658.36                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4043                                   300                                 72000                             5/1/2006                                840.82                                72000                                        20                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      4044                                   300                                259000                             5/1/2006                               2694.66                               259000                               28.48999977                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      4045                                   300                                 31400                             5/1/2006                                353.36                                31400                               20.03000069                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4046                                   300                                 34800                             5/1/2006                                238.53                             34685.87                               14.98999977                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4047                                   300                                108300                             5/1/2006                                744.72                            108218.61                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4048                                   300                                 54000                             5/1/2006                                573.29                                54000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4049                                   300                                 47900                             5/1/2006                                508.53                                47900                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4050                                   300                                 66400                             5/1/2006                                747.23                                66400                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4051                                   300                                 36400                             7/3/2006                                353.48                             36022.52                               14.85999966                  No MI                                            1.00E+17                                  3.25                             9/3/2006                                    18                                 3.25                                     0
      4052                                   300                                 35700                             5/1/2006                                371.17                             35509.27                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      4053                                   300                                 42600                             5/1/2006                                425.12                                42600                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4054                                   300                                 38300                             5/1/2006                                406.61                             38299.62                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4055                                   300                                 17100                             5/1/2006                                173.43                             16930.36                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      4056                                   300                                 92100                             5/1/2006                                976.11                              91943.4                               18.05999947                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4057                                   300                                 43800                             5/1/2006                                436.94                             43781.72                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4058                                   300                                 39800                             5/1/2006                                422.53                                39800                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4059                                   300                                 75600                             5/1/2006                                754.45                                75600                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4060                                   300                                 30000                             5/1/2006                                317.13                             29836.34                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4061                                   300                                 50000                             5/1/2006                                509.59                                50000                               15.63000011                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      4062                                   300                                 59250                             5/1/2006                                616.44                                59250                                        15                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      4063                                   300                                 44100                             5/1/2006                                402.64                                44100                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4064                                   300                                 26900                             5/1/2006                                252.23                             25785.28                               14.94999981                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      4065                                   300                                 60100                             5/1/2006                                   587                                60100                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      4066                                   300                                 53000                             5/1/2006                                562.67                                53000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4067                                   300                                 66000                             5/1/2006                                658.64                                66000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4068                                   300                                 80000                             5/1/2006                                815.34                                80000                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      4069                                   300                                 26600                             5/1/2006                                265.14                             26568.64                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4070                                   300                                 46200                             5/1/2006                                461.05                                46200                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4071                                   300                                 45000                             5/1/2006                                477.74                                45000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4072                                   300                                 78000                             5/1/2006                                580.19                                78000                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4073                                   300                                 21150                             5/1/2006                                201.49                             21088.17                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      4074                                   300                                 96000                             5/1/2006                                955.59                                95700                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4075                                   300                                 60000                             5/1/2006                                598.18                                59910                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4076                                   300                                 29400                             5/1/2006                                270.08                             29240.75                               10.01000023                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      4077                                   300                                 29000                             5/1/2006                                 289.4                                29000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4078                                   300                                 36400                             5/1/2006                                363.25                                36400                               18.76000023                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4079                                   300                                 92800                             5/1/2006                                862.68                             92747.05                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4080                                   300                                 79200                             5/1/2006                                   824                                79200                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      4081                                   300                                 95800                             5/1/2006                                1139.1                                95800                                        20                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      4082                                   180                                 30000                             5/1/2006                                311.44                             29905.58                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      4083                                   300                                 27550                             5/1/2006                                292.48                                27550                               19.97999954                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4084                                   300                                 25400                             5/1/2006                                231.72                                25380                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4085                                   300                                 92800                             5/1/2006                                 924.1                                92600                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4086                                   300                                 57500                             5/1/2006                                   531                             57192.81                                        10                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      4087                                   300                                 47200                             5/1/2006                                531.11                             47195.14                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4088                                   300                                 50000                             5/1/2006                                452.06                             49393.31                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4089                                   300                                 15200                             5/1/2006                                146.85                                15200                                        20                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
      4090                                   300                                 35200                             5/1/2006                                 343.8                                35200                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      4091                                   300                                 27750                             5/1/2006                                312.26                             27748.25                               19.97999954                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4092                                   300                                 48500                             5/1/2006                                432.51                                48500                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      4093                                   300                                 38000                             5/1/2006                                379.22                                38000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4094                                   300                                 93000                             5/1/2006                                908.34                                93000                                        15                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      4095                                   300                                 38100                             5/1/2006                                354.78                             37975.05                               9.899999619                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4096                                   300                                 96150                             5/1/2006                                959.33                                96130                                        15                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4097                                   300                                 48500                             5/1/2006                                425.71                             48312.28                                        10                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      4098                                   300                                 89000                             5/1/2006                                865.96                             88660.75                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      4099                                   180                                 50000                             5/1/2006                                419.07                             49984.23                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4100                                   300                                 36000                             5/1/2006                                351.62                             35999.93                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      4101                                   300                                 57000                             5/1/2006                                392.77                             56730.31                               20.01000023                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4102                                   300                                 44000                             5/1/2006                                464.94                             43777.01                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4103                                   300                                 39000                             5/1/2006                                345.13                                39000                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      4104                                   300                                300000                             3/1/2006                                1623.4                            212013.04                               46.15000153                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4105                                   300                                 25000                            2/25/2006                                197.46                             24730.95                               6.760000229                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4106                                   300                                 61200                             2/6/2006                                235.41                             27944.07                               10.77000046                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4107                                   300                                107000                            2/19/2006                               2596.49                            105207.18                               28.53000069                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4108                                   300                                 30070                             3/1/2006                           273.2463142                                30070                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4109                                   300                                 70000                            2/27/2006                                346.73                                70000                               14.98999977                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4110                                   300                                 30700                             2/3/2006                                231.58                             30296.56                               9.989999771                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4111                                   300                                311000                             2/9/2006                               2257.41                               290000                               57.59000015                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4112                                   300                                 24400                            1/28/2006                                207.23                                24400                                        10                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4113                                   300                                214750                             3/1/2006                                213.47                                30100                               32.29000092                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      4114                                   300                                 55000                             2/5/2006                                477.32                             54830.14                               15.48999977                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4115                                   300                                 50000                            3/28/2006                                402.71                             49910.95                               22.31999969                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4116                                   300                                 30000                             2/4/2006                                235.06                             29944.87                               9.090000153                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4117                                   300                                 35000                            2/13/2006                                334.42                                35000                                        10                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      4118                                   300                                 53800                            1/28/2006                                451.22                                53800                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4119                                   300                                100000                            2/17/2006                                311.95                             42602.96                               16.26000023                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      4120                                   300                                 41100                            1/23/2006                                206.53                                39900                                        15                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4121                                   300                                100000                            2/26/2006                                 42.92                              6746.71                                        25                  No MI                                                                                     -0.25                             9/1/2006                                    18                                -0.25                                     0
      4122                                   300                                 30750                             2/5/2006                                270.84                             30371.09                                        15                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4123                                   300                                 37000                            2/18/2006                                298.53                                37000                                        10                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4124                                   300                                 53000                             2/5/2006                                455.76                                53000                               13.94999981                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      4125                                   300                                125000                             2/6/2006                               1021.45                            118782.36                               32.88999939                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4126                                   300                                 78850                             2/3/2006                                 636.2                                78850                               17.13999939                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4127                                   300                                 46500                            1/28/2006                                437.63                             46100.46                               11.92000008                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      4128                                   300                                 73750                             2/9/2006                                 79.62                                10000                               9.159999847                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4129                                   300                                 31020                            2/28/2006                                275.89                             30936.67                                        30                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4130                                   300                                 85000                            3/28/2006                                484.11                                60000                               16.04000092                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4131                                   300                                 50000                            1/19/2006                                329.88                                47500                               2.559999943                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      4132                                   300                                 35000                             2/6/2006                                 282.4                                35000                               9.859999657                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4133                                   300                                 53650                            1/29/2006                                408.68                             53465.49                               19.98999977                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4134                                   300                                 84980                            1/23/2006                                 730.7                                84980                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4135                                   300                                 50000                             2/6/2006                                389.62                             45307.88                               16.07999992                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4136                                   300                                200500                            2/20/2006                               1429.89                            198068.86                               30.85000038                  No MI                                                                                      0.25                             9/1/2006                                    18                                 0.25                                     0
      4137                                   300                                 22500                            2/11/2006                                207.81                             22499.07                                        10                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      4138                                   300                                137800                            2/12/2006                               1242.52                            136742.91                               25.76000023                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4139                                   300                                 36000                             2/4/2006                                327.21                             35029.17                               13.32999992                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
      4140                                   300                                 41000                             2/6/2006                                374.87                             40586.13                                        20                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      4141                                   300                                 68000                            2/28/2006                                   445                                49900                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4142                                   300                                102000                             2/5/2006                                 790.5                               102000                               10.85000038                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4143                                   300                                 61000                             2/4/2006                                510.81                             60903.97                               27.72999954                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4144                                   300                                 74000                            2/18/2006                                421.99                             51479.08                               27.92000008                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4145                                   300                                 66000                            1/27/2006                                483.47                                66000                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4146                                   300                                106200                            1/28/2006                                810.54                            106112.71                                        20                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4147                                   360                                 44000                            5/15/2006                           278.1099303                                43950                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4148                                   360                                 38000                            4/15/2006                                221.46                                37993                                        20                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4149                                   300                                 30000                            7/20/2006                                394.93                                30000                               9.840000153                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      4150                                   300                                 38500                            7/20/2006                                253.41                                38500                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      4151                                   300                                 94500                            7/20/2006                                622.02                                94500                                        15                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      4152                                   300                                163000                            7/20/2006                                1072.9                               163000                               20.04999924                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      4153                                   300                                 64000                            7/20/2006                                421.21                             63992.55                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      4154                                   300                                 50400                             4/1/2006                                501.14                             50216.72                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4155                                   300                                 74850                             4/1/2006                                697.49                             74658.46                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4156                                   300                                 36850                             5/1/2006                                391.22                                36850                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4157                                   300                                 49400                             4/1/2006                                506.99                             48729.68                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      4158                                   300                                 38500                             4/1/2006                                376.03                                38500                               15.01000023                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      4159                                   300                                 35000                             4/1/2006                                340.13                             34796.28                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4160                                   300                                 70400                             4/1/2006                                650.91                             69631.55                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4161                                   300                                 68000                             4/1/2006                                765.23                                68000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4162                                   300                                 41600                             5/1/2006                                423.98                                41600                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      4163                                   300                                 86000                             5/1/2006                                913.01                                86000                               18.89999962                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4164                                   300                                 30250                             4/1/2006                                340.42                                30250                               19.98999977                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4165                                   300                                 32800                             4/1/2006                                327.33                                32800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4166                                   180                                 37250                             4/1/2006                                363.82                                37250                               19.97999954                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      4167                                   300                                 50000                             4/1/2006                                530.82                                50000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4168                                   300                                 36750                             5/1/2006                                341.25                             36526.37                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4169                                   300                                 93000                             5/1/2006                                987.33                                93000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4170                                   300                                 22500                             4/1/2006                                217.37                                22500                                        10                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
      4171                                   180                                 32000                             4/1/2006                                332.93                                32000                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4172                                   300                                 86000                             4/1/2006                                913.01                                86000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4173                                   300                                 40300                             4/1/2006                                461.94                             40288.88                               19.97999954                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      4174                                   180                                 68000                             4/1/2006                                663.46                             67927.34                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      4175                                   300                                 47000                             5/1/2006                                498.97                                47000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4176                                   300                                 41400                             5/1/2006                                436.78                                41096                               19.89999962                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4177                                   300                                 46450                             4/1/2006                                493.13                                46450                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4178                                   300                                 57950                             4/1/2006                                639.83                                57950                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      4179                                   300                                 36000                             5/1/2006                                319.04                              34081.9                               19.78000069                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4180                                   300                                 70000                             5/1/2006                                653.97                                70000                               13.59000015                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4181                                   300                                 77400                             4/1/2006                                854.58                                77400                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      4182                                   300                                 69000                             5/1/2006                                717.24                             68938.56                                        15                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4183                                   300                                 63000                             4/1/2006                                628.71                                63000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4184                                   300                                 24200                             4/1/2006                                267.19                                24200                               20.02000046                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      4185                                   300                                 18000                             5/1/2006                                154.79                                18000                                        10                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      4186                                   300                                 30300                             4/1/2006                                326.67                             29685.94                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4187                                   300                                 90200                             5/1/2006                                880.99                                90200                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4188                                   300                                126000                             5/1/2006                               1201.71                            125770.67                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      4189                                   300                                 20400                             5/1/2006                                190.59                                20400                                        10                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4190                                   300                                 73000                             5/1/2006                                679.78                             72705.22                               8.800000191                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4191                                   180                                 47000                             5/1/2006                                488.99                                47000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4192                                   300                                 82100                             1/9/2006                                714.72                                82100                               24.98999977                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4193                                   300                                 51000                            2/11/2006                                400.66                                51000                                        20                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4194                                   300                                 40600                            3/10/2006                                405.17                                40600                                        20                  No MI                                                                                       3.5                             9/1/2006                                    18                                  3.5                                     0
      4195                                   300                                 76000                             3/1/2006                                1626.2                                76000                               16.88999939                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4196                                   300                                100000                            2/24/2006                                721.55                             99948.63                               14.94999981                  No MI                                                                                      0.25                             9/1/2006                                    18                                 0.25                                     0
      4197                                   300                                 28200                            2/17/2006                                227.53                                28200                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4198                                   300                                 77600                            1/13/2006                                642.59                             77599.86                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4199                                   300                                 16000                             3/2/2006                                134.44                             15829.69                               4.090000153                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4200                                   300                                150000                             2/9/2006                                1226.2                               150000                               26.90999985                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4201                                   300                                 50000                            1/28/2006                                402.97                             49944.12                               11.10999966                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4202                                   300                                 71180                             2/6/2006                               1522.65                                71180                                        20                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4203                                   300                                150000                            3/15/2006                           1363.051118                            149412.32                               9.680000305                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4204                                   300                                 65000                            1/29/2006                                531.35                                65000                                     12.75                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4205                                   300                                150000                             4/6/2006                                484.03                                57000                               20.97999954                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4206                                   300                                 91623                             2/1/2006                                764.25                                91123                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4207                                   300                                 46969                            3/28/2006                                433.82                                46969                               19.56999969                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
      4208                                   300                                 60000                            2/23/2006                                515.96                                60000                               19.80999947                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      4209                                   300                                 79990                             3/1/2006                                653.89                                79990                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4210                                   300                                103500                             4/3/2006                                780.15                               103500                                        15                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4211                                   300                                150000                            1/20/2006                                1098.8                               150000                               16.21999931                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      4212                                   300                                 86850                            2/10/2006                                727.95                             86794.78                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4213                                   300                                 78296                            3/21/2006                                546.85                             77999.54                                        10                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      4214                                   300                                 50000                             3/8/2006                                279.39                             31926.64                               9.170000076                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4215                                   300                                 82500                            3/24/2006                                627.86                             80338.39                               14.85999966                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4216                                   300                                100000                            1/28/2006                                806.21                             80289.85                                     31.25                  No MI                                                                                      3.75                             9/1/2006                                    18                                 3.75                                     0
      4217                                   300                                134000                             2/5/2006                                 908.1                            124592.72                               33.50999832                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4218                                   300                                 76500                             2/3/2006                                592.88                                76500                                        10                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4219                                   300                                 23000                            2/13/2006                            200.950232                               133.03                               6.760000229                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4220                                   300                                 29000                            2/20/2006                                223.43                             28467.86                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4221                                   300                                 38400                             3/1/2006                                329.35                              38299.4                               19.97999954                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4222                                   300                                500000                             4/1/2006                                  3875                               500000                               29.40999985                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4223                                   300                                 50000                             3/9/2006                                178.02                             24482.96                               9.619999886                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4224                                   300                                 32100                             2/5/2006                                246.51                             31835.25                                        15                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4225                                   300                                 50800                            1/22/2006                                 393.7                                50000                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4226                                   300                                175000                            1/30/2006                               1374.83                               175000                               36.45999908                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4227                                   300                                 72750                            2/17/2006                               2051.45                                72750                                        15                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4228                                   300                                 19300                             2/3/2006                                153.67                                19300                                        10                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4229                                   300                                 77100                            2/19/2006                                687.56                                77100                                        30                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4230                                   300                                 82900                             3/2/2006                                633.63                             82893.08                               13.93000031                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4231                                   300                                 33000                            1/30/2006                                259.25                                33000                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4232                                   300                                 68600                            2/12/2006                                546.22                                68600                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4233                                   300                                100461                             3/8/2006                                756.87                               100411                               19.69000053                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4234                                   300                                 32506                            3/13/2006                                262.27                                32506                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4235                                   300                                 22925                             3/1/2006                                206.33                             22864.42                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      4236                                   300                                 95980                             2/5/2006                                723.47                                95980                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4237                                   300                                144000                            2/28/2006                               1207.73                               144000                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4238                                   300                                107360                             5/1/2006                                911.82                               107360                                        20                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4239                                   300                                233500                            2/11/2006                                430.37                             53339.21                               31.17000008                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4240                                   300                                 32328                            3/27/2006                                322.62                                32328                                        20                  No MI                                                                                      3.75                             9/1/2006                                    18                                 3.75                                     0
      4241                                   300                                 97984                            3/24/2006                                780.18                                97984                               21.44000053                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4242                                   300                                 72000                            2/24/2006                                577.66                             71594.08                                        80                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4243                                   300                                 50000                            2/26/2006                                117.07                             16161.36                               13.69999981                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      4244                                   300                                 59700                             2/4/2006                                437.32                                59700                                        15                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4245                                   300                                 23600                             3/3/2006                                248.04                                23600                               19.96999931                  No MI                                                                                     4.125                             9/1/2006                                    18                                4.125                                     0
      4246                                   300                                 65650                            2/26/2006                                599.05                             65614.41                               19.98999977                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4247                                   300                                 50000                            2/20/2006                                424.15                             49939.73                               10.86999989                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4248                                   300                                500000                             2/5/2006                               3502.93                             499929.5                               29.40999985                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      4249                                   300                                 61900                            2/25/2006                                453.44                                61900                               12.63000011                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      4250                                   300                                 34000                            4/14/2006                                285.29                             33590.36                                        10                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4251                                   300                                104500                            1/27/2006                           931.2386048                                33000                               16.71999931                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4252                                   300                                 28100                            3/14/2006                                253.57                                28100                               10.26000023                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      4253                                   300                                108500                             3/7/2006                           901.2587135                             68578.49                               13.56000042                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4254                                   300                                 54250                            2/24/2006                                436.09                              54055.9                                        10                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4255                                   300                                 67200                             2/9/2006                                556.44                                67200                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4256                                   300                                 50000                            2/10/2006                                371.58                                50000                               12.97999954                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      4257                                   300                                100000                            2/19/2006                                  70.8                              9953.97                               8.130000114                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      4258                                   300                                 25305                            2/10/2006                                189.91                             24173.88                                        15                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4259                                   300                                100000                            2/26/2006                               1290.98                             99508.54                               14.28999996                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4260                                   300                                150000                             2/5/2006                               1273.88                            148137.04                               28.04000092                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4261                                   300                                157500                             2/1/2006                               1337.67                               157500                                        30                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4262                                   300                                 55800                            2/17/2006                                429.23                             55384.69                                        20                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4263                                   300                                 51760                            3/10/2006                                461.59                                51760                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4264                                   300                                 48500                            2/13/2006                                432.51                                48500                               34.15000153                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4265                                   300                                 25000                             3/1/2006                                212.33                                25000                               13.36999989                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4266                                   300                                136500                             2/9/2006                           1110.656989                              5323.32                                        15                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      4267                                   300                                158000                            2/12/2006                               1209.85                               148000                               28.46999931                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4268                                   300                                 56000                            3/14/2006                           499.0369557                             55898.17                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4269                                   300                                188000                             2/5/2006                           1561.628001                               188000                               26.47999954                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4270                                   300                                 55000                             2/9/2006                                838.56                                55000                                6.46999979                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4271                                   300                                 30000                             2/6/2006                           264.7204529                             29456.86                                        15                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4272                                   300                                 47500                            2/13/2006                                343.59                             46234.84                                        10                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      4273                                   300                                128000                             2/7/2006                               1167.27                            127848.46                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4274                                   300                                129800                            2/20/2006                               2060.35                               129800                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4275                                   300                                116500                             3/7/2006                                951.88                             116412.6                               17.01000023                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4276                                   300                                 69500                             2/6/2006                                 582.9                                69500                               22.05999947                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4277                                   300                                 34418                            2/27/2006                                267.57                             34133.02                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4278                                   300                                150000                            2/25/2006                                386.07                             49299.93                               47.61999893                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4279                                   300                                 50000                             3/1/2006                                402.84                             48031.86                               10.03999996                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4280                                   300                                 71280                             4/3/2006                                 576.7                             70547.67                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4281                                   300                                128850                            2/20/2006                               1080.66                               128850                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4282                                   300                                 83000                            2/20/2006                                698.37                             82236.77                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4283                                   300                                 22500                             2/1/2006                                193.48                                22500                                        10                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4284                                   300                                102400                            3/22/2006                                911.76                               102240                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4285                                   300                                 20000                            2/18/2006                                209.88                                19600                                        20                  No MI                                                                                     4.375                             9/1/2006                                    18                                4.375                                     0
      4286                                   300                                 46500                            2/23/2006                                365.31                                46500                                        15                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4287                                   300                                 31000                             3/8/2006                                244.63                             26772.93                               11.06999969                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      4288                                   300                                 23025                            2/20/2006                                184.56                             22874.28                                        15                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4289                                   300                                130000                             3/3/2006                                763.62                                97200                               18.56999969                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4290                                   300                                 22070                            2/25/2006                                196.82                                22070                                        10                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4291                                   300                                 50000                            2/20/2006                                398.12                                50000                               9.520000458                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4292                                   300                                127000                             4/7/2006                                 16.83                              2101.16                               58.52999878                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4293                                   300                                 50000                             5/1/2006                                401.89                                50000                               25.85000038                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4294                                   300                                 81550                            2/17/2006                           889.1837985                             81549.98                               19.51000023                  No MI                                                                                      4.25                             9/1/2006                                    18                                 4.25                                     0
      4295                                   300                                182000                            2/19/2006                                535.07                                60000                               37.52999878                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4296                                   300                                 34470                            2/18/2006                                270.43                             34422.78                                        15                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4297                                   300                                200000                            3/13/2006                                1677.4                               200000                               32.25999832                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4298                                   300                                 60000                            2/10/2006                                439.52                                60000                               11.31999969                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      4299                                   300                                 65000                             2/9/2006                                245.23                             29999.25                               18.56999969                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4300                                   300                                 37250                            3/24/2006                                324.79                                37250                                        10                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4301                                   300                                 30000                            2/25/2006                           262.1089983                                30000                                      7.75                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4302                                   300                                 33550                            3/13/2006                                281.38                                33550                                        10                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4303                                   300                                 65800                             2/6/2006                                600.76                                65800                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4304                                   300                                 57000                            2/10/2006                                484.11                                57000                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4305                                   300                                 72998                             2/5/2006                                612.23                                72998                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4306                                   300                                 57380                            2/17/2006                           541.7714624                                57380                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4307                                   300                                125000                             2/1/2006                                388.88                                55500                                        25                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      4308                                   300                                 48780                            2/17/2006                                413.52                             48688.12                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4309                                   300                                100000                            1/29/2006                                306.12                             43856.43                               25.31999969                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      4310                                   300                                200000                             3/3/2006                                705.85                             83462.95                               16.67000008                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4311                                   300                                 34200                            2/17/2006                                303.61                              33657.1                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      4312                                   300                                 46200                            2/18/2006                                372.76                                46200                               21.10000038                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4313                                   300                                 47800                             2/5/2006                                405.97                                47800                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4314                                   300                                 25000                             2/3/2006                                207.02                                25000                               20.40999985                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4315                                   300                                161000                            2/28/2006                               1183.16                            160228.08                               12.47999954                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      4316                                   300                                 85000                             3/8/2006                                464.72                             52321.84                               23.37999916                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4317                                   300                                 17800                            2/12/2006                           174.4601277                             17785.34                                        10                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      4318                                   300                                 37000                            2/26/2006                                108.27                                12500                                        10                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4319                                   300                                 50000                            2/19/2006                                360.97                             45984.96                               14.84000015                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4320                                   300                                150000                             2/4/2006                               1147.28                            146035.51                               15.71000004                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4321                                   300                                 90000                             2/9/2006                                675.14                              89568.5                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4322                                   300                                 77000                             2/5/2006                                621.27                                77000                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4323                                   300                                 85400                            2/27/2006                                596.76                             85103.68                                        20                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      4324                                   300                                 60900                             2/4/2006                           548.0415194                                60900                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4325                                   300                                200000                             3/8/2006                                 85.99                                10000                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4326                                   300                                 25000                             2/5/2006                                 200.5                             24850.05                               10.15999985                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4327                                   300                                 50000                            2/11/2006                                397.64                                49940                               15.63000011                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4328                                   300                                 69000                             2/3/2006                                587.64                             68335.15                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4329                                   300                                106500                            1/29/2006                                893.18                               106500                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4330                                   300                                 79900                            2/13/2006                                607.08                             79420.32                               9.989999771                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4331                                   300                                192000                             3/8/2006                                 87.05                                10000                               37.65000153                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4332                                   300                                121895                            2/11/2006                                1104.7                               120995                                        30                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4333                                   300                                 90000                            2/23/2006                                798.75                             89568.49                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4334                                   300                                 59000                            2/20/2006                                537.77                             58901.05                               19.67000008                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4335                                   300                                 47390                            2/27/2006                                 421.9                             47309.37                                        10                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4336                                   300                                 55000                            2/24/2006                                502.16                                55000                               20.37000084                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4337                                   300                                148500                             2/3/2006                               1418.89                               148500                                        30                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      4338                                   300                                 37217                            2/13/2006                                323.99                                37217                               13.06000042                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4339                                   300                                112000                             2/9/2006                                903.67                               112000                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4340                                   300                                 39000                            2/13/2006                                298.11                                39000                               11.30000019                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4341                                   300                                 24760                            2/18/2006                                205.03                                24760                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4342                                   300                                 42250                            2/28/2006                           365.4723431                             41665.64                                        10                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4343                                   300                                 40700                             2/3/2006                                288.28                             30999.95                               11.80000019                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      4344                                   300                                132000                            2/21/2006                               1149.12                               132000                                        30                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4345                                   300                                 16500                            2/19/2006                                140.14                                16500                                        10                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4346                                   300                                 19600                             2/6/2006                                  76.3                              7474.35                                        20                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      4347                                   300                                130000                            2/13/2006                               1103.48                            129927.89                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4348                                   300                                 78000                            2/24/2006                                570.75                             77914.04                               21.37000084                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      4349                                   300                                 47800                            2/13/2006                                436.42                                47800                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4350                                   300                                 60329                            2/10/2006                                467.54                             60328.17                               10.22999954                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4351                                   300                                130000                            2/19/2006                                463.51                                59000                               30.22999954                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4352                                   300                                105000                            3/10/2006                                391.08                             52341.85                                     26.25                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4353                                   300                                 54600                            2/20/2006                                399.23                                54500                               10.42000008                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      4354                                   300                                 55000                            3/24/2006                                494.18                             51727.88                                        20                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      4355                                   300                                 98600                             2/6/2006                           922.1744593                             98042.84                               19.98999977                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      4356                                   300                                 23900                             2/6/2006                                200.99                             23664.91                               14.94999981                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4357                                   300                                 73400                             3/9/2006                                579.03                             72804.88                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4358                                   300                                 75400                             2/4/2006                                568.34                                75400                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4359                                   300                                 41800                             2/6/2006                                351.23                             41188.21                                        10                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4360                                   300                                 57800                            2/13/2006                                453.95                             57787.98                               23.87999916                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4361                                   300                                150000                            1/28/2006                               1114.73                               150000                               13.64000034                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      4362                                   300                                 50000                            3/16/2006                                203.97                             22668.38                               14.71000004                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      4363                                   300                                 61500                            3/28/2006                                489.07                             61423.34                                        15                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4364                                   300                                 27900                            2/11/2006                                657.85                                27900                                         6                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4365                                   300                                 31500                             2/6/2006                                 245.6                                31500                                        10                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4366                                   300                                249350                             4/1/2006                                1800.1                               249350                               52.88000107                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      4367                                   300                                138000                             2/5/2006                                1069.5                               138000                               18.04000092                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4368                                   300                                 38750                            2/13/2006                                449.32                             38456.35                               23.47999954                  No MI                                                                                       5.5                             9/1/2006                                    18                                  5.5                                     0
      4369                                   300                                 50000                             3/1/2006                               1577.06                                50000                               12.19999981                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4370                                   300                                100000                            2/25/2006                                828.08                               100000                               16.67000008                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4371                                   300                                 35000                            2/26/2006                                252.67                                28000                               10.93999958                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      4372                                   300                                105000                             3/1/2006                                757.99                            104996.85                                        10                  No MI                                                                                      0.25                             9/1/2006                                    18                                 0.25                                     0
      4373                                   300                                 28500                            2/12/2006                                263.23                                28500                               8.640000343                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      4374                                   300                                 53600                            2/27/2006                                483.68                                53600                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      4375                                   300                                120597                             3/8/2006                               1177.89                               120597                               33.97000122                  No MI                                                                                      3.25                             9/1/2006                                    18                                 3.25                                     0
      4376                                   300                                172500                            2/13/2006                               1355.19                               172500                               22.26000023                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4377                                   300                                 51000                             3/1/2006                                457.71                              50721.3                               24.29000092                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      4378                                   300                                 38800                             2/5/2006                                337.65                             38779.53                                        20                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4379                                   300                                145400                             3/3/2006                               1095.87                               145400                                        15                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4380                                   300                                 48500                            2/23/2006                                385.54                             16259.44                                        10                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4381                                   300                                 61500                            2/20/2006                                441.89                             61210.39                                        10                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      4382                                   300                                 62700                            1/29/2006                                315.45                             40853.99                                        10                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4383                                   300                                150000                             3/1/2006                               1154.41                               150000                               10.52999973                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4384                                   300                                 58500                            2/11/2006                                583.79                             58499.75                                        15                  No MI                                                                                       3.5                             9/1/2006                                    18                                  3.5                                     0
      4385                                   300                                143000                            1/30/2006                                967.16                            119868.67                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4386                                   300                                 25000                             2/9/2006                                185.41                             23496.86                               17.47999954                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4387                                   300                                 42400                            2/17/2006                                369.11                                42400                                        10                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4388                                   300                                 32300                            1/30/2006                                249.99                                32300                                        10                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4389                                   300                                 45600                            2/12/2006                           418.3924583                             45571.38                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4390                                   300                                113700                             2/4/2006                               1013.93                            113697.68                                        30                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4391                                   300                                 82400                             2/6/2006                                673.59                                82400                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4392                                   300                                 50000                             2/4/2006                                396.82                             49837.32                               23.80999947                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4393                                   300                                 71800                            1/22/2006                                635.26                                71800                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4394                                   300                                 82500                            2/23/2006                                744.47                              82499.7                                        15                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      4395                                   300                                119580                            2/18/2006                           1118.393731                             118828.8                                        20                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      4396                                   300                                 88998                             2/7/2006                                746.43                                88998                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4397                                   300                                130000                            2/12/2006                               1117.91                               130000                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4398                                   300                                 28600                             2/1/2006                                230.76                                28600                               14.97000027                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4399                                   300                                148000                             2/9/2006                               1225.56                               148000                               20.55999947                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4400                                   300                                 24000                            2/12/2006                           226.6036092                             22493.94                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4401                                   300                                 72700                            2/12/2006                                547.99                                72700                               19.98999977                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4402                                   300                                 22800                            1/23/2006                                 177.5                                21999                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4403                                   300                                135000                            1/30/2006                               1074.91                               135000                               17.64999962                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4404                                   300                                 50000                            1/28/2006                           398.4104721                              44503.2                                        10                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      4405                                   180                                 10000                            8/15/2004                                107.25                              9847.21                               10.10000038                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4406                                   300                                150000                             2/6/2006                               1194.35                               150000                               10.90999985                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4407                                   300                                 15600                            4/14/2006                                128.69                             15344.32                               9.979999542                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4408                                   300                                143300                             2/1/2006                            1391.57116                               143300                               34.95000076                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      4409                                   300                                 64500                             2/3/2006                                518.42                             64252.01                                        15                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4410                                   300                                 72500                            3/23/2006                                515.62                                72500                                        10                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      4411                                   300                                 36740                            2/19/2006                                244.98                             36739.13                                        10                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4412                                   300                                 56750                            1/20/2006                                161.45                             22698.27                                        25                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      4413                                   300                                 49300                             2/4/2006                                388.77                              48183.7                                        10                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4414                                   300                                 18000                            2/13/2006                                141.41                                18000                               2.609999895                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4415                                   300                                 50000                            2/23/2006                                188.55                                24000                               13.89000034                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4416                                   300                                 90000                            1/26/2006                                716.61                                90000                               19.14999962                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4417                                   300                                 57980                             3/2/2006                                492.43                                57980                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4418                                   300                                 25000                             2/6/2006                                172.21                             20287.11                               11.18999958                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4419                                   300                                 26500                             2/5/2006                                288.88                              26408.4                                        20                  No MI                                                                                       4.5                             9/1/2006                                    18                                  4.5                                     0
      4420                                   300                                 50000                             2/6/2006                                   311                             41937.52                                        10                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4421                                   300                                 88560                             2/5/2006                                761.55                              88559.6                               47.86999893                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4422                                   300                                 80000                            2/17/2006                               1381.81                             68078.89                               15.01000023                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4423                                   300                                 90400                            2/27/2006                                758.18                                90400                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4424                                   300                                296336                            3/23/2006                               2475.55                               296336                               40.31999969                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4425                                   300                                 89980                            2/26/2006                           801.8454513                                89930                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4426                                   300                                 53250                            2/13/2006                                384.42                                53250                                        15                  No MI                                                                                      0.25                             9/1/2006                                    18                                 0.25                                     0
      4427                                   300                                350000                            6/20/2006                           2418.190338                            291812.55                               70.70999908                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      4428                                   300                                 40000                            6/20/2006                                229.32                                40000                               15.68999958                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4429                                   300                                 39945                            6/20/2006                                   229                                39945                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4430                                   300                                 84750                            6/20/2006                                485.86                                84750                               27.79000092                  No MI                                                                                       4.5                             9/1/2006                                    18                                  4.5                                     0
      4431                                   300                                 29600                            5/24/2006                                224.27                             25767.59                               15.10000038                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4432                                   300                                 66000                            6/20/2006                                316.32                                65600                               31.72999954                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      4433                                   300                                 83000                            6/20/2006                                475.83                                83000                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4434                                   300                                100000                            6/20/2006                                552.05                               100000                               32.79000092                  No MI                                                                                    -0.125                             9/1/2006                                    18                                  6.5                                     0
      4435                                   300                                100000                            6/20/2006                                573.29                               100000                               12.11999989                  No MI                                                                                    -0.375                             9/1/2006                                    18                                    0                                     0
      4436                                   300                                 44000                            6/20/2006                                260.39                                44000                               19.97999954                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4437                                   300                                104000                            6/20/2006                                592.93                            103846.25                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4438                                   300                                100000                            6/20/2006                                420.41                                55000                               13.32999992                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4439                                   300                                 37000                             7/1/2006                                210.64                                37000                               9.850000381                  No MI                                                                                      1.25                            10/1/2006                                    18                                 1.25                                     0
      4440                                   300                                 65600                            6/20/2006                                374.05                             65581.41                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4441                                   300                                146000                            6/20/2006                                219.62                             25265.66                               48.34000015                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4442                                   300                                100000                            6/20/2006                                573.29                             99999.78                               39.22000122                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      4443                                   300                                 51800                            6/20/2006                                284.02                                51500                                        20                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4444                                   300                                 47800                            6/20/2006                                   273                                47800                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4445                                   300                                 72000                             5/1/2006                           616.5949268                                72000                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4446                                   300                                 88950                            6/20/2006                                746.01                                88950                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4447                                   300                                 65400                            5/20/2006                           441.5854835                                65370                               19.97999954                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4448                                   300                                130500                            6/20/2006                                1094.5                               130500                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4449                                   300                                103000                            6/20/2006                                732.62                            102999.27                               29.01000023                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4450                                   300                                 94000                             6/1/2006                                518.93                                94000                                        20                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4451                                   300                                 50000                            6/20/2006                                488.36                                50000                               31.05999947                  No MI                                                                                      3.25                             9/1/2006                                    18                                 3.25                                     0
      4452                                   300                                 65200                            6/20/2006                                359.94                                65200                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4453                                   300                                 61800                            6/20/2006                                354.29                                61800                                        15                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4454                                   300                                 50000                            6/20/2006                                160.86                             27450.97                               15.23999977                  No MI                                                                                    -0.125                             9/1/2006                                    18                                    0                                     0
      4455                                   300                                 39000                            6/20/2006                                327.09                                39000                               9.760000229                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4456                                   300                                 44000                             6/1/2006                                252.22                             43999.38                                        22                  No MI                                                                                      3.75                             9/1/2006                                    18                                 3.75                                     0
      4457                                   300                                105000                            6/20/2006                                579.66                               105000                               23.32999992                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4458                                   300                                104850                             6/1/2006                           906.9769271                            104559.33                                        15                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4459                                   300                                 83290                            6/20/2006                                459.69                             83268.47                               36.20999908                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      4460                                   300                                242500                            6/20/2006                               1544.69                               242500                               23.65999985                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4461                                   300                                 58000                            6/20/2006                           400.7286846                             57600.22                               14.86999989                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4462                                   300                                 63600                            6/20/2006                                524.67                                63600                               14.78999996                  No MI                                                                                     3.875                             9/1/2006                                    18                                3.875                                     0
      4463                                   300                                120000                            6/20/2006                                642.08                               112000                               20.79999924                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4464                                   300                                 30000                            6/20/2006                                   171                             29799.01                                         5                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4465                                   300                                 36600                             5/1/2006                                338.05                                36600                                        20                  No MI                                                                                     2.625                             9/1/2006                                    18                                2.625                                     0
      4466                                   300                                 25000                            6/20/2006                                142.74                             24897.95                                        10                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4467                                   300                                 61700                            6/20/2006                                353.65                             61683.72                               36.29000092                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4468                                   300                                 90000                            6/20/2006                                491.45                             89234.01                               31.03000069                  No MI                                                                                     -0.25                             9/1/2006                                    18                                  6.5                                     0
      4469                                   300                                 36091                            6/20/2006                                 206.9                             36089.57                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4470                                   300                                 87500                            6/20/2006                                733.86                                87500                                        25                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4471                                   300                                 28000                            6/20/2006                                261.59                                28000                                        10                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      4472                                   300                                 62475                            6/20/2006                                358.16                                62475                                        15                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      4473                                   300                                 85000                            6/20/2006                           713.3169091                             12887.34                               25.45000076                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4474                                   300                                 44000                            6/20/2006                                303.85                             34149.64                               7.789999962                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4475                                   300                                 28000                            6/20/2006                                237.81                                28000                                        10                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4476                                   300                                300000                            6/20/2006                               1449.76                            252884.62                               19.89999962                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      4477                                   300                                 40000                            6/20/2006                                139.32                             25346.34                               19.04999924                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4478                                   300                                 53000                            6/20/2006                                185.72                             32977.54                               37.06000137                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4479                                   300                                100000                            6/20/2006                                313.55                             54614.51                               26.31999969                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4480                                   300                                160000                            6/20/2006                                883.29                               160000                               53.33000183                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      4481                                   300                                147000                            6/20/2006                                842.49                            146942.73                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4482                                   300                                 31000                            6/20/2006                                243.53                             30999.01                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4483                                   300                                 30000                            6/20/2006                                171.74                             29957.68                               22.21999931                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      4484                                   300                                121200                            6/20/2006                                1016.5                               121200                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4485                                   300                                 46485                            6/20/2006                                266.49                                46485                                        15                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4486                                   300                                100000                            6/20/2006                                352.96                                50000                               10.26000023                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4487                                   300                                 29000                            6/20/2006                                165.94                             28959.31                                        20                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4488                                   300                                150000                            6/20/2006                               1065.17                            149806.34                               24.38999939                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      4489                                   300                                 80500                            6/20/2006                                 83.13                                14500                               23.32999992                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4490                                   300                                104000                            6/20/2006                                927.45                               104000                                     16.25                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4491                                   300                                 17000                             7/1/2006                                 97.06                              16979.2                                        10                  No MI                                                                                      2.25                            10/1/2006                                    18                                 2.25                                     0
      4492                                   300                                 50000                            6/20/2006                                488.36                                50000                               23.80999947                  No MI                                                                                      3.25                             9/1/2006                                    18                                 3.25                                     0
      4493                                   300                                132000                            6/20/2006                               1177.15                               132000                                        30                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4494                                   300                                180000                            6/20/2006                               1031.92                               180000                               32.54999924                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4495                                   300                                 16000                            6/20/2006                                 91.73                                16000                                        10                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4496                                   300                                135000                            6/20/2006                                587.67                             129786.8                                8.43999958                  No MI                                                                                    -0.125                             9/1/2006                                    18                                    0                                     0
      4497                                   300                                162500                            6/20/2006                                931.59                               162500                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4498                                   300                                 86000                            6/20/2006                                493.03                                86000                                        20                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4499                                   300                                 23000                            6/20/2006                                131.78                             22987.11                                6.96999979                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      4500                                   300                                108000                            6/20/2006                                619.15                               108000                               20.56999969                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4501                                   300                                 63600                            6/20/2006                                364.61                                63600                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4502                                   300                                100000                            6/20/2006                           690.9115252                             26243.87                                        20                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      4503                                   300                                 55164                            6/20/2006                                316.25                                55164                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4504                                   300                                150000                            6/20/2006                               1194.35                               150000                               13.64000034                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4505                                   300                                 32985                            6/20/2006                                 189.1                                32985                                        15                  No MI                                                                                     3.875                             9/1/2006                                    18                                3.875                                     0
      4506                                   300                                 21075                            6/20/2006                                120.82                                21075                                        15                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4507                                   300                                 12000                            6/20/2006                                124.85                                12000                                         6                  No MI                                                                                         4                             9/1/2006                                    18                                    4                                     0
      4508                                   300                                 61000                            6/20/2006                                  4.49                               377.92                               21.34000015                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4509                                   300                                128000                            6/20/2006                                   992                            127999.99                               19.69000053                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4510                                   300                                 44700                             6/1/2006                                256.26                                44700                               19.98999977                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4511                                   300                                 68000                             6/1/2006                                389.26                                67900                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4512                                   300                                 50000                             7/1/2006                                286.64                                50000                                        20                  No MI                                                                                      0.75                            10/1/2006                                    18                                 0.75                                     0
      4513                                   300                                115000                            6/20/2006                                659.04                            114914.93                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4514                                   300                                 58500                            6/20/2006                                335.37                                58500                                        15                  No MI                                                                                      0.25                             9/1/2006                                    18                                 0.25                                     0
      4515                                   300                                 26962                            6/20/2006                                240.44                                26962                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4516                                   300                                 22400                             6/1/2006                                127.93                             22267.44                                        20                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      4517                                   300                                150000                            6/20/2006                                615.24                             79944.21                                      38.5                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4518                                   300                                 81000                            6/20/2006                                721.49                             80850.23                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4519                                   300                                 57000                            6/20/2006                                326.71                                57000                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4520                                   300                                 63000                            6/20/2006                                360.96                              62971.9                               15.36999989                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      4521                                   300                                 91600                            6/20/2006                                777.97                                91600                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4522                                   300                                 56250                            6/20/2006                                322.38                             56235.29                                        30                  No MI                                                                                      3.25                             9/1/2006                                    18                                 3.25                                     0
      4523                                   300                                 50000                             6/1/2006                                355.65                                50000                                        10                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      4524                                   300                                134800                            6/20/2006                               1101.94                               134800                               15.46000004                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4525                                   300                                 25050                            6/20/2006                                126.58                             22078.94                               10.22000027                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4526                                   300                                 39500                             7/1/2006                                226.45                                39500                               19.97999954                  No MI                                                                                       1.5                            10/1/2006                                    18                                  1.5                                     0
      4527                                   300                                 20500                            6/20/2006                                116.73                             20361.43                                        10                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4528                                   300                                 95000                            6/20/2006                                543.13                             94929.53                                        20                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4529                                   300                                 29800                            6/20/2006                           205.8916345                               347.19                               10.72000027                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4530                                   300                                108600                            6/20/2006                                622.59                               108600                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4531                                   300                                 36000                            6/20/2006                                206.38                                36000                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      4532                                   300                                 37800                             7/1/2006                                 216.7                                37800                                        20                  No MI                                                                                         2                            10/1/2006                                    18                                    2                                     0
      4533                                   300                                 94000                            6/20/2006                                538.89                                94000                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4534                                   300                                 67250                            6/20/2006                                385.32                             67212.69                               14.98999977                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      4535                                   300                                 67000                             7/1/2006                           462.9107219                             66982.33                               18.87000084                  No MI                                                                                     0.375                            10/1/2006                                    18                                0.375                                     0
      4536                                   300                                 33500                            6/20/2006                                189.95                             33164.54                                        10                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4537                                   300                                100000                             7/1/2006                                859.93                               100000                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4538                                   300                                143250                             7/1/2006                               1094.98                               143250                                        15                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4539                                   300                                 67375                             7/1/2006                                579.38                                67375                                        25                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4540                                   300                                 28980                            7/20/2006                                172.29                                28980                                        20                  No MI                                                                                     2.375                            10/1/2006                                    18                                2.375                                     0
      4541                                   300                                 98050                             7/1/2006                                582.62                             97990.97                                        20                  No MI                                                                                     1.125                            10/1/2006                                    18                                1.125                                     0
      4542                                   300                                112500                            6/20/2006                                890.54                            111843.86                               24.98999977                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4543                                   300                                 78000                             7/1/2006                                 66.26                                10000                                        20                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4544                                   300                                180000                            6/20/2006                                987.51                            178878.08                                        15                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4545                                   300                                100000                            6/20/2006                                552.05                               100000                                     15.75                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4546                                   300                                 20000                            6/20/2006                                114.62                             19994.25                                        10                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4547                                   300                                400000                            6/20/2006                               2208.22                               400000                               48.47999954                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4548                                   300                                 40000                            6/20/2006                                193.22                                35000                               11.35999966                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4549                                   300                                 30600                            6/20/2006                                253.39                                30600                                        15                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4550                                   300                                 70750                            6/20/2006                                390.58                                70750                                        10                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4551                                   300                                100000                            6/20/2006                                 77.29                                14000                               30.39999962                  No MI                                                                                     -0.25                             9/1/2006                                    18                                    0                                     0
      4552                                   300                                 45500                            6/20/2006                                251.67                             43927.54                                        10                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4553                                   300                                 60000                             6/1/2006                                331.23                                60000                               9.970000267                  No MI                                                                                         0                             9/1/2006                                    18                                    0                                     0
      4554                                   300                                188950                            6/20/2006                               1685.02                               188950                               10.10000038                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4555                                   300                                 70000                            6/20/2006                                 401.3                                70000                               26.31999969                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4556                                   300                                 43500                            6/20/2006                                240.14                                43500                                        10                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4557                                   300                                 10000                            6/20/2006                                 95.55                                10000                               2.119999886                  No MI                                                                                         3                             9/1/2006                                    18                                    3                                     0
      4558                                   300                                 64400                            6/20/2006                                355.52                                64400                                        20                  No MI                                                                                       3.5                             9/1/2006                                    18                                  3.5                                     0
      4559                                   300                                100000                            6/20/2006                                 33.48                              6061.99                               30.29999924                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4560                                   300                                149000                            6/20/2006                                1281.3                               149000                               50.50999832                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4561                                   300                                 62500                             6/1/2006                                 62.87                              8898.64                                        10                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      4562                                   300                                 66900                            6/20/2006                                383.53                                66900                                        15                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      4563                                   300                                 98780                            6/20/2006                                776.03                             97940.14                               22.70999908                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4564                                   300                                 48045                            6/20/2006                                494.76                                48045                                        30                  No MI                                                                                     3.875                             9/1/2006                                    18                                3.875                                     0
      4565                                   300                                142000                            6/20/2006                               1115.58                               142000                               13.09000015                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4566                                   300                                 52000                            6/20/2006                                287.07                                52000                               20.01000023                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4567                                   300                                 91000                            6/20/2006                                521.69                                91000                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4568                                   300                                162500                            6/20/2006                               1086.84                            162497.22                                        10                  No MI                                                                                      0.25                             9/1/2006                                    18                                 0.25                                     0
      4569                                   300                                140000                            6/20/2006                           1346.929812                               140000                                        20                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4570                                   300                                 70400                            6/20/2006                                388.64                             70399.31                               26.46999931                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4571                                   300                                 30000                            6/20/2006                                171.99                                30000                               9.930000305                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4572                                   300                                 84000                            6/20/2006                                615.33                                84000                                        20                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      4573                                   300                                 42750                            6/20/2006                                245.08                                42750                                        15                  No MI                                                                                         5                             9/1/2006                                    18                                    5                                     0
      4574                                   300                                 16250                            6/20/2006                                 93.16                                16250                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4575                                   300                                 83640                            6/20/2006                                621.57                                83640                               12.89999962                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      4576                                   300                                 79502                            6/20/2006                                497.97                             79500.29                                        10                  No MI                                                                                    -0.125                             9/1/2006                                    18                                    0                                     0
      4577                                   300                                 29380                            6/20/2006                                162.19                                29380                                        20                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
      4578                                   300                                 94500                            6/20/2006                                752.44                                94500                                        15                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4579                                   300                                140000                            6/20/2006                                 802.6                               140000                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4580                                   300                                100600                            6/20/2006                                744.03                            100117.68                                        20                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4581                                   300                                 46600                            6/20/2006                                257.26                                46600                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4582                                   300                                 37320                            6/20/2006                                203.94                                37032                                        20                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
      4583                                   300                                100400                            6/20/2006                                552.58                            100096.05                                        15                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      4584                                   300                                 34500                            6/20/2006                                190.19                                34480                                        15                  No MI                                                                                      4.25                             9/1/2006                                    18                                 4.25                                     0
      4585                                   300                                250000                            6/20/2006                                284.15                                49100                               45.45000076                  No MI                                                                                     0.125                             9/1/2006                                    18                                0.125                                     0
      4586                                   300                                138000                            6/20/2006                               1230.66                               138000                               25.04999924                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4587                                   300                                 75000                            6/20/2006                                254.83                                44450                               13.64000034                  No MI                                                                                       0.5                             9/1/2006                                    18                                  0.5                                     0
      4588                                   300                                140000                            6/20/2006                                795.89                             138828.5                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4589                                   300                                 16900                            6/20/2006                                139.87                             16890.86                                        10                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4590                                   300                                 67000                            6/20/2006                                369.88                                67000                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4591                                   300                                144000                            6/20/2006                               1206.98                             143920.6                               21.18000031                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4592                                   300                                 50000                            6/20/2006                                286.64                                50000                               14.07999992                  No MI                                                                                    -0.375                             9/1/2006                                    18                                    0                                     0
      4593                                   300                                 59328                            6/20/2006                           400.5869047                                59328                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4594                                   300                                 63000                            6/20/2006                                  79.7                               9697.5                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4595                                   300                                 17300                            6/20/2006                                161.61                             17298.93                               11.02000046                  No MI                                                                                      2.75                             9/1/2006                                    18                                 2.75                                     0
      4596                                   300                                 50000                            6/20/2006                           337.6035807                                50000                               20.81999969                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4597                                   300                                101250                            6/20/2006                                558.96                               101250                                        15                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4598                                   300                                300000                            6/20/2006                           2441.004371                            296636.68                               8.109999657                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      4599                                   300                                200000                            6/20/2006                               1078.72                               195400                               66.66999817                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4600                                   300                                 92700                            6/20/2006                                530.06                                92460                                        18                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      4601                                   300                                 59350                            6/20/2006                                466.23                             59346.09                                        20                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4602                                   300                                 55000                            6/20/2006                                303.52                                54980                                        20                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4603                                   300                                 25000                            6/20/2006                                143.32                                25000                                        10                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4604                                   300                                115200                            6/20/2006                                635.97                               115200                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4605                                   300                                 40000                            6/20/2006                                325.36                                39950                                        10                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      4606                                   300                                100000                             6/1/2006                                 407.7                             70398.02                               27.43000031                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      4607                                   300                                 97800                            6/20/2006                                539.91                                97800                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      4608                                   300                                 48750                            5/20/2006                                277.81                                48750                                        15                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4609                                   300                                 55250                            6/20/2006                                316.74                                55250                               14.98999977                  No MI                                                                                      3.25                             9/1/2006                                    18                                 3.25                                     0
      4610                                   300                                 88000                            6/20/2006                                670.17                             87812.75                               9.170000076                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      4611                                   300                                 56135                            6/20/2006                                482.72                                56135                                        25                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4612                                   300                                 10700                            6/20/2006                                 61.34                                10700                               7.130000114                  No MI                                                                                     3.375                             9/1/2006                                    18                                3.375                                     0
      4613                                   300                                 75000                            6/20/2006                                579.13                             69936.45                               28.29999924                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      4614                                   300                                 90300                            6/20/2006                                805.97                             90408.64                                        30                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4615                                   300                                109000                            6/20/2006                                925.75                               109000                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      4616                                   300                                 90000                            6/20/2006                                515.96                                90000                               15.64999962                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      4617                                   300                                 57450                            6/20/2006                                329.35                                57450                                        15                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      4618                                   300                                 50000                            6/20/2006                                101.03                                19500                               15.38000011                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      4619                                   300                                 40000                            6/20/2006                                386.44                                40000                               17.94000053                  No MI                                                                                     3.125                             9/1/2006                                    18                                3.125                                     0
      4620                                   300                                109468                            6/20/2006                                918.11                               109468                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4621                                   300                                 39200                            6/20/2006                                224.73                                39200                                        10                  No MI                                                                                     2.875                             9/1/2006                                    18                                2.875                                     0
      4622                                   300                                100000                            6/20/2006                                594.52                               100000                               29.87999916                  No MI                                                                                       2.5                             9/1/2006                                    18                                  2.5                                     0
      4623                                   300                                200000                            6/20/2006                               1143.58                            136069.31                               4.650000095                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      4624                                   300                                131250                            6/20/2006                               1012.01                               116250                               24.76000023                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      4625                                   300                                140000                            5/20/2006                                1203.9                               140000                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      4626                                   360                                 35000                             3/1/2006                                238.77                                35000                               19.02000046                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      4627                                   360                                 85600                             4/1/2006                                573.81                              85243.3                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4628                                   360                                 46800                            4/15/2006                           454.5503291                             46461.28                                        20                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      4629                                   360                                 17000                             4/1/2006                           136.7858449                             16954.11                               9.289999962                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4630                                   360                                 54580                             3/1/2006                                339.44                             54579.47                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4631                                   360                                 21735                             4/1/2006                                128.45                             21731.09                                        15                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      4632                                   360                                 76000                             4/1/2006                                419.56                                76000                               9.739999771                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4633                                   360                                 76500                             6/1/2006                                424.42                                76500                                        10                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4634                                   300                                 60250                             1/1/2006                                767.57                                60250                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      4635                                   300                                 59000                             1/1/2006                                679.34                             58172.56                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      4636                                   300                                 55400                             1/1/2006                                611.68                                55400                                        10                  No MI                                            1.00E+16                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      4637                                   300                                115800                             3/1/2006                               1155.62                               115800                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4638                                   300                                 57300                             1/1/2006                                688.87                              56930.4                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      4639                                   300                                 31200                             1/1/2006                                348.47                             30965.83                                        10                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4640                                   300                                120000                             3/1/2006                               1197.53                               120000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4641                                   300                                 86200                             1/1/2006                                970.05                                86200                               10.53999996                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4642                                   300                                 62850                             2/1/2006                                733.97                                62850                               9.989999771                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      4643                                   300                                 26750                             1/1/2006                                299.71                             26632.84                                        10                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4644                                   300                                 33500                             2/1/2006                                391.22                                33500                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      4645                                   300                                 60000                             1/1/2006                                700.55                             59988.49                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      4646                                   300                                 82000                             2/1/2006                                761.36                             81495.08                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4647                                   300                                 89800                             1/1/2006                                838.95                                89800                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4648                                   300                                 33800                             1/1/2006                                436.34                             33716.49                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      4649                                   300                                 69400                             2/1/2006                                648.37                                69400                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4650                                   300                                 26500                             1/1/2006                           339.4201119                             26294.61                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      4651                                   300                                 34000                             2/1/2006                                375.33                             33993.48                               5.480000019                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      4652                                   300                                 48600                             1/1/2006                                546.92                                48600                                        10                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4653                                   300                                 22000                             2/1/2006                                 242.9                                22000                               9.569999695                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      4654                                   300                                 28781                             2/1/2006                                354.26                             28771.11                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      4655                                   300                                 48000                             2/1/2006                                591.12                                48000                                        10                  No MI                                                    1001870051126829S                 6.25                             9/1/2006                                    18                                 6.25                                     0
      4656                                   300                                 42290                             2/1/2006                           476.9615499                             42273.78                                        10                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      4657                                   300                                 40100                             2/1/2006                                485.37                             38099.09                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      4658                                   300                                 17200                             2/1/2006                                200.86                                17200                                        10                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      4659                                   300                                120000                            6/15/2006                               1159.32                               120000                                        10                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
      4660                                   300                                 59700                            5/15/2006                                621.13                                59700                                        15                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      4661                                   300                                400000                             5/1/2006                               2135.27                               300000                               60.97999954                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      4662                                   300                                103500                             5/1/2006                                 483.9                                43000                               15.22000027                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4663                                   360                                 82500                             5/1/2006                                 544.2                             82194.33                                        15                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4664                                   300                                 71990                             6/1/2006                                559.41                                71990                               11.73999977                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      4665                                   360                                 57000                             4/1/2006                                490.35                                57000                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4666                                   360                                 25000                             6/1/2006                                133.56                                25000                               7.460000038                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4667                                   300                                 66000                            5/15/2006                                549.48                                66000                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4668                                   300                                 25000                             6/1/2006                                212.33                                25000                               15.63000011                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      4669                                   360                                 72000                            4/15/2006                                397.48                                72000                                        20                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4670                                   300                                 57500                            5/15/2006                                459.39                             57182.57                                        10                  No MI                                            1.00E+17                                 1.125                             9/1/2006                                    18                                1.125                                     0
      4671                                   360                                 46000                            5/15/2006                           290.7512908                              45898.7                               17.04000092                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4672                                   300                                200000                            5/15/2006                               1612.66                            199866.61                               9.090000153                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4673                                   360                                 43800                             5/1/2006                                 285.3                                43800                                        20                  No MI                                            1.00E+17                                     3                            10/1/2006                                    18                                    3                                     0
      4674                                   300                                330000                            5/15/2006                               2867.14                            329347.89                                        15                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4675                                   360                                 55000                             6/1/2006                                  66.6                                 9359                               12.43999958                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4676                                   360                                 60000                            5/15/2006                                198.87                             37118.67                               17.63999939                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4677                                   300                                186000                            5/15/2006                               1636.75                            185748.94                                        15                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      4678                                   360                                 58000                             6/1/2006                                309.66                             57961.85                               26.97999954                  No MI                                            1.00E+17                                  0.25                             9/1/2006                                    18                                 0.25                                     0
      4679                                   300                                271500                            5/15/2006                               2455.22                            248673.18                               31.94000053                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      4680                                   360                                 42744                             5/1/2006                                256.16                             42743.03                                        20                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      4681                                   300                                100000                             5/1/2006                                 902.4                               100000                                        10                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
      4682                                   300                                411000                            5/15/2006                               3576.94                            410884.24                               14.17000008                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4683                                   360                                111050                             6/1/2006                                593.28                               111050                                        20                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      4684                                   360                                100000                            5/15/2006                                126.35                             22371.82                               12.98999977                  No MI                                            1.00E+17                                 0.875                             9/1/2006                                    18                                0.875                                     0
      4685                                   300                                 47800                            5/15/2006                                375.52                             47799.17                                        10                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      4686                                   360                                 25000                            5/15/2006                                135.72                             24500.86                               7.989999771                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4687                                   300                                 31700                            5/15/2006                                 260.9                             31505.94                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4688                                   360                                 10000                            5/15/2006                                 33.77                              6202.56                               2.619999886                  No MI                                            1.00E+17                                  0.25                             9/1/2006                                    18                                 0.25                                     0
      4689                                   300                                200000                            6/15/2006                                1677.4                               200000                                        10                  No MI                                            1.00E+17                                 1.875                             9/1/2006                                    18                                1.875                                     0
      4690                                   360                                 50000                            5/15/2006                                269.34                              48726.5                               23.14999962                  No MI                                            1.00E+17                                  0.75                           10/15/2006                                    18                                 0.75                                     0
      4691                                   300                                 80496                            5/15/2006                                734.94                                80496                               12.47999954                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4692                                   360                                 20000                            5/15/2006                           126.4136047                             19606.79                               8.729999542                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4693                                   360                                 47000                            5/15/2006                                259.47                                47000                               12.30000019                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4694                                   300                                 75000                            5/15/2006                                556.61                             74764.24                                        10                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
      4695                                   360                                 95000                             5/1/2006                                563.34                             92935.54                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4696                                   300                                 35000                            5/15/2006                                289.83                                35000                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4697                                   360                                 14000                             5/1/2006                                 77.29                                14000                               3.079999924                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4698                                   300                                 99700                            5/15/2006                                 51.24                                146.4                               11.97000027                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      4699                                   360                                100000                             6/1/2006                                398.88                             73790.85                               15.60000038                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4700                                   300                                275000                            5/15/2006                               2277.23                               275000                               16.67000008                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4701                                   360                                 40000                             6/1/2006                                 75.33                                14250                               16.80999947                  No MI                                            1.00E+17                                  0.25                             9/1/2006                                    18                                 0.25                                     0
      4702                                   300                                 60000                            5/15/2006                                503.11                                60000                                        15                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      4703                                   360                                110000                            6/15/2006                                607.26                               110000                               11.82999992                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4704                                   300                                 60500                             6/1/2006                                597.33                                60500                                        10                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      4705                                   360                                 25000                             5/1/2006                           158.0170059                                17000                               11.63000011                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4706                                   300                                 98250                            5/15/2006                               1001.15                             96226.77                               25.64999962                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      4707                                   360                                150000                            5/15/2006                           948.1020352                                70000                                     25.25                  No MI                                            1.00E+17                                   0.5                             9/1/2006                                    18                                  0.5                                     0
      4708                                   360                                 10000                             5/1/2006                                  17.2                                 3250                               9.350000381                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4709                                   300                                 45000                            5/15/2006                                451.35                             44751.58                                        10                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      4710                                   360                                146700                             5/1/2006                                   157                             28297.04                               39.33000183                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4711                                   360                                 50000                             6/1/2006                                 41.17                              7741.12                               24.34000015                  No MI                                            1.00E+17                                   0.5                             9/1/2006                                    18                                  0.5                                     0
      4712                                   300                                107500                             5/1/2006                               1107.03                               107500                               15.93000031                  No MI                                            1.00E+17                                 3.875                             9/1/2006                                    18                                3.875                                     0
      4713                                   300                                431000                            6/15/2006                               4301.14                               431000                               24.98999977                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4714                                   360                                 78450                             5/1/2006                                433.08                             78449.12                                        15                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4715                                   300                                 38200                            5/15/2006                                341.82                             37879.62                               9.409999847                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
      4716                                   360                                 50000                            5/15/2006                           316.0340117                             42655.88                               10.80000019                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4717                                   300                                 81750                            5/15/2006                                737.44                             81719.65                                        15                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
      4718                                   360                                 25750                            5/15/2006                                142.15                                25750                                        10                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4719                                   300                                168000                            5/15/2006                                1551.7                               168000                                      17.5                  No MI                                            1.00E+17                                 2.625                             9/1/2006                                    18                                2.625                                     0
      4720                                   360                                 24400                             5/1/2006                                130.36                             24399.37                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4721                                   300                                335200                            5/15/2006                               2882.18                            335163.81                                        15                  No MI                                            1.00E+17                                 1.875                             9/1/2006                                    18                                1.875                                     0
      4722                                   360                                 24000                            5/15/2006                           151.6963256                                24000                                        15                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4723                                   300                                 29500                            5/15/2006                                278.73                                29500                                         5                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      4724                                   300                                 70000                            5/15/2006                                586.63                             69945.66                                        10                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      4725                                   360                                 25000                            5/15/2006                           158.0170059                             24556.95                               8.869999886                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4726                                   300                                 33500                            6/15/2006                                337.87                                33500                                        10                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      4727                                   360                                 35850                            5/15/2006                           226.5963864                             25003.08                               23.89999962                  No MI                                            1.00E+17                                  0.25                             9/1/2006                                    18                                  7.5                                     0
      4728                                   360                                 50827                             5/1/2006                                280.59                                50827                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4729                                   360                                 50000                            5/15/2006                                 175.8                             31833.27                               9.520000458                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4730                                   300                                 47550                            5/15/2006                           427.9043391                             46301.36                                        15                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      4731                                   360                                 35000                             6/1/2006                                190.97                             34589.84                               21.73999977                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4732                                   300                                 61000                            6/15/2006                                576.37                                61000                                        10                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      4733                                   360                                 20000                            5/15/2006                                 76.26                             13806.14                                         8                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4734                                   300                                 62250                             5/1/2006                                640.16                                59250                                        15                  No MI                                            1.00E+17                                 4.375                             9/1/2006                                    18                                4.375                                     0
      4735                                   300                                 76000                             6/1/2006                                709.98                             75347.48                               9.930000305                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      4736                                   360                                182000                             5/1/2006                                1011.6                               182000                                        20                  No MI                                            1.00E+17                                 0.375                             9/1/2006                                    18                                0.375                                     0
      4737                                   300                                180000                            6/15/2006                               1968.29                               180000                                        15                  No MI                                            1.00E+17                                 4.625                             9/1/2006                                    18                                4.625                                     0
      4738                                   360                                 43000                            5/15/2006                                237.37                             42997.38                                        20                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      4739                                   300                                 86000                            6/15/2006                                776.06                                86000                               15.93000031                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
      4740                                   360                                100000                             6/1/2006                                515.18                             93967.84                               20.65999985                  No MI                                            1.00E+17                                   0.5                             9/1/2006                                    18                                  0.5                                     0
      4741                                   300                                 33000                            6/15/2006                                 308.3                             32621.58                               6.289999962                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      4742                                   360                                 65889                             5/1/2006                              416.4633                                65889                                        10                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4743                                   300                                 62200                            6/15/2006                                 515.8                             61500.21                                        10                  No MI                                            1.00E+17                                 1.625                             9/1/2006                                    18                                1.625                                     0
      4744                                   300                                126000                            5/15/2006                               1283.93                             125976.8                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      4745                                   360                                 18800                             6/1/2006                           118.8287884                                18800                               8.869999886                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4746                                   300                                 64000                             6/1/2006                                575.68                             63855.07                                        10                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
      4747                                   360                                 57350                             5/1/2006                                316.28                             57293.95                               21.15999985                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4748                                   300                                 80000                            6/15/2006                                628.49                                80000                                        10                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      4749                                   360                                 10000                             5/1/2006                                 55.21                                10000                               11.63000011                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4750                                   300                                 50000                            6/15/2006                                472.43                                50000                               6.920000076                  No MI                                            1.00E+17                                 2.875                             9/1/2006                                    18                                2.875                                     0
      4751                                   360                                 30000                             5/1/2006                                135.74                             24490.51                               9.380000114                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4752                                   300                                230000                            5/15/2006                                1552.5                               230000                                        10                  No MI                                            1.00E+17                                 0.875                             9/1/2006                                    18                                0.875                                     0
      4753                                   360                                 90900                            5/15/2006                           574.5498334                             90461.87                               12.56999969                  No MI                                            1.00E+17                                  0.25                             9/1/2006                                    18                                 0.25                                     0
      4754                                   300                                 25000                            6/15/2006                                219.06                             24108.22                                        10                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
      4755                                   360                                 31400                             6/1/2006                                167.75                                31400                                        20                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      4756                                   300                                268250                            6/15/2006                               2989.52                            268180.17                               20.09000015                  No MI                                            1.00E+17                                 4.875                             9/1/2006                                    18                                4.875                                     0
      4757                                   360                                 50000                             6/1/2006                                 227.9                             41150.47                               20.65999985                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4758                                   300                                 35000                            6/15/2006                                352.66                             34966.16                               5.789999962                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      4759                                   360                                250000                            6/15/2006                                137.92                             24983.56                               42.52000046                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4760                                   360                                 60000                            5/15/2006                                276.03                             49999.89                               23.17000008                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4761                                   300                                223100                            6/15/2006                               1989.56                               223100                               16.42000008                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4762                                   360                                 36400                             6/1/2006                                194.47                                36400                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4763                                   360                                 35000                             6/1/2006                                141.54                             14629.84                               18.47999954                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    1                                     0
      4764                                   300                                221580                             5/1/2006                               2443.17                            221280.23                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      4765                                   360                                 19000                             5/1/2006                                104.86                             18994.48                               7.920000076                  No MI                                            1.00E+17                                  0.25                             9/1/2006                                    18                                 0.25                                     0
      4766                                   300                                 78000                            5/15/2006                                   585                                78000                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4767                                   360                                100000                            5/15/2006                                500.85                             90902.41                               14.78999996                  No MI                                            1.00E+17                                 0.375                             9/1/2006                                    18                                0.375                                     0
      4768                                   300                                 78000                            6/15/2006                                761.84                                78000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      4769                                   360                                 25000                            5/15/2006                                138.01                                25000                               19.76000023                  No MI                                            1.00E+17                                  0.25                             9/1/2006                                    18                                 0.25                                     0
      4770                                   300                                200000                            5/15/2006                               1995.89                               200000                               21.04999924                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4771                                   360                                 17000                             6/1/2006                                 90.82                             16999.66                                        20                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      4772                                   360                                 40000                             5/1/2006                                 213.7                                40000                                        10                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4773                                   360                                 40000                             6/1/2006                                164.96                             29881.18                               14.05000019                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4774                                   360                                 38720                            5/15/2006                                221.94                             38713.33                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4775                                   360                                 33775                             6/1/2006                                158.14                                29600                               21.54000092                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      4776                                   360                                 20000                             6/1/2006                                  97.4                             18270.53                               7.659999847                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4777                                   360                                100000                             6/1/2006                                488.08                             88416.05                               21.54999924                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4778                                   360                                 40000                             6/1/2006                                213.31                             39927.95                               34.77999878                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4779                                   360                                 22500                            5/15/2006                                124.21                             22499.18                                        10                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4780                                   360                                184883                             6/1/2006                                987.73                               184883                               26.87000084                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4781                                   360                                 69724                             6/1/2006                                 24.67                              4753.26                               37.49000168                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4782                                   360                                 15000                             6/1/2006                                 35.68                              6489.57                               10.78999996                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4783                                   360                                 25000                             6/1/2006                                 132.4                             24804.41                               8.899999619                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4784                                   360                                 24000                             6/1/2006                                127.86                                24000                               13.94999981                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4785                                   360                                 42000                             6/1/2006                                240.51                             41953.39                                        10                  No MI                                            1.00E+17                                  2.25                             9/1/2006                                    18                                 2.25                                     0
      4786                                   360                                 68200                             6/1/2006                                    10                               121.22                               15.22000027                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4787                                   360                                 14200                             6/1/2006                                 56.34                              9871.63                               5.739999771                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4788                                   360                                105000                             6/1/2006                                136.01                             25528.04                               27.93000031                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4789                                   360                                 10000                            5/15/2006                           63.20680235                               9420.7                                3.49000001                  No MI                                            1.00E+17                                  0.25                             9/1/2006                                    18                                 0.25                                     0
      4790                                   300                                 42000                            7/20/2006                                 333.7                                42000                                         5                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4791                                   300                                 67000                            7/20/2006                                   469                                67000                               10.63000011                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      4792                                   300                                 50000                            7/20/2006                                339.73                                50000                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      4793                                   300                                 21900                            7/20/2006                                177.83                              21727.2                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      4794                                   300                                 24940                            7/20/2006                             283.63209                                24940                                        10                  No MI                                            1.00E+17                                 4.875                             9/1/2006                                    18                                4.875                                     0
      4795                                   300                                 43600                            7/20/2006                           483.5467886                                43600                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4796                                   300                                 40200                            7/20/2006                                308.26                              40183.7                               15.01000023                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      4797                                   300                                 74700                            7/20/2006                           814.4945401                                74700                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4798                                   300                                 51000                            7/20/2006                                379.76                             50991.23                                        15                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      4799                                   300                                 63100                            7/20/2006                                436.95                                63100                               19.98999977                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      4800                                   300                                161000                            7/20/2006                                109.12                             16034.71                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4801                                   300                                 54500                            7/20/2006                                380.63                              54470.3                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      4802                                   300                                 71980                            7/20/2006                           784.8369076                             71917.07                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4803                                   300                                 19000                            7/20/2006                                160.07                                19000                               6.230000019                  No MI                                            1.00E+17                                  8.25                             9/1/2006                                    18                                 8.25                                     0
      4804                                   300                                 96800                            7/20/2006                            1165.24069                                96800                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      4805                                   300                                 56600                            7/20/2006                                 479.2                             56537.97                               9.029999733                  No MI                                            1.00E+17                                   8.5                             9/1/2006                                    18                                  8.5                                     0
      4806                                   300                                 20000                            7/20/2006                                175.34                                20000                               3.309999943                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      4807                                   300                                 77980                            7/20/2006                                606.74                                77980                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4808                                   300                                 43980                            7/20/2006                                303.94                                43980                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      4809                                   300                                 47000                            7/20/2006                                373.42                                47000                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      4810                                   300                                150600                            7/20/2006                               1128.47                               150600                               14.98999977                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      4811                                   300                                 86600                            7/20/2006                                652.47                                86600                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4812                                   300                                 36400                            7/20/2006                                262.69                             36387.63                                        10                  No MI                                            1.00E+17                                   7.5                             9/1/2006                                    18                                  7.5                                     0
      4813                                   300                                 39500                            7/20/2006                                268.38                                39500                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      4814                                   300                                 60790                            7/20/2006                                461.63                             60766.02                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      4815                                   300                                 94000                            7/20/2006                                638.68                                94000                               14.23999977                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      4816                                   300                                 70000                            7/20/2006                                489.52                                70000                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      4817                                   300                                 27300                            7/20/2006                                 214.6                             27259.42                                        20                  No MI                                            1.00E+17                                 6.375                             9/1/2006                                    18                                6.375                                     0
      4818                                   300                                 55000                            7/20/2006                                397.81                                55000                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      4819                                   300                                 29500                            7/20/2006                                241.38                              29496.3                                        10                  No MI                                            1.00E+17                                  8.25                             9/1/2006                                    18                                 8.25                                     0
      4820                                   300                                185399                            7/20/2006                                1259.7                               185399                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4821                                   300                                 89980                            7/20/2006                                689.03                                89980                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4822                                   300                                 32500                            7/20/2006                                228.39                                32500                                        10                  No MI                                            1.00E+17                                  8.25                             9/1/2006                                    18                                 8.25                                     0
      4823                                   300                                 70200                            7/20/2006                                531.47                             70138.46                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4824                                   300                                 77780                            7/20/2006                                586.01                                77780                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4825                                   300                                 65400                            7/20/2006                           713.0916054                                65400                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4826                                   300                                 35980                            7/20/2006                                247.27                             35743.42                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4827                                   300                                 29900                            7/20/2006                                206.84                                29900                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4828                                   300                                 43300                            7/20/2006                                301.32                                43300                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      4829                                   300                                 85800                            7/20/2006                                581.61                             85235.84                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4830                                   300                                 42000                            7/20/2006                                285.37                                42000                                        10                  No MI                                            1.00E+17                                     8                             9/1/2006                                    18                                    8                                     0
      4831                                   300                                 73000                            7/20/2006                           949.1884854                                73000                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      4832                                   300                                 24495                            7/20/2006                                108.51                                24495                                        15                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      4833                                   300                                 50000                            7/20/2006                                339.73                                50000                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4834                                   360                                 50000                            5/15/2006                                149.05                                27000                               8.260000229                  No MI                                            1.00E+17                                   0.5                             9/1/2006                                    18                                  0.5                                     0
      4835                                   360                                 31900                             4/1/2006                                262.19                                31900                                        10                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4836                                   360                                 64800                             5/1/2006                           409.5800792                             64277.62                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      4837                                   360                                100000                            4/15/2006                                470.34                             85198.68                               16.12999916                  No MI                                            1.00E+17                                  0.25                             9/1/2006                                    18                                 0.25                                     0
      4838                                   360                                 15000                            4/15/2006                                 86.49                             14997.33                               27.78000069                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4839                                   360                                 70000                             5/1/2006                                431.51                                70000                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4840                                   360                                 88000                             4/1/2006                            922.148861                                88000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4841                                   360                                 58500                             4/1/2006                                322.94                             58497.95                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4842                                   360                                 28000                            5/15/2006                           176.9790466                                27800                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4843                                   360                                 31759                            5/15/2006                           195.5456257                              23937.7                               26.48999977                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4844                                   360                                150000                             5/1/2006                                837.33                               150000                                        40                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4845                                   360                                 37114                            5/15/2006                           360.4739511                             37112.28                                        20                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      4846                                   240                                281320                            7/31/2005                               1962.32                            276220.68                               44.65000153                  No MI                                                                                         0                             9/1/2006                                    25                                 3.55                                     0
      4847                                   240                                100500                            8/31/2005                                710.42                               100000                               24.21999931                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      4848                                   240                                 42000                            8/31/2005                                318.12                             39936.15                               9.880000114                  No MI                                                                                         1                             9/1/2006                                    25                                 3.55                                     0
      4849                                   240                                 59200                            8/31/2005                                183.75                             23155.42                               11.27999973                  No MI                                                                                       0.5                             9/1/2006                                    25                                 3.55                                     0
      4850                                   240                                 38461                            8/31/2005                                318.99                             38017.95                               9.989999771                  No MI                                                                                       1.5                             9/1/2006                                    25                                  3.5                                     0
      4851                                   240                                250000                            8/31/2005                                161.45                             22951.57                               47.16999817                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      4852                                   240                                288000                            8/31/2005                           2453.949079                            279596.74                               55.91999817                  No MI                                                                                         0                             9/1/2006                                    25                                 3.55                                     0
      4853                                   240                                 85000                            8/31/2005                                395.67                             54043.74                               23.94000053                  No MI                                                                                      0.25                             9/1/2006                                    25                                  3.5                                     0
      4854                                   240                                106300                            8/31/2005                           939.3844836                             106140.2                               21.26000023                  No MI                                                                                       0.5                             9/1/2006                                    25                                 3.55                                     0
      4855                                   300                                 39450                            5/20/2006                                435.57                                39450                                        15                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      4856                                   300                                 56000                            5/20/2006                                701.53                                56000                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      4857                                   300                                 60000                            5/20/2006                                789.86                                60000                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      4858                                   300                                 35500                            5/20/2006                                482.41                                35500                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      4859                                   300                                 35000                            5/20/2006                                432.82                             34550.75                               6.670000076                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      4860                                   300                                 65000                            5/20/2006                                690.07                                65000                               12.31000042                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4861                                   300                                 44000                            5/20/2006                                467.12                                44000                                        10                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4862                                   300                                 56600                            5/20/2006                                600.83                             56594.42                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4863                                   300                                 38000                            5/20/2006                                451.83                             37999.25                               5.309999943                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      4864                                   300                                140000                            5/20/2006                               1545.75                               140000                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      4865                                   300                                 50000                            5/20/2006                                636.83                             49989.73                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      4866                                   300                                 32500                            5/20/2006                                420.94                                32500                                        10                  No MI                                                                                         7                             9/1/2006                                    18                                    7                                     0
      4867                                   300                                 47000                            5/20/2006                                596.58                             46828.56                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      4868                                   300                                 16850                            5/20/2006                                211.09                                16850                                         5                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      4869                                   300                                 52000                            5/20/2006                                684.55                                52000                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      4870                                   300                                 35000                            5/20/2006                           441.5126588                             34670.61                                9.93999958                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      4871                                   300                                 60934                            5/20/2006                                646.69                                60934                               9.989999771                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4872                                   300                                 15000                            5/20/2006                                203.83                             14999.47                               12.77000046                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      4873                                   300                                134200                            5/20/2006                               1481.72                               134200                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      4874                                   300                                 68400                            5/20/2006                                726.16                                68400                               19.98999977                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4875                                   300                                 22000                            5/20/2006                                322.32                                22000                                        10                  No MI                                                                                         9                             9/1/2006                                    18                                    9                                     0
      4876                                   300                                 72000                            5/20/2006                                774.73                             71543.84                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4877                                   300                                 75320                            5/20/2006                                 895.4                                75320                                        20                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      4878                                   300                                 29000                            4/20/2006                           316.2026996                             28990.77                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4879                                   300                                 61700                            5/20/2006                                770.13                             61476.02                                        10                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      4880                                   300                                175000                            5/20/2006                           1940.841468                              61034.5                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4881                                   300                                 45000                            5/20/2006                           593.8853558                             44941.16                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      4882                                   300                                 59400                            5/20/2006                           715.0340597                                59400                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      4883                                   300                                 42000                            5/20/2006                                483.36                             40650.97                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      4884                                   300                                 52000                            5/20/2006                                552.05                                52000                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4885                                   300                                 43000                            5/20/2006                                456.51                                43000                                        10                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4886                                   300                                 59199                            5/20/2006                                612.01                             58823.95                               14.98999977                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      4887                                   300                                 60000                            5/20/2006                                751.64                                60000                               8.020000458                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      4888                                   300                                103600                            5/20/2006                               1142.93                            103516.33                                        20                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      4889                                   300                                 72500                            5/20/2006                                769.69                                72500                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4890                                   300                                 35000                            5/20/2006                                437.19                             34904.07                               7.900000095                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      4891                                   300                                 50700                            5/20/2006                                613.61                                50700                                      9.75                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      4892                                   300                                 67200                            5/20/2006                                713.42                                67200                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      4893                                   300                                 69300                            5/20/2006                                912.29                                69300                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      4894                                   300                                 46500                            5/20/2006                           533.2156992                             34081.45                                        15                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4895                                   300                                 36000                            5/20/2006                                473.92                                36000                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      4896                                   300                                 18000                            5/20/2006                                228.82                             17960.96                               4.800000191                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      4897                                   300                                 71500                            5/20/2006                                834.98                                71500                               11.26000023                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      4898                                   300                                 22788                            5/20/2006                                237.09                                22788                                        10                  No MI                                                                                         4                             9/1/2006                                    18                                    4                                     0
      4899                                   300                                 63500                            5/20/2006                                755.04                                63500                                        10                  No MI                                                                                      5.75                             9/1/2006                                    18                                 5.75                                     0
      4900                                   300                                 94000                            5/20/2006                               1237.45                                94000                               14.23999977                  No MI                                                                                      7.25                             9/1/2006                                    18                                 7.25                                     0
      4901                                   300                                 61000                            5/20/2006                                673.35                             60986.03                                        10                  No MI                                                                                      4.75                             9/1/2006                                    18                                 4.75                                     0
      4902                                   300                                100000                            5/20/2006                               1050.65                              98964.5                                        20                  No MI                                                                                      4.25                             9/1/2006                                    18                                 4.25                                     0
      4903                                   300                                 46200                            5/20/2006                                568.96                                46200                               14.97999954                  No MI                                                                                      6.25                             9/1/2006                                    18                                 6.25                                     0
      4904                                   300                                 23000                            5/20/2006                                312.55                                23000                                         5                  No MI                                                                                      7.75                             9/1/2006                                    18                                 7.75                                     0
      4905                                   300                                 82000                            5/20/2006                                870.55                                82000                                        20                  No MI                                                                                      4.25                             9/1/2006                                    18                                 4.25                                     0
      4906                                   300                                 51100                            5/20/2006                                 564.2                                51100                                        20                  No MI                                                                                      4.75                             9/1/2006                                    18                                 4.75                                     0
      4907                                   300                                 79000                            5/20/2006                                855.47                                79000                                        20                  No MI                                                                                       4.5                             9/1/2006                                    18                                  4.5                                     0
      4908                                   300                                 54800                            5/20/2006                                 587.7                             54271.73                                        20                  No MI                                                                                       4.5                             9/1/2006                                    18                                  4.5                                     0
      4909                                   300                                 36800                            5/20/2006                                 398.5                                36800                                        20                  No MI                                                                                       4.5                             9/1/2006                                    18                                  4.5                                     0
      4910                                   300                                 38750                            5/20/2006                           437.0361801                             38688.87                                        10                  No MI                                                                                      4.75                             9/1/2006                                    18                                 4.75                                     0
      4911                                   300                                 55000                            5/20/2006                                595.58                                55000                                        20                  No MI                                                                                       4.5                             9/1/2006                                    18                                  4.5                                     0
      4912                                   300                                126000                            5/20/2006                               1495.98                            123624.39                                        20                  No MI                                                                                         6                             9/1/2006                                    18                                    6                                     0
      4913                                   300                                 39000                            5/20/2006                                 430.6                                39000                                        20                  No MI                                                                                      4.75                             9/1/2006                                    18                                 4.75                                     0
      4914                                   300                                 21000                            5/20/2006                                200.48                             20089.34                                        10                  No MI                                                                                       3.5                             9/1/2006                                    18                                  3.5                                     0
      4915                                   300                                 31500                            5/20/2006                                434.64                             31492.65                                        10                  No MI                                                                                         8                             9/1/2006                                    18                                    8                                     0
      4916                                   360                                 27985                            5/15/2006                                148.54                             27982.52                               12.84000015                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4917                                   360                                 66215                             4/1/2006                                517.02                                66215                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4918                                   360                                162000                             4/1/2006                                889.88                             159608.9                                        30                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4919                                   360                                 43400                            4/15/2006                                257.43                             43399.18                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4920                                   360                                 27980                             4/1/2006                           261.1880853                                27980                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      4921                                   360                                 27600                            4/15/2006                                144.69                             27254.75                                        15                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4922                                   360                                 35755                             4/1/2006                                278.86                             35713.19                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4923                                   360                                 29000                            3/15/2006                                233.94                             28994.34                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4924                                   360                                 72000                             3/1/2006                                528.66                                72000                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4925                                   360                                109900                            4/15/2006                                641.63                               109822                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4926                                   360                                 67000                             4/1/2006                                495.26                             66952.27                                        20                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4927                                   360                                 44000                             4/1/2006                                370.45                             43971.86                                        20                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4928                                   360                                 40000                             4/1/2006                                211.52                             39857.67                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4929                                   360                                 54900                             4/1/2006                                462.37                             54883.51                                        10                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4930                                   360                                 24990                            3/15/2006                                201.18                             24934.21                               10.03999996                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4931                                   360                                 33600                            4/15/2006                                256.74                             33587.92                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4932                                   360                                 66000                             3/1/2006                           531.0509272                             65779.73                               9.909999847                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4933                                   360                                 36500                            3/15/2006                                317.75                                36500                                        20                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4934                                   360                                 43400                             4/1/2006                                314.37                              42510.3                                        20                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4935                                   360                                103859                             6/1/2006                                635.25                               103859                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4936                                   360                                 17980                            3/15/2006                           151.1855865                             17923.17                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4937                                   360                                105700                             4/1/2006                                825.33                               105700                               14.98999977                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4938                                   360                                 25400                             3/1/2006                           213.5769686                                25400                                        10                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4939                                   360                                145000                             4/1/2006                                 86.12                             10700.32                               51.24000168                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      4940                                   360                                 75000                            3/15/2006                           603.4669627                             71743.01                                        20                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4941                                   360                                 39200                             3/1/2006                           315.4120658                                39200                                        20                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4942                                   360                                 74800                             4/1/2006                                580.17                             74302.49                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4943                                   360                                 75000                            3/15/2006                                575.88                             74650.75                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4944                                   360                                 65800                             4/1/2006                                513.78                                65800                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4945                                   360                                 95250                             4/1/2006                                525.83                                95250                                        15                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4946                                   360                                132000                             4/1/2006                                748.44                            101179.73                               30.55999947                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4947                                   360                                 43200                             4/1/2006                                319.54                             43196.51                                        20                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4948                                   360                                 24800                             4/1/2006                                   183                             24738.31                                        20                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4949                                   360                                 76000                             4/1/2006                                591.83                             75817.25                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4950                                   360                                 87750                            3/15/2006                                670.06                             87659.84                                        15                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4951                                   360                                 47000                             4/1/2006                                366.99                                47000                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4952                                   360                                 55400                            3/15/2006                                479.74                             55138.38                                        20                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4953                                   360                                 40000                             3/1/2006                                286.95                             38838.89                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4954                                   360                                 75000                             4/1/2006                                 585.2                                75000                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4955                                   360                                 47000                             3/1/2006                                359.21                                47000                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4956                                   360                                 67500                            3/15/2006                                541.88                             67160.36                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4957                                   360                                 52800                             3/1/2006                                423.12                                52800                               21.45999908                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4958                                   360                                 78000                             3/1/2006                                626.94                             77689.41                               14.18000031                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4959                                   360                                 30500                             2/1/2006                           245.4098982                                30500                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4960                                   180                                 49690                             6/1/2006                           645.1344837                                49690                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      4961                                   360                                 33600                            2/15/2006                           282.5270136                             32729.87                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4962                                   180                                126000                             7/1/2006                               1070.14                               126000                                        30                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      4963                                   360                                 29600                             2/1/2006                           238.1682946                             29319.04                                        20                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4964                                   300                                120400                             5/1/2006                           1104.702894                               120400                               14.06999969                  No MI                                            1.00E+17                                 1.875                             9/1/2006                                    18                                1.875                                     0
      4965                                   360                                 30000                             2/1/2006                                254.79                                30000                               6.730000019                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      4966                                   180                                375000                             6/1/2006                           4116.233313                            373691.35                               24.35000038                  No MI                                            1.00E+17                                 2.125                             9/1/2006                                    18                                2.125                                     0
      4967                                   360                                 26250                             3/1/2006                                198.33                             25430.83                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4968                                   180                                 35250                             6/1/2006                           384.2076985                                35250                                        15                  No MI                                            1.00E+17                                     2                             9/1/2006                                    18                                    2                                     0
      4969                                   360                                 33000                            2/15/2006                                265.57                             32913.94                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4970                                   180                                 26227                             7/1/2006                                261.73                                26227                                        10                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      4971                                   360                                 57400                             2/1/2006                                450.74                             57374.67                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4972                                   360                                 27000                            2/15/2006                                217.85                                27000                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4973                                   360                                 53000                             3/1/2006                                405.12                                53000                               6.710000038                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4974                                   360                                 47800                             3/1/2006                                381.45                             47599.99                                        20                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4975                                   360                                 31000                            2/15/2006                           260.6648042                                31000                                        20                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      4976                                   360                                 49831                            3/15/2006                                 380.9                                49831                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4977                                   360                                 34000                             3/1/2006                                140.46                              19006.9                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4978                                   360                                 15000                             2/1/2006                           120.6933925                             14876.36                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4979                                   360                                 75260                             4/1/2006                                 556.7                             75257.68                                        20                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4980                                   360                                 35000                             3/1/2006                                280.09                             34951.48                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      4981                                   360                                 31000                             4/1/2006                                171.41                             30973.46                                        10                  No MI                                            1.00E+17                                  0.75                             9/1/2006                                    18                                 0.75                                     0
      4982                                   300                                 61900                             5/1/2006                                747.39                             61780.78                               9.989999771                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      4983                                   300                                 55980                            4/20/2006                                570.54                                55980                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      4984                                   300                                 25700                             1/1/2006                                 313.4                             25472.08                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      4985                                   300                                 39200                             3/1/2006                                421.87                             38958.62                                        10                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      4986                                   300                                 36000                             3/1/2006                                 397.4                             35992.85                                6.21999979                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      4987                                   300                                 28600                             3/1/2006                                320.43                             28474.37                                        10                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4988                                   300                                139500                             3/1/2006                               1569.74                            139489.59                               15.32999992                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      4989                                   240                                 28650                            7/31/2005                                203.47                             28641.52                               10.68999958                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      4990                                   240                                 86600                            7/31/2005                                563.82                             77007.96                               21.64999962                  No MI                                                                                      0.25                             9/1/2006                                    25                                  3.5                                     0
      4991                                   240                                 50000                            8/31/2005                           410.4742821                             30714.64                               35.70999908                  No MI                                                                                      -0.5                             9/1/2006                                    25                                    4                                     0
      4992                                   240                                 22900                            8/31/2005                                 84.48                              9650.58                               13.39000034                  No MI                                                                                     1.875                             9/1/2006                                    25                                 3.55                                     0
      4993                                   240                                 40000                            8/31/2005                           334.5760276                             39953.06                                        20                  No MI                                                                                     -0.25                             9/1/2006                                    25                                 3.55                                     0
      4994                                   240                                 62000                            8/31/2005                                378.64                             58619.37                               16.47999954                  No MI                                                                                     -0.25                             9/1/2006                                    25                                 3.55                                     0
      4995                                   240                                 42300                            9/30/2005                                218.79                             25397.93                               23.23999977                  No MI                                                                                      1.75                             9/1/2006                                    25                                  3.5                                     0
      4996                                   240                                198800                           10/31/2005                               1786.29                            195237.47                               32.38000107                  No MI                                                                                     2.375                             9/1/2006                                    25                                  3.5                                     0
      4997                                   240                                 19000                            9/30/2005                           189.6921785                             18700.33                                      14.5                  No MI                                                                                      2.25                             9/1/2006                                    25                                  3.5                                     0
      4998                                   240                                 70000                            9/30/2005                                537.86                             67479.83                               22.95000076                  No MI                                                                                         1                             9/1/2006                                    25                                  3.5                                     0
      4999                                   240                                 50000                           10/31/2005                           422.1181152                             22417.76                               12.72999954                  No MI                                                                                         0                             9/1/2006                                    25                                 3.55                                     0
      5000                                   240                                 43000                            9/30/2005                                351.12                             42921.41                               9.350000381                  No MI                                                                                      1.25                             9/1/2006                                    25                                 3.55                                     0
      5001                                   240                                100000                           10/31/2005                           820.9485642                             98504.34                               56.97999954                  No MI                                                                                      -0.5                             9/1/2006                                    25                                    4                                     0
      5002                                   240                                100000                           10/31/2005                                850.35                               100000                               14.48999977                  No MI                                                                                     2.125                             9/1/2006                                    25                                 3.55                                     0
      5003                                   240                                 50000                           10/31/2005                           410.4742821                              25540.4                               35.31000137                  No MI                                                                                         0                             9/1/2006                                    25                                    4                                     0
      5004                                   240                                400000                           10/31/2005                                118.01                              15303.2                               40.81999969                  No MI                                                                                         1                             9/1/2006                                    25                                  3.5                                     0
      5005                                   240                                100000                           10/31/2005                                141.84                             21183.33                               36.70999908                  No MI                                                                                      -0.5                             9/1/2006                                    25                                 3.55                                     0
      5006                                   240                                 35000                           10/31/2005                                142.97                             20004.73                               13.46000004                  No MI                                                                                     0.125                             9/1/2006                                    25                                  3.5                                     0
      5007                                   240                                150400                           10/31/2005                                453.21                             67910.82                               37.22999954                  No MI                                                                                         0                             9/1/2006                                    25                                 4.06                                     0
      5008                                   240                                 33600                           10/31/2005                                289.01                             33562.11                                        20                  No MI                                                                                      1.75                             9/1/2006                                    25                                  3.5                                     0
      5009                                   240                                 50000                           10/31/2005                                113.42                             17039.47                               14.60000038                  No MI                                                                                      -0.5                             9/1/2006                                    25                                 3.55                                     0
      5010                                   240                                100000                           10/31/2005                                408.61                             61029.89                               20.29000092                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      5011                                   240                                 82000                           11/30/2005                                670.81                                82000                                        20                  No MI                                                                                      1.25                             9/1/2006                                    25                                 3.55                                     0
      5012                                   240                                125000                           10/31/2005                           1026.185705                             99678.89                               51.08000183                  No MI                                                                                      -0.5                             9/1/2006                                    25                                    4                                     0
      5013                                   240                                100000                           10/31/2005                                372.69                             59016.82                               24.12999916                  No MI                                                                                      -0.5                             9/1/2006                                    25                                  3.5                                     0
      5014                                   240                                 85800                           10/31/2005                                570.41                             85473.09                               56.59999847                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      5015                                   240                                175000                           10/31/2005                               1151.22                            172503.18                               84.94999695                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      5016                                   240                                 50000                           10/31/2005                                325.38                             49079.95                               15.47999954                  No MI                                                                                      -0.5                             9/1/2006                                    25                                  3.5                                     0
      5017                                   240                                 44763                           11/30/2005                                268.77                             37269.24                               23.42000008                  No MI                                                                                     0.125                             9/1/2006                                    25                                 3.55                                     0
      5018                                   240                                 73000                           10/31/2005                                 317.3                             47545.67                               18.70999908                  No MI                                                                                      -0.5                             9/1/2006                                    25                                 3.55                                     0
      5019                                   240                                 50000                           11/30/2005                                330.93                             47316.67                               21.28000069                  No MI                                                                                     -0.25                             9/1/2006                                    25                                 3.55                                     0
      5020                                   240                                 75000                           11/30/2005                                261.89                             41915.13                               57.49000168                  No MI                                                                                      -0.5                             9/1/2006                                    25                                 3.55                                     0
      5021                                   240                                 59500                           10/31/2005                                 594.9                             59430.59                               28.32999992                  No MI                                                                                     3.375                             9/1/2006                                    25                                  3.5                                     0
      5022                                   240                                 58200                           10/31/2005                                390.94                             56039.64                               18.64999962                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      5023                                   240                                100000                           10/31/2005                                 66.15                              9756.73                               39.75999832                  No MI                                                                                    -0.005                             9/1/2006                                    25                                 3.55                                     0
      5024                                   240                                 49000                           11/30/2005                                389.42                             48889.17                               27.90999985                  No MI                                                                                         1                             9/1/2006                                    25                                  3.5                                     0
      5025                                   240                                 89250                           10/31/2005                                342.07                             48891.17                                        85                  No MI                                                                                        -1                             9/1/2006                                    25                                  3.5                                     0
      5026                                   240                                250000                           11/30/2005                            2052.37141                                80000                               54.34999847                  No MI                                                                                      5.83                             9/1/2006                                    25                                 5.83                                     0
      5027                                   240                                 86400                           11/30/2005                           715.9772975                             62949.48                               17.28000069                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      5028                                   240                                 55000                           11/30/2005                                457.18                             51173.05                               18.32999992                  No MI                                                                                     2.125                             9/1/2006                                    25                                 3.55                                     0
      5029                                   240                                 80000                           11/30/2005                                190.94                             33421.47                               27.76000023                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      5030                                   240                                122500                           11/30/2005                                546.14                             81194.14                               23.71999931                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      5031                                   240                                 35000                           11/30/2005                                244.71                             34598.65                               13.72999954                  No MI                                                                                   -0.0025                             9/1/2006                                    25                                 4.06                                     0
      5032                                   240                                 75000                           11/30/2005                           621.5080708                             67288.43                               18.34000015                  No MI                                                                                    -0.375                             9/1/2006                                    25                                  3.5                                     0
      5033                                   240                                 30000                           11/30/2005                                260.11                              30205.9                               12.14999962                  No MI                                                                                      1.75                             9/1/2006                                    25                                 4.06                                     0
      5034                                   240                                 60000                           11/30/2005                                 284.7                             44138.02                               12.77000046                  No MI                                                                                      -0.5                             9/1/2006                                    25                                 4.06                                     0
      5035                                   240                                124000                           11/30/2005                                828.59                            124194.91                               79.58999634                  No MI                                                                                      -0.5                             9/1/2006                                    25                                 3.55                                     0
      5036                                   240                                 21900                           11/30/2005                                198.01                                21900                                        15                  No MI                                                                                      2.25                             9/1/2006                                    25                                 4.06                                     0
      5037                                   240                                 50000                           11/30/2005                                106.58                             14587.28                                      16.5                  No MI                                                                                      0.25                             9/1/2006                                    25                                 4.06                                     0
      5038                                   240                                177300                           11/30/2005                                1469.5                               177300                                        90                  No MI                                                                                     1.375                             9/1/2006                                    25                                  3.5                                     0
      5039                                   240                                 86000                           11/30/2005                                616.61                             84242.54                               37.72000122                  No MI                                                                                      0.25                             9/1/2006                                    25                                 4.06                                     0
      5040                                   240                                 50000                           11/30/2005                                390.09                             46957.37                               17.79000092                  No MI                                                                                     1.375                             9/1/2006                                    25                                 4.06                                     0
      5041                                   240                                 50000                           11/30/2005                                237.74                                35750                               18.37999916                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      5042                                   240                                 69500                           11/30/2005                                301.22                             43177.17                               27.10000038                  No MI                                                                                      0.25                             9/1/2006                                    25                                 3.55                                     0
      5043                                   240                                157500                           11/30/2005                                290.63                             36987.04                                        90                  No MI                                                                                     0.875                             9/1/2006                                    25                                  3.5                                     0
      5044                                   240                                 75000                           11/30/2005                                473.69                             71007.32                               33.65999985                  No MI                                                                                    -0.005                             9/1/2006                                    25                                 4.06                                     0
      5045                                   240                                 85500                           11/30/2005                           701.9110224                             32756.45                                      34.5                  No MI                                                                                      -0.5                             9/1/2006                                    25                                 3.55                                     0
      5046                                   240                                 94000                           11/30/2005                                387.82                              46599.8                               78.33000183                  No MI                                                                                     0.625                             9/1/2006                                    25                                  3.5                                     0
      5047                                   240                                 45000                           11/30/2005                                173.68                             18352.62                               19.90999985                  No MI                                                                                      2.75                             9/1/2006                                    25                                 3.55                                     0
      5048                                   240                                 57000                           12/31/2005                                510.41                             56450.63                               14.61999989                  No MI                                                                                      2.25                             9/1/2006                                    25                                    4                                     0
      5049                                   240                                 50000                           11/30/2005                                196.49                             29419.67                                     26.25                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      5050                                   240                                100000                           11/30/2005                           820.9485642                             46026.69                               43.27000046                  No MI                                                                                      -0.5                             9/1/2006                                    25                                 4.06                                     0
      5051                                   240                                100000                           11/30/2005                                 504.3                             75871.45                               20.56999969                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      5052                                   240                                 80000                           11/30/2005                                626.53                              79735.4                               19.51000023                  No MI                                                                                     0.875                             9/1/2006                                    25                                 3.55                                     0
      5053                                   240                                 52000                           11/30/2005                           476.2507536                             51319.81                               19.67000008                  No MI                                                                                         1                             9/1/2006                                    25                                 3.55                                     0
      5054                                   240                                 30000                           11/30/2005                                  0.42                                24.05                               13.64000034                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      5055                                   240                                 75000                           11/30/2005                           615.7114231                              74751.5                               35.70999908                  No MI                                                                                      -0.5                             9/1/2006                                    25                                 3.55                                     0
      5056                                   240                                 84000                           11/30/2005                           689.5967939                             56458.05                                      26.5                  No MI                                                                                      -0.5                             9/1/2006                                    25                                 4.06                                     0
      5057                                   240                                 15000                           11/30/2005                                115.79                             14342.95                               13.89000034                  No MI                                                                                     1.125                             9/1/2006                                    25                                 3.55                                     0
      5058                                   240                                168000                           12/31/2005                                 520.8                                75600                                     22.25                  No MI                                                                                         0                             9/1/2006                                    25                                    4                                     0
      5059                                   240                                 10000                           12/31/2005                                 100.1                                10000                               3.910000086                  No MI                                                                                     3.375                             9/1/2006                                    25                                    4                                     0
      5060                                   240                                 12200                           12/31/2005                                124.21                             12145.05                               10.60999966                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    25                                    4                                     0
      5061                                   240                                374000                           12/31/2005                               2776.97                               374000                               9.970000267                  No MI                                                                                     0.375                             9/1/2006                                    25                                    4                                     0
      5062                                   240                                 15350                            7/31/2005                                130.81                             14804.41                               3.380000114                  No MI                                                                                       2.5                             9/1/2006                                    25                                 3.55                                     0
      5063                                   240                                 19000                            7/31/2005                                192.96                             18117.41                               5.760000229                  No MI                                                                                     4.125                             9/1/2006                                    25                                4.125                                     0
      5064                                   240                                100000                            7/31/2005                                284.09                              39989.5                               35.70999908                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      5065                                   240                                 27883                            7/31/2005                                 245.2                             27430.95                               12.22999954                  No MI                                                                                     2.125                             9/1/2006                                    25                                  3.5                                     0
      5066                                   240                                125000                            8/31/2005                                882.85                            124272.65                               20.82999992                  No MI                                                                                         0                             9/1/2006                                    25                                  3.5                                     0
      5067                                   240                                 29300                            7/31/2005                                245.09                             29199.36                               19.03000069                  No MI                                                                                       1.5                             9/1/2006                                    25                                  3.5                                     0
      5068                                   240                                250000                            7/31/2005                               1859.22                            246708.36                               29.40999985                  No MI                                                                                       0.5                             9/1/2006                                    25                                  3.5                                     0
      5069                                   240                                 50000                            7/31/2005                           441.8553545                             47227.85                               11.26000023                  No MI                                                                                       0.5                             9/1/2006                                    25                                  3.5                                     0
      5070                                   240                                 70200                            7/31/2005                                514.07                             68189.56                               18.70999908                  No MI                                                                                       0.5                             9/1/2006                                    25                                  3.5                                     0
      5071                                   240                                 68000                            7/31/2005                                510.09                             66744.49                               11.61999989                  No MI                                                                                     0.625                             9/1/2006                                    25                                 3.55                                     0
      5072                                   240                                 71600                            7/31/2005                                538.72                             71498.58                               19.88999939                  No MI                                                                                       0.5                             9/1/2006                                    25                                  3.5                                     0
      5073                                   240                                 18450                            7/31/2005                                164.83                                18450                               9.970000267                  No MI                                                                                     2.125                             9/1/2006                                    25                                  3.5                                     0
      5074                                   240                                 79000                            8/31/2005                                595.17                                78990                                     19.75                  No MI                                                                                       0.5                             9/1/2006                                    25                                  3.5                                     0
      5075                                   240                                306604                            8/31/2005                               2244.17                               306604                               89.90000153                  No MI                                                                                      0.25                             9/1/2006                                    25                                  3.5                                     0
      5076                                   240                                238200                            7/31/2005                                   616                              83805.8                               36.09000015                  No MI                                                                                         0                             9/1/2006                                    25                                 3.55                                     0
      5077                                   240                                 34700                            7/31/2005                                261.45                                34700                               16.89999962                  No MI                                                                                       0.5                             9/1/2006                                    25                                  3.5                                     0
      5078                                   300                                 34000                            6/20/2006                                 194.9                             33994.92                               17.88999939                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      5079                                   300                                 54451                            6/20/2006                                311.91                                54451                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      5080                                   300                                116000                            6/20/2006                                   899                               116000                                        20                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      5081                                   300                                 60811                            6/20/2006                                335.71                                60811                                        20                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      5082                                   300                                 48000                             7/1/2006                                285.37                                48000                                        10                  No MI                                                                                      0.75                            10/1/2006                                    18                                 0.75                                     0
      5083                                   300                                 28500                            6/20/2006                                239.03                                28500                                        10                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      5084                                   300                                 62000                            5/20/2006                                342.27                                62000                               9.989999771                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      5085                                   300                                 54430                            6/20/2006                                312.04                                54430                                        15                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      5086                                   300                                 78500                             7/1/2006                                 203.5                             25438.82                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      5087                                   300                                137600                            5/20/2006                                1226.6                            137564.54                               24.98999977                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      5088                                   300                                 30400                            6/20/2006                                167.41                             30338.49                                        20                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      5089                                   300                                128750                            6/20/2006                               1257.52                               128750                                        25                  No MI                                                                                      3.25                             9/1/2006                                    18                                 3.25                                     0
      5090                                   300                                110600                            6/20/2006                                610.57                               110600                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      5091                                   300                                100000                            6/20/2006                                752.35                             96759.71                               12.98999977                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      5092                                   300                                120200                             7/1/2006                                 686.1                            119389.09                                        20                  No MI                                                                                         2                            10/1/2006                                    18                                    2                                     0
      5093                                   300                                 50000                            6/20/2006                                408.73                                50000                               9.979999542                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      5094                                   300                                200000                            6/20/2006                                551.42                               100000                               9.409999847                  No MI                                                                                    -0.375                             9/1/2006                                    18                                  6.5                                     0
      5095                                   300                                 21000                            6/20/2006                                187.27                                21000                               6.929999828                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      5096                                   300                                 81000                            6/20/2006                                463.99                             80963.95                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      5097                                   300                                 76000                            6/20/2006                                677.75                                76000                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      5098                                   300                                 30500                            6/20/2006                                239.61                                30500                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      5099                                   300                                 37500                            6/20/2006                                197.66                             36086.89                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      5100                                   300                                134400                            6/20/2006                               1155.75                               134400                                        30                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      5101                                   300                                 25000                            4/30/2006                           168.8017903                             24992.23                               9.329999924                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      5102                                   300                                 59200                            6/20/2006                           399.7226395                             59199.99                               14.98999977                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      5103                                   300                                 75000                            6/20/2006                                414.04                                75000                                        20                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      5104                                   300                                 47509                            6/20/2006                                423.68                                47509                                        20                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      5105                                   300                                270000                             7/1/2006                                 57.33                                10000                               47.43000031                  No MI                                                                                     0.625                            10/1/2006                                    18                                0.625                                     0
      5106                                   300                                 53000                            6/20/2006                                388.24                                53000                                9.81000042                  No MI                                                                                     0.375                             9/1/2006                                    18                                0.375                                     0
      5107                                   300                                155000                            6/20/2006                                855.68                               155000                               52.54000092                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      5108                                   300                                 90000                            6/20/2006                                496.85                                90000                               24.31999969                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      5109                                   300                                153200                            6/20/2006                                878.28                               153200                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      5110                                   300                                 76000                            6/20/2006                                596.28                                75900                               27.13999939                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      5111                                   300                                 33020                            6/20/2006                                181.38                             32908.16                                        20                  No MI                                                                                      1.75                             9/1/2006                                    18                                 1.75                                     0
      5112                                   300                                130000                            6/20/2006                                  4.54                               974.89                               20.30999947                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      5113                                   300                                 65000                            6/20/2006                                530.55                             64901.69                               16.67000008                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      5114                                   300                                 48350                             6/1/2006                                142.69                             25847.73                               26.94000053                  No MI                                                                                      2.25                             9/1/2006                                    18                                 2.25                                     0
      5115                                   300                                 39500                            6/20/2006                                 322.9                                39500                                        10                  No MI                                                                                     1.375                             9/1/2006                                    18                                1.375                                     0
      5116                                   300                                 45000                            5/20/2006                                247.98                             44921.18                                        15                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      5117                                   300                                205500                            6/20/2006                               1309.01                               205500                               13.17000008                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      5118                                   300                                 17800                            6/20/2006                                 98.27                                17800                                         5                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      5119                                   300                                103000                            6/20/2006                                754.32                            102954.51                                        17                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      5120                                   300                                 70000                            6/20/2006                                   560                                70000                                        20                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      5121                                   300                                 25200                             6/1/2006                                139.12                                25200                               18.95000076                  No MI                                                                                      1.25                             9/1/2006                                    18                                 1.25                                     0
      5122                                   300                                 95000                            6/20/2006                                   307                              94999.9                                        20                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      5123                                   300                                 80000                            6/20/2006                                 721.9                                80000                               27.39999962                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      5124                                   300                                125000                            6/20/2006                                716.61                               125000                               27.17000008                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      5125                                   300                                 36500                            6/20/2006                                321.63                                36500                                        10                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      5126                                   300                                 75000                            6/20/2006                                429.35                             74881.44                                        20                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      5127                                   300                                 78147                             7/1/2006                                655.42                                78147                                        30                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      5128                                   300                                 52000                            6/20/2006                                363.53                             51882.47                                        20                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0
      5129                                   300                                100000                            7/20/2006                                449.32                                60000                               21.03000069                  No MI                                                                                         2                             9/1/2006                                    18                                    2                                     0
      5130                                   300                                131170                             7/1/2006                               1155.82                               131170                                        20                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      5131                                   300                                 46500                            6/20/2006                                264.31                             46104.93                                        10                  No MI                                                                                         1                             9/1/2006                                    18                                    1                                     0
      5132                                   300                                 66000                             7/1/2006                               1025.26                                66000                                        20                  No MI                                                                                     2.375                             9/1/2006                                    18                                2.375                                     0
      5133                                   300                                 46000                            6/20/2006                                 88.35                              16557.4                                        10                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      5134                                   300                                 57750                             7/1/2006                                457.87                                57750                                        10                  No MI                                                                                     1.125                             9/1/2006                                    18                                1.125                                     0
      5135                                   300                                147000                            6/20/2006                                809.31                               146600                               32.66999817                  No MI                                                                                     2.125                             9/1/2006                                    18                                2.125                                     0
      5136                                   300                                139000                            6/20/2006                                1195.3                               139000                                        20                  No MI                                                                                     1.875                             9/1/2006                                    18                                1.875                                     0
      5137                                   300                                 25000                             7/1/2006                                148.63                                25000                               5.099999905                  No MI                                                                                      1.75                            10/1/2006                                    18                                 1.75                                     0
      5138                                   300                                 60800                            6/20/2006                                509.93                                60800                               11.26000023                  No MI                                                                                     1.625                             9/1/2006                                    18                                1.625                                     0
      5139                                   300                                150000                            6/20/2006                                405.93                                50200                               35.24000168                  No MI                                                                                     0.875                             9/1/2006                                    18                                0.875                                     0
      5140                                   300                                145500                             7/1/2006                                834.13                               145500                               23.28000069                  No MI                                                                                       0.5                            10/1/2006                                    18                                  0.5                                     0
      5141                                   300                                124470                            6/20/2006                                806.07                               124470                                        30                  No MI                                                                                     0.625                             9/1/2006                                    18                                0.625                                     0
      5142                                   300                                150000                            6/20/2006                                612.84                             74333.96                               27.52000046                  No MI                                                                                       1.5                             9/1/2006                                    18                                  1.5                                     0
      5143                                   300                                180000                            5/15/2006                               1758.08                               180000                               21.69000053                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      5144                                   300                                128000                            5/15/2006                                 974.9                               128000                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      5145                                   300                                101655                            5/15/2006                               1014.46                               101655                                        30                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      5146                                   300                                147000                             5/1/2006                               1466.98                               147000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      5147                                   300                                195000                            5/15/2006                               1821.78                               195000                               23.07999992                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      5148                                   300                                 49000                            5/15/2006                                447.18                             48978.89                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      5149                                   300                                 95000                            5/15/2006                                846.58                             94158.11                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      5150                                   300                                124000                            5/15/2006                                1413.9                            123315.45                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      5151                                   300                                205000                            5/15/2006                               2132.45                            204962.32                               21.46999931                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      5152                                   300                                 52000                            5/15/2006                                585.18                                52000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      5153                                   300                                 95000                            6/15/2006                                867.14                             94971.16                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      5154                                   300                                134000                            5/15/2006                               1337.25                               134000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      5155                                   300                                 80000                            5/15/2006                                781.02                                80000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      5156                                   300                                 88000                             6/1/2006                                 990.3                                88000                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      5157                                   300                                122640                            5/15/2006                               1223.88                               122640                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      5158                                   300                                144000                            5/15/2006                           1283.237886                            143912.93                                        20                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      5159                                   300                                170000                            5/15/2006                               1713.39                            168411.85                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      5160                                   300                                154472                             7/1/2006                               1540.15                            154332.03                                        20                  No MI                                            1.00E+17                                   3.5                            9/15/2006                                    18                                  3.5                                     0
      5161                                   300                                105000                            5/15/2006                                1203.9                               105000                                        20                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      5162                                   300                                265000                            5/15/2006                               2757.09                               265000                               26.11000061                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      5163                                   300                                170000                            5/15/2006                                943.15                               170000                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      5164                                   300                                201000                            5/15/2006                               2219.26                               201000                               21.13999939                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      5165                                   300                                105000                            6/15/2006                                980.79                            104982.24                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      5166                                   300                                124600                            5/15/2006                               1243.33                            124589.91                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      5167                                   300                                174600                             5/1/2006                               1630.58                            174534.25                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      5168                                   300                                 90000                            6/16/2006                                879.04                                90000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      5169                                   300                                141000                            6/15/2006                               1407.08                            140997.68                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      5170                                   300                                 76000                            6/15/2006                           772.5164134                                76000                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      5171                                   300                                 68580                            6/15/2006                                771.76                                68580                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      5172                                   300                                103000                            6/15/2006                                910.07                               103000                                        20                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      5173                                   300                                 51000                            6/15/2006                           518.3991721                             50996.06                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      5174                                   300                                 70000                            6/15/2006                                639.11                                70000                                        20                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      5175                                   300                                 49200                            6/15/2006                                477.79                             48917.94                                        20                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      5176                                   300                                149500                             6/1/2006                               1076.94                               149000                               17.59000015                  No MI                                            1.00E+17                                  0.25                             9/1/2006                                    18                                 0.25                                     0
      5177                                   300                                102000                             5/1/2006                                833.82                               102000                                        15                  No MI                                            1.00E+17                                 1.375                             9/1/2006                                    18                                1.375                                     0
      5178                                   300                                136000                             3/1/2006                               1098.52                            141720.48                               15.10999966                  No MI                                            1.00E+17                                 0.875                             9/1/2006                                    18                                0.875                                     0
      5179                                   300                                350000                             3/1/2006                                2747.5                             349724.8                               23.56999969                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      5180                                   300                                250000                             3/1/2006                                 289.7                             27868.23                               33.68999863                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      5181                                   300                                 69000                             4/1/2006                                556.73                                69000                                        15                  No MI                                            1.00E+17                                  1.25                             9/1/2006                                    18                                 1.25                                     0
      5182                                   300                                 48750                            5/15/2006                                419.22                                48750                                        15                  No MI                                            1.00E+17                                 1.875                             9/1/2006                                    18                                1.875                                     0
      5183                                   300                                300000                             5/1/2006                                2388.7                               300000                                        12                  No MI                                            1.00E+17                                 1.125                             9/1/2006                                    18                                1.125                                     0
      5184                                   300                                 12500                            5/15/2006                                103.48                             12496.54                                        10                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      5185                                   300                                142000                            5/15/2006                           1253.010144                               142000                               32.27000046                  No MI                                            1.00E+17                                 1.375                             9/1/2006                                    18                                1.375                                     0
      5186                                   300                                150000                             5/1/2006                               1178.28                            149982.15                               26.09000015                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      5187                                   300                                159000                             4/1/2006                               1434.81                               159000                                        20                  No MI                                            1.00E+17                                 2.375                             9/1/2006                                    18                                2.375                                     0
      5188                                   300                                153000                             6/1/2006                               1494.37                               153000                               19.98999977                  No MI                                            1.00E+17                                  3.25                             9/1/2006                                    18                                 3.25                                     0
      5189                                   300                                150500                             5/1/2006                               1629.07                            150439.19                               23.88999939                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      5190                                   300                                108000                             5/1/2006                                916.93                            107961.09                                        15                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      5191                                   300                                109800                             5/1/2006                               1130.27                            109756.74                                        20                  No MI                                            1.00E+17                                 3.875                             9/1/2006                                    18                                3.875                                     0
      5192                                   300                                 50000                             5/1/2006                                276.84                                34000                               13.77000046                  No MI                                            1.00E+17                                 1.125                             9/1/2006                                    18                                1.125                                     0
      5193                                   300                                 61500                             5/1/2006                                 561.5                                61500                                        10                  No MI                                            1.00E+17                                   2.5                             9/1/2006                                    18                                  2.5                                     0
      5194                                   300                                140000                             5/1/2006                                467.16                              64772.6                               10.97999954                  No MI                                            1.00E+17                                 0.375                             9/1/2006                                    18                                0.375                                     0
      5195                                   300                                 73000                             6/1/2006                                751.75                                73000                                        20                  No MI                                            1.00E+17                                 3.875                             9/1/2006                                    18                                3.875                                     0
      5196                                   300                                118400                             5/1/2006                           1013.956102                               118400                                        20                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      5197                                   300                                 85300                             5/1/2006                                823.11                                85200                               14.43000031                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      5198                                   300                                 54400                             5/1/2006                                602.46                             53777.09                                        20                  No MI                                            1.00E+17                                 4.875                             9/1/2006                                    18                                4.875                                     0
      5199                                   300                                139400                             6/1/2006                               1391.14                               139400                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      5200                                   300                                 54000                             5/1/2006                                458.63                                54000                               9.890000343                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      5201                                   300                                111000                             6/1/2006                               1237.17                            110984.41                                        20                  No MI                                            1.00E+17                                 4.875                             9/1/2006                                    18                                4.875                                     0
      5202                                   300                                 96000                             5/1/2006                                968.22                                96000                                        20                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      5203                                   300                                 86380                             5/1/2006                                889.54                                86380                                        20                  No MI                                            1.00E+17                                 3.875                             9/1/2006                                    18                                3.875                                     0
      5204                                   300                                 90500                            5/15/2006                                874.32                                90500                                        10                  No MI                                            1.00E+17                                 3.125                             9/1/2006                                    18                                3.125                                     0
      5205                                   300                                 54000                            5/15/2006                                543.91                             53899.96                               20.06999969                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      5206                                   300                                132000                            5/15/2006                               1471.44                               132000                                        20                  No MI                                            1.00E+17                                 4.875                             9/1/2006                                    18                                4.875                                     0
      5207                                   300                                 71850                             5/1/2006                                564.22                             71814.78                                        15                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      5208                                   300                                110300                            5/15/2006                                913.37                               110300                                        20                  No MI                                            1.00E+17                                   1.5                             9/1/2006                                    18                                  1.5                                     0
      5209                                   300                                255500                             5/1/2006                                 10.99                              2046.96                               37.02999878                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      5210                                   300                                 90000                             6/1/2006                                764.36                             89995.27                                        20                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      5211                                   300                                282900                            5/15/2006                               1982.24                               282900                               19.85000038                  No MI                                            1.00E+17                                     0                             9/1/2006                                    18                                    0                                     0
      5212                                   300                                117750                             5/1/2006                               1162.58                               117750                                        15                  No MI                                            1.00E+17                                 3.375                             9/1/2006                                    18                                3.375                                     0
      5213                                   300                                 55200                             5/1/2006                                555.85                             55113.47                                        20                  No MI                                            1.00E+17                                 3.625                             9/1/2006                                    18                                3.625                                     0
      5214                                   300                                225000                             5/1/2006                               2022.46                               190000                               23.20000076                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      5215                                   300                                129000                            5/15/2006                               1187.58                            127116.32                                        15                  No MI                                            1.00E+17                                  2.75                             9/1/2006                                    18                                 2.75                                     0
      5216                                   300                                 24000                             5/1/2006                                187.19                             23826.74                                       7.5                  No MI                                            1.00E+17                                     1                             9/1/2006                                    18                                    1                                     0
      5217                                   300                                 55800                            5/15/2006                                473.92                                55800                                        20                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      5218                                   300                                130000                             6/1/2006                               1104.02                            129989.65                               24.70999908                  No MI                                            1.00E+17                                  1.75                             9/1/2006                                    18                                 1.75                                     0
      5219                                   300                                 82750                             6/1/2006                                535.24                             73796.54                                         5                  No MI                                            1.00E+17                                 0.125                             9/1/2006                                    18                                0.125                                     0
      5220                                   300                                 14420                             1/1/2006                                178.65                             14252.72                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      5221                                   300                                 26000                            1/20/2006                           343.1337611                             25626.58                                        10                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      5222                                   300                                121000                            5/20/2006                               1332.52                            120720.15                               17.54000092                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      5223                                   300                                127000                            2/20/2006                               1205.99                            126217.99                                        20                  No MI                                            1.00E+17                                     3                             9/1/2006                                    18                                    3                                     0
      5224                                   300                                 49000                            3/20/2006                                551.42                                49000                                        10                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      5225                                   300                                 67900                            3/20/2006                                676.65                             67804.61                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      5226                                   300                                 61484                            5/20/2006                                731.07                                61484                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      5227                                   300                                100000                            3/20/2006                               1075.25                             99295.89                                        20                  No MI                                            1.00E+17                                     5                             9/1/2006                                    18                                    5                                     0
      5228                                   300                                 37000                            5/20/2006                                454.28                             35658.26                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      5229                                   300                                167000                            3/20/2006                               1666.57                               167000                                        20                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      5230                                   300                                 60900                            3/20/2006                                 775.7                             60887.91                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      5231                                   300                                144000                            4/20/2006                               1457.81                            143037.67                                        20                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      5232                                   300                                 47700                            5/20/2006                                607.68                                47700                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      5233                                   300                                200000                            5/20/2006                               2165.75                               200000                                        16                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      5234                                   300                                 45000                            5/20/2006                                554.18                                45000                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      5235                                   300                                 36000                            5/20/2006                                458.53                             35992.52                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      5236                                   300                                 24500                            4/20/2006                           313.8034997                             24343.94                                         5                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      5237                                   300                                100000                            5/20/2006                               1146.58                               100000                               9.369999886                  No MI                                            1.00E+17                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      5238                                   300                                 39000                            5/20/2006                                571.38                                39000                               14.77000046                  No MI                                            1.00E+17                                     9                             9/1/2006                                    18                                    9                                     0
      5239                                   300                                 79000                            5/20/2006                                944.32                             76679.78                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                  7.5                                     0
      5240                                   300                                 37000                            5/20/2006                                424.23                                37000                                        10                  No MI                                            1.00E+16                                  5.25                             9/1/2006                                    18                                 5.25                                     0
      5241                                   300                                 42423                            5/20/2006                                531.03                                41000                                        10                  No MI                                            1.00E+17                                     7                             9/1/2006                                    18                                    7                                     0
      5242                                   300                                 33000                            5/20/2006                                462.45                                33000                                        10                  No MI                                            1.00E+17                                  8.25                             9/1/2006                                    18                                 8.25                                     0
      5243                                   300                                 74950                            5/20/2006                                811.62                                74950                               19.98999977                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      5244                                   300                                 97200                            5/20/2006                                990.62                              97197.5                                        20                  No MI                                            1.00E+17                                  3.75                             9/1/2006                                    18                                 3.75                                     0
      5245                                   300                                 56500                            5/20/2006                                348.29                                56500                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      5246                                   300                                 38500                            5/20/2006                                237.33                                38500                               9.869999886                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      5247                                   300                                 56022                            5/20/2006                                785.08                                56022                                        10                  No MI                                            1.00E+17                                  8.25                             9/1/2006                                    18                                 8.25                                     0
      5248                                   300                                 59000                            5/20/2006                                657.62                             56312.37                               8.140000343                  No MI                                            1.00E+17                                   5.5                             9/1/2006                                    18                                  5.5                                     0
      5249                                   300                                 97000                            5/20/2006                               1173.72                             96980.07                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      5250                                   300                                111300                            5/20/2006                               2217.36                            106904.89                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      5251                                   300                                 41314                             6/1/2006                                587.05                              40214.1                                        10                  No MI                                            1.00E+17                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      5252                                   300                                 27000                            5/20/2006                                353.25                             26833.56                                         9                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      5253                                   300                                 79500                            5/20/2006                                995.93                                79500                               9.029999733                  No MI                                            1.00E+17                                   6.5                             9/1/2006                                    18                                  6.5                                     0
      5254                                   300                                 52500                            5/20/2006                                746.87                                52500                                        10                  No MI                                            1.00E+17                                   8.5                             9/1/2006                                    18                                  8.5                                     0
      5255                                   300                                200000                            5/20/2006                               2207.95                            199975.65                               17.38999939                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      5256                                   300                                 45600                            5/20/2006                                 542.2                                45600                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      5257                                   300                                 56300                            5/20/2006                                777.02                                56300                                        10                  No MI                                            1.00E+17                                     8                             9/1/2006                                    18                                    8                                     0
      5258                                   300                                 18000                            5/20/2006                                197.08                              16610.4                               5.539999962                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      5259                                   300                                109600                            5/20/2006                               1326.44                            109598.14                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      5260                                   300                                 75000                            5/20/2006                                796.23                                75000                               19.96999931                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      5261                                   300                                 79598                            5/20/2006                                845.05                                79598                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      5262                                   300                                 41100                            5/20/2006                                453.79                                41100                               19.97999954                  No MI                                            1.00E+17                                  4.75                             9/1/2006                                    18                                 4.75                                     0
      5263                                   300                                 31200                            5/20/2006                                370.98                                31200                                        20                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      5264                                   300                                 60000                            5/20/2006                                649.73                                60000                               20.01000023                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      5265                                   300                                 38900                            5/20/2006                                 470.8                                38900                                        10                  No MI                                            1.00E+17                                     6                             9/1/2006                                    18                                    6                                     0
      5266                                   300                                 30000                            5/20/2006                                356.43                             29976.01                                        20                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      5267                                   300                                 95500                            5/20/2006                               1034.15                                95500                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      5268                                   300                                 45000                            5/20/2006                                468.19                              44999.4                                        15                  No MI                                            1.00E+17                                     4                             9/1/2006                                    18                                    4                                     0
      5269                                   300                                 53300                            5/20/2006                                 724.3                                53300                                        10                  No MI                                            1.00E+16                                  7.75                             9/1/2006                                    18                                 7.75                                     0
      5270                                   300                                 63000                            5/20/2006                                682.18                              62999.9                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      5271                                   300                                 62000                            5/20/2006                           641.5748781                                37000                               11.69999981                  No MI                                            1.00E+17                                   3.5                             9/1/2006                                    18                                  3.5                                     0
      5272                                   300                                 15000                            5/20/2006                                195.19                              14827.4                                3.25999999                  No MI                                            1.00E+17                                  7.25                             9/1/2006                                    18                                 7.25                                     0
      5273                                   300                                 52800                            5/20/2006                           635.5858308                                52800                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      5274                                   300                                 30500                            5/20/2006                                361.33                             30388.01                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      5275                                   300                                 71000                            5/20/2006                                753.74                             70997.33                                        20                  No MI                                            1.00E+17                                  4.25                             9/1/2006                                    18                                 4.25                                     0
      5276                                   300                                 53000                            5/20/2006                                655.31                              51438.1                                        10                  No MI                                            1.00E+17                                  6.75                             9/1/2006                                    18                                 6.75                                     0
      5277                                   300                                 44450                            5/20/2006                           535.0717837                             44422.14                                        10                  No MI                                            1.00E+17                                  5.75                             9/1/2006                                    18                                 5.75                                     0
      5278                                   300                                 52500                            5/20/2006                                565.01                             52176.37                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      5279                                   300                                 23000                            5/20/2006                                281.31                             22846.51                                        10                  No MI                                            1.00E+17                                  6.25                             9/1/2006                                    18                                 6.25                                     0
      5280                                   300                                 21436                            5/20/2006                                303.19                             21312.67                                        10                  No MI                                            1.00E+17                                   8.5                             9/1/2006                                    18                                  8.5                                     0
      5281                                   300                                 52460                            5/20/2006                           581.8088195                             52459.16                                        20                  No MI                                            1.00E+17                                   4.5                             9/1/2006                                    18                                  4.5                                     0
      5282                                   300                                 50000                            6/20/2006                                382.19                                50000                               11.63000011                  No MI                                                                                      0.75                             9/1/2006                                    18                                 0.75                                     0


                             GROUP_ID                             LIEN                                  BALLOON                              IO_FLAG                                         IO_PERIOD                  PORTFOLIO                             PREPAY
                             --------                             ----                                  -------                              -------                                         ---------                  ---------                             ------
         1                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
         2                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
         3                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
         4                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
         5                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
         6                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
         7                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
         8                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
         9                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        10                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        11                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        12                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        13                   G01                                  Second Lien                           No                                   YES                                                   120                  CNDQ                                  No
        14                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        15                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
        16                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        17                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        18                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
        19                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        20                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        21                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        22                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        23                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
        24                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
        25                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        26                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
        27                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
        28                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
        29                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        30                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        31                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        32                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        33                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        34                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        35                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        36                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        37                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        38                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        39                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        40                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        41                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        42                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        43                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        44                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        45                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        46                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        47                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        48                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        49                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        50                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        51                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        52                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        53                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        54                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        55                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        56                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        57                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        58                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        59                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        60                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        61                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        62                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        63                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        64                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        65                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        66                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        67                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        68                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        69                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        70                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        71                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        72                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        73                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        74                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        75                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
        76                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
        77                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
        78                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        79                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        80                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        81                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        82                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        83                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        84                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        85                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        86                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        87                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        88                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        89                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
        90                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        91                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        92                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        93                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
        94                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
        95                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
        96                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
        97                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
        98                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
        99                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       100                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       101                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       102                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       103                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       104                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       105                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       106                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       107                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       108                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       109                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       110                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       111                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       112                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       113                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       114                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       115                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       116                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       117                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       118                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       119                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       120                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       121                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       122                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       123                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       124                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       125                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       126                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       127                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       128                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       129                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       130                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       131                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       132                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       133                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       134                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       135                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       136                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       137                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       138                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       139                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       140                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       141                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       142                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       143                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       144                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       145                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       146                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       147                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       148                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       149                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       150                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       151                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       152                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       153                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       154                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       155                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       156                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       157                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       158                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       159                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       160                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       161                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       162                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       163                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       164                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       165                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       166                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       167                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       168                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       169                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       170                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       171                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       172                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       173                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       174                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       175                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       176                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       177                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       178                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       179                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       180                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       181                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       182                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       183                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       184                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       185                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       186                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       187                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       188                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       189                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       190                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       191                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       192                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       193                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       194                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       195                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       196                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       197                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       198                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       199                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       200                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       201                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       202                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       203                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       204                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       205                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       206                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       207                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       208                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       209                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       210                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       211                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       212                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       213                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       214                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       215                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       216                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       217                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       218                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       219                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       220                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       221                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       222                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       223                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       224                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       225                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       226                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       227                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       228                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       229                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       230                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       231                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       232                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       233                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       234                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       235                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       236                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       237                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       238                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       239                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       240                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       241                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       242                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       243                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       244                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       245                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       246                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       247                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       248                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       249                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       250                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       251                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       252                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       253                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       254                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       255                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       256                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       257                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       258                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       259                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       260                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       261                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       262                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       263                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       264                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       265                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       266                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       267                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       268                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       269                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       270                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       271                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       272                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       273                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       274                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       275                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       276                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       277                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       278                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       279                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       280                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       281                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       282                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       283                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       284                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       285                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       286                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       287                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       288                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       289                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       290                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       291                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       292                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       293                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       294                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       295                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       296                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       297                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       298                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       299                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       300                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       301                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       302                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       303                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       304                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       305                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       306                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       307                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       308                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       309                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       310                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       311                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       312                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       313                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       314                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       315                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       316                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       317                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       318                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       319                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       320                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       321                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       322                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       323                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       324                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       325                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       326                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       327                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       328                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       329                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       330                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       331                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       332                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       333                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       334                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       335                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       336                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       337                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       338                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       339                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       340                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       341                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       342                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       343                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       344                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       345                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       346                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       347                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       348                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       349                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       350                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       351                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       352                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       353                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       354                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       355                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       356                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       357                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       358                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       359                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       360                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       361                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       362                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       363                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       364                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       365                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       366                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       367                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       368                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       369                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       370                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       371                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       372                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       373                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       374                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       375                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       376                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       377                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       378                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       379                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       380                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       381                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       382                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       383                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       384                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       385                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       386                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       387                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       388                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       389                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       390                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       391                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       392                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       393                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       394                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       395                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       396                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       397                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       398                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       399                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       400                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       401                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       402                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       403                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       404                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       405                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       406                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       407                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       408                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       409                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       410                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       411                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       412                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       413                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  No
       414                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       415                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       416                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       417                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       418                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       419                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       420                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       421                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       422                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       423                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       424                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       425                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       426                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       427                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       428                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       429                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       430                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       431                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       432                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       433                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       434                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       435                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       436                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       437                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       438                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       439                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       440                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       441                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       442                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       443                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       444                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       445                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       446                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       447                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       448                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       449                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       450                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       451                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       452                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       453                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       454                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       455                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       456                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  No
       457                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       458                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       459                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       460                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       461                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       462                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       463                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       464                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       465                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       466                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       467                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       468                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       469                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       470                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       471                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       472                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       473                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       474                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       475                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       476                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  No
       477                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       478                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       479                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       480                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       481                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       482                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       483                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       484                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       485                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       486                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       487                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       488                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       489                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       490                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       491                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       492                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       493                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       494                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       495                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       496                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       497                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       498                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       499                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       500                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       501                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       502                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       503                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       504                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       505                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       506                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       507                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       508                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       509                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       510                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       511                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       512                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       513                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       514                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       515                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       516                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       517                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       518                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       519                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       520                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       521                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       522                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       523                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       524                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       525                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       526                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       527                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       528                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       529                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       530                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       531                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       532                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       533                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       534                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       535                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       536                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       537                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       538                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       539                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       540                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       541                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       542                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       543                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       544                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       545                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       546                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       547                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       548                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       549                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       550                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       551                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       552                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       553                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       554                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       555                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       556                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       557                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       558                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       559                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       560                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       561                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       562                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       563                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       564                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       565                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       566                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       567                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       568                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       569                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       570                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       571                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       572                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       573                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       574                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       575                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       576                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       577                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       578                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       579                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       580                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       581                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       582                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       583                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       584                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       585                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       586                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       587                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       588                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       589                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       590                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       591                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       592                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       593                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       594                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       595                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       596                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       597                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       598                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       599                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       600                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       601                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       602                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       603                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       604                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       605                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       606                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       607                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       608                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       609                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       610                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       611                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       612                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       613                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       614                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       615                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       616                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       617                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       618                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       619                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       620                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       621                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       622                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       623                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       624                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       625                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       626                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       627                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       628                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       629                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       630                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       631                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       632                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       633                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       634                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       635                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       636                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       637                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       638                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       639                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       640                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       641                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       642                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       643                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       644                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       645                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       646                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       647                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       648                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       649                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       650                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       651                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       652                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       653                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       654                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       655                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       656                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       657                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       658                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       659                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       660                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       661                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       662                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       663                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       664                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       665                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       666                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       667                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       668                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       669                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       670                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       671                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       672                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       673                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       674                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       675                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       676                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       677                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       678                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       679                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       680                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       681                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       682                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       683                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       684                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       685                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       686                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       687                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       688                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       689                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       690                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       691                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       692                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       693                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       694                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       695                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       696                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       697                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       698                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       699                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       700                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       701                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       702                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       703                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       704                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       705                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       706                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       707                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       708                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       709                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       710                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       711                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       712                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       713                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       714                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  No
       715                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       716                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       717                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       718                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       719                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       720                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       721                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       722                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       723                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       724                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       725                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       726                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       727                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       728                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       729                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       730                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       731                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       732                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       733                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       734                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       735                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       736                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       737                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       738                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       739                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       740                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       741                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       742                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       743                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       744                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       745                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       746                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       747                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       748                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       749                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       750                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       751                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       752                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       753                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       754                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       755                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       756                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       757                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       758                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       759                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       760                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       761                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       762                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       763                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       764                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       765                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       766                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       767                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       768                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       769                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       770                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       771                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       772                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       773                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       774                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       775                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       776                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       777                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       778                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       779                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       780                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       781                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       782                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       783                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       784                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       785                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       786                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       787                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       788                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       789                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       790                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       791                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       792                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       793                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       794                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       795                   G01                                  Second Lien                           No                                   YES                                                   120                  CNDQ                                  No
       796                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       797                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       798                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
       799                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
       800                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       801                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       802                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       803                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       804                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       805                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       806                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       807                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       808                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       809                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       810                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       811                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       812                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       813                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       814                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       815                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       816                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       817                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       818                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       819                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       820                   G01                                  Second Lien                           No                                   YES                                                   120                  CNDQ                                  No
       821                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       822                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       823                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       824                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       825                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       826                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       827                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       828                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       829                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       830                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       831                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       832                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       833                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       834                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       835                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       836                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       837                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       838                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       839                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       840                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       841                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       842                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       843                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       844                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       845                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       846                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       847                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       848                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       849                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       850                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       851                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       852                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       853                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       854                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       855                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       856                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       857                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       858                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       859                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       860                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       861                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       862                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       863                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       864                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       865                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       866                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       867                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       868                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       869                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       870                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       871                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       872                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       873                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       874                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       875                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       876                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       877                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       878                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       879                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       880                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       881                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       882                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       883                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       884                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       885                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       886                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       887                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       888                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       889                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       890                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       891                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       892                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       893                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       894                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       895                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       896                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       897                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       898                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       899                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       900                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       901                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       902                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       903                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       904                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       905                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       906                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       907                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       908                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       909                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       910                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       911                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       912                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       913                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       914                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       915                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       916                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       917                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       918                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       919                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       920                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       921                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       922                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       923                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       924                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       925                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       926                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       927                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       928                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       929                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       930                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       931                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       932                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       933                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       934                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       935                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       936                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       937                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       938                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       939                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       940                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       941                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       942                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       943                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       944                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       945                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       946                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       947                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       948                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       949                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       950                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       951                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       952                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       953                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       954                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       955                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       956                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       957                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       958                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       959                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       960                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       961                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       962                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       963                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       964                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       965                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       966                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       967                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       968                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       969                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       970                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       971                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       972                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       973                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       974                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       975                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       976                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       977                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       978                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       979                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       980                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       981                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       982                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       983                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       984                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       985                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       986                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
       987                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       988                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       989                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       990                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       991                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       992                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
       993                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       994                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       995                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       996                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       997                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       998                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
       999                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1000                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1001                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1002                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1003                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1004                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1005                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1006                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1007                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1008                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1009                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1010                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1011                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1012                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1013                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1014                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1015                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1016                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1017                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1018                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1019                   G01                                  Second Lien                           No                                   YES                                                   120                  CNDQ                                  No
      1020                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1021                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1022                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1023                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1024                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1025                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1026                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1027                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1028                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1029                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1030                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1031                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1032                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1033                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1034                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1035                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1036                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1037                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1038                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1039                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1040                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1041                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1042                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1043                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1044                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1045                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1046                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1047                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1048                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1049                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1050                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1051                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1052                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1053                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1054                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1055                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1056                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1057                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1058                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1059                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1060                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1061                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1062                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1063                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1064                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1065                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1066                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1067                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  Yes
      1068                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  Yes
      1069                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1070                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1071                   G01                                  Second Lien                           No                                   YES                                                   120                  DQUL                                  Yes
      1072                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  Yes
      1073                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  Yes
      1074                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  Yes
      1075                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  Yes
      1076                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1077                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1078                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1079                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1080                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1081                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1082                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1083                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1084                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1085                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1086                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1087                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1088                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1089                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1090                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1091                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1092                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1093                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1094                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1095                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1096                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1097                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1098                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1099                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1100                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1101                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1102                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1103                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1104                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1105                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1106                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1107                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1108                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1109                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1110                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1111                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1112                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1113                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1114                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1115                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1116                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1117                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1118                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1119                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1120                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1121                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1122                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1123                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1124                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1125                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1126                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1127                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1128                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1129                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1130                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1131                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1132                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1133                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1134                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1135                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1136                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1137                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1138                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1139                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1140                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1141                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1142                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1143                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1144                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1145                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1146                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1147                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1148                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1149                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1150                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1151                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1152                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1153                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1154                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1155                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1156                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1157                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1158                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1159                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1160                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1161                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1162                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1163                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1164                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1165                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1166                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1167                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      1168                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1169                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      1170                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1171                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      1172                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1173                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1174                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1175                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1176                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1177                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1178                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1179                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1180                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1181                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1182                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1183                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1184                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1185                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1186                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1187                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1188                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1189                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1190                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      1191                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1192                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1193                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1194                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1195                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1196                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      1197                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1198                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1199                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      1200                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1201                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1202                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      1203                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1204                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1205                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1206                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1207                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1208                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1209                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1210                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1211                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1212                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1213                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1214                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1215                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1216                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1217                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1218                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1219                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1220                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      1221                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1222                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1223                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1224                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1225                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1226                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1227                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1228                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1229                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1230                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1231                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1232                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1233                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1234                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1235                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1236                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1237                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1238                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1239                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1240                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1241                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1242                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1243                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1244                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1245                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1246                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1247                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1248                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1249                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  No
      1250                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1251                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1252                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1253                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1254                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1255                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1256                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1257                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1258                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      1259                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1260                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1261                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1262                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1263                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1264                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1265                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1266                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1267                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1268                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1269                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1270                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1271                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1272                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1273                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1274                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1275                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1276                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1277                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1278                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1279                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1280                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1281                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1282                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1283                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1284                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1285                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1286                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1287                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1288                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1289                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1290                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1291                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1292                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1293                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1294                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1295                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1296                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1297                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1298                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1299                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1300                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1301                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1302                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1303                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1304                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1305                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1306                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1307                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1308                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1309                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1310                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1311                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1312                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1313                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1314                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1315                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1316                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  Yes
      1317                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  Yes
      1318                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1319                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  Yes
      1320                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1321                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1322                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1323                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1324                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1325                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1326                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1327                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1328                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1329                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1330                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1331                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1332                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1333                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1334                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1335                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1336                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1337                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1338                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1339                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1340                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1341                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1342                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1343                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1344                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1345                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1346                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1347                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1348                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1349                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1350                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1351                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1352                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1353                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1354                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1355                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1356                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1357                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1358                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1359                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1360                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1361                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1362                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1363                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1364                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1365                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1366                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1367                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1368                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1369                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1370                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1371                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1372                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1373                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1374                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1375                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1376                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1377                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1378                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1379                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1380                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1381                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1382                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1383                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1384                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1385                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1386                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1387                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1388                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1389                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1390                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1391                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1392                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1393                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1394                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1395                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1396                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1397                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1398                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1399                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1400                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1401                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1402                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1403                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1404                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1405                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1406                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1407                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1408                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1409                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1410                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1411                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1412                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1413                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1414                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1415                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1416                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1417                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1418                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1419                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1420                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1421                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1422                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1423                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1424                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1425                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1426                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1427                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1428                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1429                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1430                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1431                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1432                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      1433                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1434                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1435                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1436                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1437                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1438                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1439                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1440                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1441                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1442                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1443                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1444                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1445                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1446                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      1447                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1448                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1449                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1450                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1451                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1452                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1453                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1454                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1455                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1456                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      1457                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1458                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1459                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1460                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1461                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1462                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1463                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1464                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1465                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1466                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1467                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1468                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1469                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1470                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1471                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1472                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1473                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1474                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1475                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1476                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1477                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1478                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1479                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1480                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1481                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1482                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1483                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1484                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1485                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1486                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1487                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1488                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1489                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1490                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1491                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1492                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1493                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1494                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1495                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1496                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1497                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1498                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1499                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1500                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1501                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1502                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1503                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1504                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1505                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1506                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1507                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1508                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1509                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1510                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1511                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1512                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1513                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1514                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1515                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1516                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1517                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1518                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1519                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1520                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1521                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1522                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1523                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1524                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1525                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1526                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1527                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1528                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1529                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1530                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1531                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1532                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1533                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1534                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1535                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1536                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1537                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1538                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1539                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1540                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1541                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1542                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1543                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1544                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1545                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1546                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1547                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1548                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1549                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1550                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1551                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1552                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1553                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1554                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1555                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1556                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1557                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1558                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1559                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1560                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1561                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1562                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1563                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1564                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1565                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1566                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1567                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1568                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1569                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1570                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1571                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1572                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1573                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1574                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1575                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1576                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1577                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1578                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1579                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1580                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1581                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1582                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1583                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1584                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1585                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1586                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1587                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1588                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1589                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1590                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1591                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1592                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1593                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1594                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1595                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1596                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1597                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1598                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1599                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1600                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1601                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1602                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1603                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1604                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1605                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1606                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1607                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1608                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1609                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1610                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1611                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1612                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1613                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1614                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1615                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1616                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1617                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1618                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1619                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1620                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1621                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1622                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1623                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1624                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1625                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1626                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1627                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1628                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1629                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1630                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1631                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1632                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1633                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1634                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1635                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1636                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1637                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1638                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1639                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1640                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1641                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1642                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1643                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1644                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1645                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1646                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1647                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1648                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1649                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1650                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1651                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1652                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1653                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1654                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1655                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1656                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1657                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1658                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1659                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1660                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1661                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1662                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1663                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1664                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1665                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1666                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1667                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1668                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1669                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1670                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1671                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1672                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1673                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1674                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1675                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1676                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1677                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1678                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1679                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1680                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1681                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1682                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1683                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1684                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1685                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1686                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1687                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1688                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1689                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1690                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1691                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1692                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1693                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1694                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1695                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1696                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1697                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1698                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1699                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1700                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1701                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1702                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1703                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1704                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1705                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1706                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1707                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1708                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1709                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1710                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1711                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1712                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1713                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1714                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1715                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1716                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1717                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1718                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1719                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1720                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1721                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1722                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1723                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1724                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1725                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1726                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1727                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1728                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1729                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1730                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1731                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1732                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1733                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1734                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1735                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1736                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1737                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1738                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1739                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1740                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1741                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1742                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1743                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1744                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1745                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1746                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1747                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1748                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1749                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1750                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1751                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1752                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1753                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1754                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1755                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1756                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1757                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1758                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1759                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1760                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1761                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1762                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1763                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1764                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1765                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1766                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1767                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1768                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1769                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1770                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1771                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1772                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1773                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1774                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1775                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1776                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1777                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1778                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1779                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1780                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1781                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1782                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1783                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1784                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1785                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1786                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1787                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1788                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1789                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1790                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1791                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1792                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1793                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1794                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1795                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1796                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1797                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1798                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1799                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1800                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1801                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1802                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1803                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1804                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1805                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1806                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1807                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1808                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1809                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1810                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1811                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1812                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1813                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1814                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1815                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1816                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1817                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1818                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1819                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1820                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1821                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1822                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1823                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1824                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1825                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1826                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1827                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1828                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1829                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1830                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1831                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1832                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1833                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1834                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1835                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1836                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1837                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1838                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1839                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1840                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1841                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1842                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1843                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1844                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1845                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1846                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1847                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1848                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1849                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1850                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1851                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1852                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1853                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1854                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1855                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1856                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1857                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1858                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1859                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1860                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1861                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1862                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1863                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1864                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1865                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1866                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1867                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1868                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1869                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1870                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1871                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1872                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1873                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1874                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1875                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1876                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1877                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1878                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1879                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1880                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1881                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1882                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1883                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1884                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1885                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1886                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1887                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1888                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1889                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1890                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1891                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1892                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1893                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1894                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1895                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1896                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1897                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1898                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1899                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1900                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1901                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1902                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1903                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1904                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1905                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1906                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1907                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1908                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1909                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1910                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1911                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1912                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1913                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1914                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1915                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1916                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1917                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1918                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1919                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1920                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1921                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1922                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1923                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1924                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1925                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1926                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1927                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1928                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1929                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1930                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1931                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1932                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1933                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1934                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1935                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1936                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1937                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1938                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      1939                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1940                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1941                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1942                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1943                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1944                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1945                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1946                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1947                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1948                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1949                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1950                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1951                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1952                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1953                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1954                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1955                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1956                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1957                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1958                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1959                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1960                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1961                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1962                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1963                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1964                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1965                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1966                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1967                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1968                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1969                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1970                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1971                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1972                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1973                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1974                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1975                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1976                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1977                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1978                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1979                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1980                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1981                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1982                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1983                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1984                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1985                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1986                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1987                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1988                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1989                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1990                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1991                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1992                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1993                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1994                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1995                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1996                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1997                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      1998                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      1999                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2000                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2001                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2002                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2003                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2004                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2005                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2006                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2007                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2008                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2009                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2010                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2011                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2012                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2013                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2014                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2015                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2016                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2017                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2018                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2019                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2020                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2021                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2022                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2023                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2024                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2025                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2026                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2027                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2028                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2029                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2030                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2031                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2032                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2033                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2034                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2035                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2036                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2037                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2038                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2039                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2040                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2041                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2042                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2043                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2044                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2045                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2046                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2047                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2048                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2049                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2050                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2051                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2052                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2053                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2054                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2055                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2056                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2057                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2058                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2059                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2060                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2061                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2062                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2063                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2064                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2065                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2066                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2067                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2068                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2069                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2070                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2071                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2072                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2073                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2074                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2075                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2076                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2077                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2078                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2079                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2080                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2081                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2082                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2083                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2084                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2085                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2086                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2087                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2088                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2089                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2090                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2091                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2092                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2093                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2094                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2095                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2096                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2097                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2098                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2099                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2100                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2101                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2102                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2103                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2104                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2105                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2106                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2107                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2108                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2109                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2110                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2111                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2112                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2113                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2114                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2115                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2116                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2117                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2118                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2119                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2120                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2121                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2122                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2123                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2124                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2125                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2126                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2127                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2128                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2129                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2130                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2131                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2132                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2133                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2134                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2135                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2136                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2137                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2138                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2139                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2140                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2141                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2142                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2143                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2144                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2145                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2146                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2147                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2148                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2149                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2150                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2151                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2152                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2153                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2154                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2155                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2156                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2157                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2158                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2159                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2160                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2161                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2162                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2163                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2164                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2165                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2166                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2167                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2168                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2169                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2170                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2171                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2172                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2173                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2174                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2175                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2176                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2177                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2178                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2179                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2180                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2181                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2182                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2183                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2184                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2185                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2186                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2187                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2188                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2189                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2190                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2191                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2192                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2193                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2194                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2195                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2196                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2197                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2198                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2199                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2200                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2201                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2202                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2203                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2204                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2205                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2206                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2207                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2208                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2209                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2210                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2211                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2212                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2213                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2214                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2215                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2216                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2217                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2218                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2219                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2220                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2221                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2222                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2223                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2224                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2225                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2226                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2227                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2228                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2229                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2230                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2231                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2232                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2233                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2234                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2235                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2236                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2237                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2238                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2239                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2240                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2241                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2242                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2243                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2244                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2245                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2246                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2247                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2248                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2249                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2250                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2251                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2252                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2253                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2254                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2255                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2256                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2257                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2258                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2259                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2260                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2261                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2262                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2263                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2264                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2265                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2266                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2267                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2268                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2269                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2270                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2271                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2272                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2273                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2274                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2275                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2276                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2277                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2278                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2279                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2280                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2281                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2282                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2283                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2284                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2285                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2286                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2287                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2288                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2289                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2290                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2291                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2292                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2293                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  No
      2294                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2295                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2296                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2297                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2298                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2299                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2300                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2301                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2302                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2303                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2304                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2305                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2306                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2307                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2308                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2309                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2310                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2311                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2312                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2313                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2314                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2315                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2316                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2317                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2318                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2319                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2320                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2321                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2322                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2323                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2324                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2325                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2326                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2327                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2328                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2329                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2330                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2331                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2332                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2333                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2334                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2335                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  Yes
      2336                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      2337                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      2338                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2339                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2340                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2341                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2342                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2343                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2344                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2345                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2346                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2347                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2348                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2349                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2350                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2351                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2352                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2353                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2354                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2355                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2356                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2357                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2358                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2359                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2360                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2361                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2362                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2363                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2364                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2365                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2366                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2367                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2368                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2369                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2370                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2371                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2372                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2373                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2374                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2375                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2376                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2377                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2378                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2379                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2380                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2381                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2382                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2383                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2384                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2385                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2386                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2387                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2388                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2389                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2390                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2391                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2392                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2393                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2394                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2395                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2396                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2397                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2398                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2399                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2400                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2401                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2402                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2403                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2404                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2405                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2406                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2407                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2408                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2409                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2410                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2411                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2412                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2413                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2414                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2415                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2416                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2417                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2418                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2419                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2420                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2421                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2422                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2423                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2424                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2425                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2426                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2427                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2428                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2429                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2430                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2431                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2432                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2433                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2434                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2435                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2436                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2437                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2438                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2439                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2440                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2441                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2442                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2443                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2444                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2445                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2446                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2447                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2448                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2449                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2450                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2451                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2452                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2453                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2454                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2455                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2456                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2457                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2458                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2459                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2460                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2461                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2462                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2463                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2464                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2465                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2466                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2467                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2468                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2469                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2470                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2471                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2472                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2473                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2474                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2475                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2476                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2477                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2478                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2479                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2480                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2481                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2482                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2483                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2484                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2485                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2486                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2487                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2488                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2489                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2490                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2491                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2492                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2493                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2494                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2495                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2496                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2497                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2498                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2499                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2500                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2501                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2502                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2503                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2504                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2505                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2506                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2507                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2508                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2509                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2510                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2511                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2512                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2513                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2514                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2515                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2516                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2517                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2518                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2519                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2520                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2521                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2522                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2523                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2524                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2525                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2526                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2527                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2528                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2529                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2530                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2531                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2532                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2533                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2534                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2535                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2536                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2537                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2538                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2539                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2540                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2541                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2542                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2543                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2544                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2545                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2546                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2547                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2548                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2549                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2550                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2551                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2552                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2553                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2554                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2555                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2556                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2557                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2558                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2559                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2560                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2561                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2562                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2563                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2564                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2565                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2566                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2567                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2568                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2569                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2570                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2571                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2572                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2573                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2574                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2575                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2576                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2577                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2578                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2579                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2580                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2581                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2582                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2583                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2584                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2585                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2586                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2587                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2588                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2589                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2590                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2591                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2592                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2593                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2594                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2595                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2596                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2597                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2598                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2599                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2600                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2601                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2602                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2603                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2604                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2605                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2606                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2607                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2608                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2609                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2610                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2611                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2612                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2613                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2614                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2615                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2616                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2617                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2618                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2619                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2620                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2621                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2622                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2623                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2624                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2625                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2626                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2627                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2628                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2629                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2630                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2631                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2632                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2633                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2634                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2635                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2636                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2637                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2638                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2639                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2640                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2641                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2642                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2643                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2644                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2645                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2646                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2647                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2648                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2649                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2650                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2651                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2652                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2653                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2654                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2655                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2656                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2657                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2658                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2659                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2660                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2661                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2662                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2663                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2664                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2665                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2666                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2667                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2668                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2669                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2670                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2671                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2672                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2673                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2674                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2675                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  Yes
      2676                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2677                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2678                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2679                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2680                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2681                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2682                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2683                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2684                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2685                   G01                                  Second Lien                           Yes                                  YES                                                   180                  RQUL                                  No
      2686                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2687                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2688                   G01                                  Second Lien                           Yes                                  YES                                                   120                  HQ2L                                  No
      2689                   G01                                  Second Lien                           Yes                                  YES                                                   180                  HQ2L                                  No
      2690                   G01                                  Second Lien                           Yes                                  YES                                                   180                  HQ2L                                  No
      2691                   G01                                  Second Lien                           Yes                                  YES                                                   180                  HQ2L                                  No
      2692                   G01                                  Second Lien                           Yes                                  YES                                                   180                  HQ2L                                  No
      2693                   G01                                  Second Lien                           Yes                                  YES                                                   180                  HQ2L                                  No
      2694                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      2695                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2696                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      2697                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2698                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2699                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2700                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2701                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2702                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2703                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2704                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2705                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2706                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2707                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2708                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2709                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2710                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2711                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2712                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2713                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2714                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2715                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2716                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2717                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2718                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2719                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2720                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2721                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2722                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2723                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2724                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2725                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2726                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2727                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2728                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2729                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2730                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2731                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2732                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2733                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2734                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2735                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2736                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2737                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2738                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2739                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2740                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2741                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2742                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2743                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2744                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2745                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2746                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2747                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2748                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2749                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2750                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2751                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2752                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2753                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2754                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2755                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2756                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2757                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2758                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2759                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2760                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2761                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      2762                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      2763                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2764                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2765                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2766                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2767                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      2768                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2769                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2770                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      2771                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2772                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2773                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      2774                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2775                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      2776                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2777                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2778                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2779                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2780                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2781                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2782                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2783                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2784                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2785                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2786                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2787                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2788                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2789                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2790                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2791                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2792                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2793                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2794                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2795                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2796                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2797                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2798                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2799                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2800                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2801                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2802                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2803                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2804                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2805                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2806                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2807                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2808                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2809                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      2810                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2811                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2812                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      2813                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2814                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      2815                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2816                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      2817                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2818                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2819                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2820                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      2821                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2822                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      2823                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2824                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2825                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2826                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2827                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2828                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2829                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2830                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2831                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2832                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2833                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2834                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2835                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2836                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2837                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2838                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2839                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2840                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2841                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2842                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2843                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2844                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2845                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2846                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2847                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2848                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2849                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2850                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2851                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2852                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2853                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2854                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2855                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2856                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2857                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2858                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2859                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2860                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2861                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2862                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2863                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2864                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2865                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2866                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2867                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2868                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2869                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2870                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2871                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2872                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2873                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2874                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2875                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2876                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2877                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2878                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2879                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2880                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2881                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2882                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2883                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2884                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2885                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2886                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2887                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2888                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2889                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      2890                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      2891                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      2892                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      2893                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      2894                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2895                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2896                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      2897                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      2898                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2899                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2900                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2901                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2902                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2903                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2904                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2905                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2906                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2907                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2908                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2909                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2910                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2911                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2912                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2913                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2914                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2915                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2916                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2917                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2918                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2919                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2920                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2921                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2922                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2923                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2924                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2925                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2926                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2927                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2928                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2929                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2930                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2931                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2932                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2933                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2934                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2935                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2936                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2937                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2938                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2939                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2940                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2941                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2942                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2943                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2944                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2945                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2946                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2947                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2948                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2949                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2950                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2951                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2952                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2953                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2954                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2955                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2956                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2957                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2958                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2959                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2960                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2961                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2962                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2963                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      2964                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2965                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2966                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2967                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2968                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  No
      2969                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      2970                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2971                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2972                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2973                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2974                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2975                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  No
      2976                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2977                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2978                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2979                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2980                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2981                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2982                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2983                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      2984                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2985                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2986                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2987                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2988                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2989                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2990                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2991                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      2992                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2993                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2994                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2995                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      2996                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2997                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2998                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      2999                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3000                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3001                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3002                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3003                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3004                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3005                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3006                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3007                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3008                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3009                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3010                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3011                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3012                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3013                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3014                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3015                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3016                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3017                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3018                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3019                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3020                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3021                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3022                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3023                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3024                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3025                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3026                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3027                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3028                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3029                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3030                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3031                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3032                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3033                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3034                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3035                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3036                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3037                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3038                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3039                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3040                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3041                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3042                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3043                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3044                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3045                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3046                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3047                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3048                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3049                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3050                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3051                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3052                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3053                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3054                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3055                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3056                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3057                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3058                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3059                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3060                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3061                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3062                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3063                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3064                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3065                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3066                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3067                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3068                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      3069                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3070                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3071                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3072                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3073                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3074                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3075                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3076                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3077                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3078                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3079                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3080                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3081                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3082                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3083                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3084                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3085                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3086                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3087                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3088                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3089                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3090                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3091                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3092                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3093                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3094                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3095                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3096                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3097                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3098                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3099                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3100                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3101                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3102                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3103                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3104                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3105                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3106                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3107                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3108                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3109                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3110                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3111                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3112                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3113                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3114                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3115                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3116                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3117                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3118                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3119                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3120                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3121                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3122                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3123                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3124                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3125                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3126                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3127                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3128                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3129                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3130                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3131                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3132                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3133                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3134                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3135                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3136                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3137                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3138                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3139                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3140                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3141                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      3142                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3143                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3144                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3145                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      3146                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3147                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      3148                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3149                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3150                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3151                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3152                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3153                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3154                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3155                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3156                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3157                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3158                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3159                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3160                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3161                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3162                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3163                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3164                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3165                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3166                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3167                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3168                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3169                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3170                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3171                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3172                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3173                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3174                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3175                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3176                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3177                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3178                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3179                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3180                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3181                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3182                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3183                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3184                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3185                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3186                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3187                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3188                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3189                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3190                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3191                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3192                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3193                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3194                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3195                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3196                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3197                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3198                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3199                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3200                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3201                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3202                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3203                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3204                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3205                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3206                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3207                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3208                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3209                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3210                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3211                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3212                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3213                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3214                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3215                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3216                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3217                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3218                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3219                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3220                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3221                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3222                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3223                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3224                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3225                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3226                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3227                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3228                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3229                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3230                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3231                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3232                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3233                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3234                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3235                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3236                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3237                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3238                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      3239                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3240                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3241                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3242                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3243                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      3244                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3245                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3246                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      3247                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3248                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3249                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3250                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      3251                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      3252                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3253                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3254                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3255                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3256                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3257                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      3258                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3259                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      3260                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3261                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3262                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3263                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3264                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3265                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3266                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3267                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3268                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3269                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3270                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3271                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3272                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3273                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3274                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3275                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3276                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3277                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3278                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3279                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3280                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3281                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3282                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3283                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3284                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3285                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3286                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3287                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3288                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3289                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3290                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3291                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3292                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3293                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3294                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3295                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3296                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3297                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3298                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3299                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3300                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3301                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3302                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3303                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3304                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3305                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3306                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3307                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3308                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3309                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3310                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3311                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3312                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3313                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3314                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3315                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3316                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3317                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3318                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3319                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3320                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3321                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3322                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3323                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3324                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3325                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3326                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3327                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3328                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3329                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3330                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3331                   G01                                  Second Lien                           No                                   YES                                                   120                  CNDQ                                  No
      3332                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3333                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3334                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3335                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3336                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3337                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3338                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3339                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3340                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3341                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3342                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3343                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3344                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3345                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3346                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3347                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3348                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3349                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3350                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3351                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3352                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3353                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3354                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3355                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3356                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3357                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3358                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3359                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3360                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3361                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3362                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3363                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3364                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3365                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3366                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3367                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3368                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3369                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3370                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3371                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3372                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3373                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3374                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3375                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3376                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3377                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3378                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3379                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3380                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3381                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3382                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3383                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3384                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3385                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3386                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3387                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3388                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3389                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3390                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3391                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3392                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3393                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3394                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3395                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3396                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3397                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3398                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3399                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3400                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3401                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3402                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3403                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3404                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3405                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3406                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3407                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3408                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3409                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3410                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3411                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3412                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3413                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3414                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3415                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3416                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3417                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3418                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3419                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3420                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3421                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3422                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3423                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3424                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3425                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3426                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3427                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3428                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3429                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3430                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3431                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3432                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3433                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3434                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3435                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3436                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3437                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3438                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3439                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      3440                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3441                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3442                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3443                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3444                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3445                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3446                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3447                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3448                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      3449                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3450                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      3451                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3452                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3453                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3454                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3455                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3456                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      3457                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3458                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3459                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3460                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3461                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3462                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3463                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3464                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3465                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      3466                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3467                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3468                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3469                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3470                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3471                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      3472                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3473                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3474                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3475                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3476                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      3477                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3478                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3479                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      3480                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3481                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3482                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3483                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3484                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3485                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3486                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3487                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3488                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3489                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3490                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3491                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3492                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3493                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3494                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3495                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3496                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3497                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3498                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3499                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3500                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3501                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3502                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3503                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3504                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3505                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3506                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3507                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3508                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3509                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3510                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3511                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3512                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3513                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3514                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3515                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3516                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3517                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3518                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3519                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3520                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3521                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3522                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3523                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3524                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3525                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3526                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3527                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3528                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3529                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3530                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3531                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3532                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3533                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3534                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3535                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3536                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3537                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3538                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3539                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      3540                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3541                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3542                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3543                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3544                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3545                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3546                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3547                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      3548                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      3549                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      3550                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3551                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3552                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3553                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3554                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3555                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3556                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3557                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3558                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3559                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3560                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3561                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3562                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3563                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3564                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3565                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3566                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3567                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3568                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3569                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3570                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3571                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3572                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3573                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3574                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3575                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3576                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3577                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3578                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3579                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3580                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3581                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3582                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3583                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3584                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3585                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3586                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3587                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3588                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3589                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3590                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3591                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3592                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3593                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3594                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3595                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3596                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3597                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3598                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3599                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3600                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3601                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3602                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3603                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3604                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3605                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3606                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3607                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3608                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3609                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3610                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3611                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3612                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3613                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3614                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3615                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3616                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3617                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3618                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3619                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3620                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3621                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3622                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3623                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3624                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3625                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3626                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3627                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3628                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3629                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3630                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3631                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3632                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      3633                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3634                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3635                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3636                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3637                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3638                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3639                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      3640                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3641                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3642                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3643                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3644                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3645                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3646                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3647                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3648                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3649                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3650                   G01                                  Second Lien                           No                                   YES                                                   120                  RQUL                                  No
      3651                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3652                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3653                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3654                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3655                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3656                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3657                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3658                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3659                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3660                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3661                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3662                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3663                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3664                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3665                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3666                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3667                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3668                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3669                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3670                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3671                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3672                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3673                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3674                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3675                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3676                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3677                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3678                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3679                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3680                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3681                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3682                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3683                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3684                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3685                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3686                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3687                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3688                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3689                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3690                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3691                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3692                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3693                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3694                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3695                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3696                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3697                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3698                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3699                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3700                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3701                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3702                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3703                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3704                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3705                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3706                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3707                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3708                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3709                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3710                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3711                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3712                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3713                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3714                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3715                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3716                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3717                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3718                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3719                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3720                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3721                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3722                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3723                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3724                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3725                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3726                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3727                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3728                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3729                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3730                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3731                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3732                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3733                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3734                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3735                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3736                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3737                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3738                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3739                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3740                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3741                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3742                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3743                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3744                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3745                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3746                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3747                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3748                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3749                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3750                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3751                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3752                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3753                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3754                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3755                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3756                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3757                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3758                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3759                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3760                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3761                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3762                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3763                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3764                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3765                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3766                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3767                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3768                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3769                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3770                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3771                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3772                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3773                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3774                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3775                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3776                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3777                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3778                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3779                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3780                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3781                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3782                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3783                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3784                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3785                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3786                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3787                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3788                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3789                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3790                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3791                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3792                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3793                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3794                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3795                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3796                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3797                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3798                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3799                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3800                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3801                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3802                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3803                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3804                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3805                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3806                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3807                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3808                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3809                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3810                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3811                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3812                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3813                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3814                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3815                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3816                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3817                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3818                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3819                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3820                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3821                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3822                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3823                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3824                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3825                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3826                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3827                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3828                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3829                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3830                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3831                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3832                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3833                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3834                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3835                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3836                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3837                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3838                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3839                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3840                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3841                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3842                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3843                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3844                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3845                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3846                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3847                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3848                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3849                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3850                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3851                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3852                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3853                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3854                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3855                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3856                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3857                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3858                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3859                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3860                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3861                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3862                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3863                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3864                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3865                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3866                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3867                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3868                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3869                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3870                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3871                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3872                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3873                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3874                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3875                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3876                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3877                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3878                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3879                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3880                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3881                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3882                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3883                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3884                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3885                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3886                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3887                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3888                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3889                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3890                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3891                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3892                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3893                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3894                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3895                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3896                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3897                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3898                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3899                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3900                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3901                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3902                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3903                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3904                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3905                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3906                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3907                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3908                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3909                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3910                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3911                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3912                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3913                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3914                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3915                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3916                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3917                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3918                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3919                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3920                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3921                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3922                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3923                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3924                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3925                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3926                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3927                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3928                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3929                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3930                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3931                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3932                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3933                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3934                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3935                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3936                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3937                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3938                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3939                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3940                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3941                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3942                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3943                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3944                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3945                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3946                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3947                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3948                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3949                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3950                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3951                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3952                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3953                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3954                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3955                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3956                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3957                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3958                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3959                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3960                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3961                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3962                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3963                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3964                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3965                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3966                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3967                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3968                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3969                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3970                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3971                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3972                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3973                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3974                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3975                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3976                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3977                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3978                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3979                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3980                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3981                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3982                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3983                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3984                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3985                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3986                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3987                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3988                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3989                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3990                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3991                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3992                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3993                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3994                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3995                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      3996                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3997                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3998                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      3999                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4000                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4001                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4002                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4003                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4004                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4005                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4006                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4007                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4008                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4009                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4010                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4011                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4012                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4013                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4014                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4015                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4016                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4017                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4018                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4019                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4020                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4021                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4022                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4023                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4024                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4025                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4026                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4027                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4028                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4029                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4030                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4031                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4032                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4033                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4034                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4035                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4036                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4037                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4038                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4039                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4040                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4041                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4042                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4043                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4044                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4045                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4046                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4047                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4048                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4049                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4050                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4051                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4052                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4053                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4054                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4055                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4056                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4057                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4058                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4059                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4060                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4061                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4062                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4063                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4064                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4065                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4066                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4067                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4068                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4069                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4070                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4071                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4072                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4073                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4074                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4075                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4076                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4077                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4078                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4079                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4080                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4081                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4082                   G01                                  Second Lien                           Yes                                  YES                                                   180                  HQ2L                                  No
      4083                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4084                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4085                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4086                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4087                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4088                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4089                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4090                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4091                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4092                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4093                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4094                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4095                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4096                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4097                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4098                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4099                   G01                                  Second Lien                           Yes                                  YES                                                   180                  HQ2L                                  No
      4100                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4101                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4102                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4103                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4104                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4105                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4106                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4107                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4108                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4109                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4110                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4111                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4112                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4113                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4114                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4115                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4116                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4117                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4118                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4119                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4120                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4121                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4122                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4123                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4124                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4125                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4126                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4127                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4128                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4129                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4130                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4131                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4132                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4133                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4134                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4135                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4136                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4137                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4138                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4139                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4140                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4141                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4142                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4143                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4144                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4145                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4146                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4147                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4148                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4149                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4150                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4151                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4152                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4153                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4154                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4155                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4156                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4157                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4158                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4159                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4160                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4161                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4162                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4163                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4164                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4165                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4166                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4167                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4168                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4169                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4170                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4171                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4172                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4173                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4174                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4175                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4176                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4177                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4178                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4179                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4180                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4181                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4182                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4183                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4184                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4185                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4186                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4187                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4188                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4189                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4190                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4191                   G01                                  Second Lien                           Yes                                  YES                                                   180                  HQ2L                                  No
      4192                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4193                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4194                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4195                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4196                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4197                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4198                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4199                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4200                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4201                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4202                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4203                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4204                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4205                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4206                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4207                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4208                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4209                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4210                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4211                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4212                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4213                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4214                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4215                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4216                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4217                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4218                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4219                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4220                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4221                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4222                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4223                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4224                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4225                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4226                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4227                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4228                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4229                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4230                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4231                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4232                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4233                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4234                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4235                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4236                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4237                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4238                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4239                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4240                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4241                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4242                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  No
      4243                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4244                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4245                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4246                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4247                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4248                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4249                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4250                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4251                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4252                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4253                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4254                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4255                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4256                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4257                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4258                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4259                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4260                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4261                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4262                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4263                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4264                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4265                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4266                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4267                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4268                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4269                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4270                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4271                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4272                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4273                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4274                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4275                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4276                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4277                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4278                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4279                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4280                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4281                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4282                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4283                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4284                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4285                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4286                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4287                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4288                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4289                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4290                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4291                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4292                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4293                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4294                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4295                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4296                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4297                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4298                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4299                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4300                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4301                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4302                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4303                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4304                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4305                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4306                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4307                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4308                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4309                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4310                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4311                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4312                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4313                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4314                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4315                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4316                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4317                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4318                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4319                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4320                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4321                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4322                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4323                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4324                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4325                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4326                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4327                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4328                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4329                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4330                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4331                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4332                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4333                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4334                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4335                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4336                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4337                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4338                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4339                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4340                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4341                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4342                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4343                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4344                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4345                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4346                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4347                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4348                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4349                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4350                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4351                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4352                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4353                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4354                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4355                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4356                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4357                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4358                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4359                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4360                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4361                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4362                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4363                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4364                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4365                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4366                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4367                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4368                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4369                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4370                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4371                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4372                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4373                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4374                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4375                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4376                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4377                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4378                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4379                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4380                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4381                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4382                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4383                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4384                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4385                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4386                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4387                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4388                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4389                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4390                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4391                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4392                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4393                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4394                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4395                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4396                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4397                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4398                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4399                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4400                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4401                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4402                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4403                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4404                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4405                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      4406                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4407                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4408                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4409                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4410                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4411                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4412                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4413                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4414                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4415                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4416                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4417                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4418                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4419                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4420                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4421                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4422                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4423                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4424                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4425                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4426                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4427                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4428                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4429                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4430                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4431                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4432                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4433                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4434                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4435                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4436                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4437                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4438                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4439                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4440                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4441                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4442                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4443                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4444                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4445                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4446                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4447                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4448                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4449                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4450                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4451                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4452                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4453                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4454                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4455                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4456                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4457                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4458                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4459                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4460                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4461                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4462                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4463                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4464                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4465                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4466                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4467                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4468                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4469                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4470                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4471                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4472                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4473                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4474                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4475                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4476                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4477                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4478                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4479                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4480                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4481                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4482                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4483                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4484                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4485                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4486                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4487                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4488                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4489                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4490                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4491                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4492                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4493                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4494                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4495                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4496                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4497                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4498                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4499                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4500                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4501                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4502                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4503                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4504                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4505                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4506                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4507                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4508                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4509                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4510                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4511                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4512                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4513                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4514                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4515                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4516                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4517                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4518                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4519                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4520                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4521                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4522                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4523                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4524                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4525                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4526                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4527                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4528                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4529                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4530                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4531                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4532                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4533                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4534                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4535                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4536                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4537                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4538                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4539                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4540                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4541                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4542                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4543                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4544                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4545                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4546                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4547                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4548                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4549                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4550                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4551                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4552                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4553                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4554                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4555                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4556                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4557                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4558                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4559                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4560                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4561                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4562                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4563                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4564                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4565                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4566                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4567                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4568                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4569                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4570                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4571                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4572                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4573                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4574                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4575                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4576                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4577                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4578                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4579                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4580                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4581                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4582                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4583                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4584                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4585                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4586                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4587                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4588                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4589                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4590                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4591                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4592                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4593                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4594                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4595                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4596                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4597                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4598                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4599                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4600                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4601                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  No
      4602                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4603                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4604                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4605                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4606                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4607                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4608                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4609                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4610                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4611                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4612                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4613                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4614                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4615                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4616                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4617                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4618                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4619                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4620                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4621                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4622                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4623                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4624                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4625                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4626                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4627                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4628                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4629                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4630                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4631                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4632                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4633                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4634                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4635                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4636                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4637                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4638                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4639                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4640                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4641                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4642                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4643                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4644                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4645                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4646                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4647                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4648                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4649                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4650                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4651                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4652                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4653                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4654                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4655                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4656                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4657                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4658                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4659                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4660                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4661                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4662                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4663                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4664                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4665                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4666                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4667                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4668                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4669                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4670                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4671                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4672                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4673                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4674                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4675                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4676                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4677                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4678                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4679                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4680                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4681                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4682                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4683                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4684                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4685                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4686                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4687                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4688                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4689                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4690                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4691                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4692                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4693                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4694                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4695                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4696                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4697                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4698                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4699                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4700                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4701                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4702                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4703                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4704                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4705                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4706                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4707                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4708                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4709                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4710                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4711                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4712                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4713                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4714                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4715                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4716                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4717                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4718                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4719                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4720                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4721                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4722                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4723                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4724                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4725                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4726                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4727                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4728                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4729                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4730                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4731                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4732                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4733                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4734                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4735                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4736                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4737                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4738                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4739                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4740                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4741                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4742                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4743                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4744                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4745                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4746                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4747                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4748                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4749                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4750                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4751                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4752                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4753                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4754                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4755                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4756                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4757                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4758                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4759                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4760                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4761                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4762                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4763                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4764                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4765                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4766                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4767                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4768                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4769                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4770                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4771                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4772                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4773                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4774                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4775                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4776                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4777                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4778                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4779                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4780                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4781                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4782                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4783                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4784                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4785                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4786                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4787                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4788                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4789                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4790                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4791                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4792                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4793                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4794                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4795                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4796                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4797                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4798                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4799                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4800                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4801                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4802                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4803                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4804                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4805                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4806                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4807                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4808                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4809                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4810                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4811                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4812                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4813                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4814                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4815                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4816                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4817                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4818                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4819                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4820                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4821                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4822                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4823                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4824                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4825                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4826                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4827                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4828                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4829                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4830                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4831                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4832                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4833                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      4834                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4835                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4836                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4837                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4838                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4839                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4840                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4841                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4842                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4843                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4844                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4845                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4846                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4847                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4848                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4849                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4850                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4851                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4852                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4853                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4854                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4855                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4856                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4857                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4858                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4859                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4860                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4861                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4862                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4863                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4864                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4865                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4866                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4867                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4868                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4869                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4870                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4871                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4872                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4873                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4874                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4875                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4876                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4877                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4878                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4879                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4880                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4881                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4882                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4883                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4884                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4885                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4886                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4887                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4888                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4889                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4890                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4891                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4892                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4893                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4894                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4895                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4896                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4897                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4898                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4899                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4900                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4901                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4902                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4903                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4904                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4905                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4906                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4907                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4908                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4909                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4910                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4911                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4912                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4913                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4914                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4915                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4916                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4917                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4918                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4919                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4920                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4921                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4922                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4923                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4924                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4925                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4926                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4927                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4928                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4929                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4930                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4931                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4932                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4933                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4934                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4935                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4936                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4937                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4938                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4939                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4940                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4941                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4942                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4943                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4944                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4945                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4946                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4947                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4948                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4949                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4950                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4951                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4952                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4953                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4954                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4955                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4956                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4957                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4958                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4959                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4960                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      4961                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4962                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      4963                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4964                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4965                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4966                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  No
      4967                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4968                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      4969                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4970                   G01                                  Second Lien                           No                                   YES                                                    60                  HQ2L                                  Yes
      4971                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4972                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4973                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4974                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4975                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4976                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4977                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4978                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4979                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4980                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4981                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4982                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4983                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      4984                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4985                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4986                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4987                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4988                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      4989                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4990                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4991                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      4992                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4993                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4994                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4995                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4996                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4997                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4998                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      4999                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5000                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5001                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5002                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5003                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5004                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5005                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5006                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5007                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5008                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5009                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5010                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5011                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5012                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5013                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5014                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5015                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5016                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5017                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5018                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5019                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5020                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5021                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5022                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5023                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5024                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5025                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5026                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5027                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5028                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5029                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5030                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5031                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5032                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5033                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5034                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5035                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5036                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5037                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5038                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5039                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5040                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5041                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5042                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5043                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5044                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5045                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5046                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5047                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5048                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5049                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5050                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5051                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5052                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5053                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5054                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5055                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5056                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5057                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5058                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5059                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5060                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5061                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5062                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5063                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5064                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5065                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5066                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5067                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5068                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5069                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5070                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5071                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5072                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5073                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5074                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5075                   G01                                  First Lien                            No                                   YES                                                   120                  HQ2L                                  Yes
      5076                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5077                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5078                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5079                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5080                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5081                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5082                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5083                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5084                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5085                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5086                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5087                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5088                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5089                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5090                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5091                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5092                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5093                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5094                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5095                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5096                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5097                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5098                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5099                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5100                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5101                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5102                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5103                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5104                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5105                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5106                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5107                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5108                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5109                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5110                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5111                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5112                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5113                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5114                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5115                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5116                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5117                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5118                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5119                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5120                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5121                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5122                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5123                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5124                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5125                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5126                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5127                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5128                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5129                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5130                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5131                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5132                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5133                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5134                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5135                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5136                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5137                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5138                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5139                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5140                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5141                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5142                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5143                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5144                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5145                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5146                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5147                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5148                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5149                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5150                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5151                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5152                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5153                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5154                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5155                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5156                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5157                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5158                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5159                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5160                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5161                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5162                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5163                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5164                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5165                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5166                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5167                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5168                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5169                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5170                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5171                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5172                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5173                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5174                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5175                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5176                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5177                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5178                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5179                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5180                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5181                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5182                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5183                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5184                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5185                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5186                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5187                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5188                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5189                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5190                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5191                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5192                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5193                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5194                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5195                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5196                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5197                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5198                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5199                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5200                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5201                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5202                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5203                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5204                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5205                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5206                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5207                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5208                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5209                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5210                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5211                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5212                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5213                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5214                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5215                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5216                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5217                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5218                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5219                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5220                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5221                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5222                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5223                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5224                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5225                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5226                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5227                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5228                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5229                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5230                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5231                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5232                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      5233                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      5234                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5235                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5236                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5237                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5238                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5239                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5240                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5241                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5242                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5243                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5244                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5245                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5246                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5247                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5248                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5249                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5250                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5251                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5252                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5253                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5254                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5255                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5256                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5257                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5258                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5259                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5260                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5261                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5262                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      5263                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      5264                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5265                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5266                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5267                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      5268                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5269                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5270                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5271                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5272                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5273                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5274                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5275                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5276                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5277                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
      5278                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5279                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  No
      5280                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  Yes
      5281                   G01                                  Second Lien                           No                                   YES                                                   180                  HQ2L                                  Yes
      5282                   G01                                  Second Lien                           No                                   YES                                                   120                  HQ2L                                  No
 

 


 


EXHIBIT B
 
REQUEST FOR RELEASE OF DOCUMENTS
 
To:
Citibank, N.A. (the “Indenture Trustee”)
388 Greenwich Street, 14th Floor
New York, New York 10013
Attention: Structured Finance Agency and Trust, SACO Trust 2006-8
   
 
LaSalle Bank National Association (the “Custodian”)
2571 Busse Rd, Suite 200
Elk Grove Village, Illinois 60007
 
RE:
Custodial Agreement, dated as of September 15, 2006, by and among Citibank, N.A., LaSalle Bank National Association, Bear Stearns Asset Backed Securities I LLC, EMC Mortgage Corporation relating to SACO I Trust 2006-8, Mortgage Pass-Through Certificates, Series 2006-8
   
In connection with the administration of the HELOCs held by the Custodian for the benefit of the Indenture Trustee pursuant to the above-captioned Sale and Servicing Agreement, we request the release, and hereby acknowledge receipt, of the Mortgage File for the HELOC described below, for the reason indicated.
 
This release will not invalidate any insurance coverage provided in respect of the HELOC under any of the Insurance Policies.
 
Mortgagor Name, Address & Zip Code:
 
HELOC Number:
 
Reason for Requesting Documents (check one):
 
____
1.
Mortgage Paid in Full and proceeds have been deposited into the Master Servicer Collection Account
       
____
2.
HELOC in foreclosure
 
       
____
3.
Repurchase. (The [Master Servicer] [Securities Administrator] hereby certifies that the repurchase price has been credited to _________________________.)
       
____
4.
Other (explain):
 
       




       
   
By: _________________________________
   
(authorized signer)
     
   
Issuing Entity:_______________________
   
Address:____________________________
   
Date:_______________________________
     
     

 
 


 
EXHIBIT C-1
 
GMACM SERVICING AGREEMENT
 
[Provided Upon Request]
 
 
 


EXHIBIT C-2
 
MORTGAGE LOAN PURCHASE AGREEMENT
 

 
MORTGAGE LOAN PURCHASE AGREEMENT
 
between
 
 
EMC MORTGAGE CORPORATION
as HELOC Seller,
 
 
and
 
 
BEAR STEARNS ASSET BACKED SECURITIES I LLC
as Purchaser
 
 
Dated as of September 15, 2006
 





TABLE OF CONTENTS
SECTION 1.
Definitions
SECTION 2.
Purchase and Sale of the HELOCs and Related Rights
SECTION 3.
Mortgage Loan Schedule
SECTION 4.
HELOC Transfer
SECTION 5.
Examination of Mortgage Files
SECTION 6.
Recordation of Assignments of Mortgage
SECTION 7.
Representations and Warranties of the HELOC Seller Concerning
the HELOCs
9
SECTION 8.
Representations and Warranties Concerning EMC
SECTION 9.
Representations and Warranties Concerning the Purchaser
SECTION 10.
Conditions to Closing
SECTION 11.
Fees and Expenses
SECTION 12.
Accountants’ Letters
SECTION 13.
Indemnification
SECTION 14.
Notices
SECTION 15.
Transfer of HELOCs
SECTION 16.
Termination
SECTION 17.
Representations, Warranties and Agreements to Survive Delivery
SECTION 18.
Severability
SECTION 19.
Counterparts
SECTION 21.
Amendment
SECTION 22.
GOVERNING LAW
SECTION 23.
Further Assurances
SECTION 24.
Successors and Assigns
SECTION 25.
The HELOC Seller
SECTION 26.
Entire Agreement
SECTION 27.
No Partnership
 

EXHIBITS AND SCHEDULE TO
MORTGAGE LOAN PURCHASE AGREEMENT

Exhibit 1     Contents of Mortgage File
Exhibit 2     Mortgage Loan Schedule Information
Exhibit 3     HELOC Seller’s Information
Exhibit 4     Purchaser’s Information
Exhibit 5     Schedule of Lost Notes
Exhibit 6     Standard & Poor’s Appendix E to Glossary
Schedule  A Required Ratings for Each Class of Certificates



MORTGAGE LOAN PURCHASE AGREEMENT
 
MORTGAGE LOAN PURCHASE AGREEMENT, dated as of September 15, 2006, as amended and supplemented by any and all amendments hereto (collectively, “this Agreement”), by and between EMC MORTGAGE CORPORATION, a Delaware corporation (a “HELOC Seller”) and BEAR STEARNS ASSET BACKED SECURITIES I LLC, a Delaware limited liability company (the “Purchaser”).
 
Upon the terms and subject to the conditions of this Agreement, the HELOC Seller agrees to sell, and the Purchaser agrees to purchase, certain first and junior lien home equity lines of credit (the “HELOCs”) as described herein. The Purchaser has established SACO I Trust 2006-8, a Delaware statutory trust (the “Issuer”) pursuant to a Short Form Trust Agreement, dated as of September 6, 2006, as amended and restated as of September 15, 2006 (the “Trust Agreement”), among the Purchaser, Wilmington Trust Company (the “Owner Trustee”) and LaSalle Bank National Association (“LaSalle Bank” in such capacity, “Securities Administrator”). The Purchaser intends to sell the HELOCs to the Issuer pursuant to a Sale and Servicing Agreement, dated as of September 15, 2006 (the “Sale and Servicing Agreement”) among the Purchaser, as Depositor, the Issuer, the HELOC Seller, Citibank, N.A., as indenture trustee (the “Indenture Trustee”) and the LaSalle Bank as Securities Administrator and as master servicer (in such capacity, the “Master Servicer”). The Issuer, pursuant to an Indenture, dated as of September 15, 2006 (the “Indenture”) among the Issuer, the Indenture Trustee and the Securities Administrator intends to pledge the HELOCs to the Indenture Trustee and, issue and transfer to the Purchaser the SACO I Trust 2006-8, Mortgage-Backed Notes, Series 2006-8 and the Certificates issued pursuant to the Trust Agreement (the “Certificates”). Certain Certificates will be transferred by the Purchaser to the HELOC Seller as partial consideration for the sale of the HELOCs. The Master Servicer will master service the HELOCs on behalf of the Issuer pursuant to the Sale and Servicing Agreement. The servicing of the HELOCs will be provided by EMC Mortgage Corporation, as servicer, pursuant to the Sale and Servicing Agreement and by GMAC Mortgage Corporation pursuant to its servicing agreement as specified in Appendix A to the Indenture which will be assigned to the Issuer on the Closing Date pursuant to the related Assignment Agreement. The representations and warranties made by the HELOC Seller and the remedies for breach thereof will be assigned to the Issuer on the Closing Date pursuant to, and to the extent provided in the Assignment Agreement.
 
The Purchaser has filed with the Securities and Exchange Commission (the “Commission”) a registration statement on Form S-3 (Number 333-131374) relating to its Mortgage-Backed Notes and the offering of certain series thereof (including certain classes of the Certificates) from time to time in accordance with Rule 415 under the Securities Act of 1933, as amended, and the rules and regulations of the Commission promulgated thereunder (the “Securities Act”). Such registration statement, when it became effective under the Securities Act, and the prospectus relating to the public offering of certain classes of the Notes by the Purchaser (the “Public Offering”), as each may be amended or supplemented from time to time pursuant to the Securities Act or otherwise, are referred to herein as the “Registration Statement” and the “Prospectus,” respectively. The “Free Writing Prospectus” shall mean the free writing prospectus, dated September 7, 2006. The “Prospectus Supplement” shall mean that supplement, dated September 14, 2006, to the Prospectus, dated September 5, 2006, relating to certain classes of the Notes. With respect to the Public Offering of certain classes of the Notes, Bear, Stearns & Co. Inc. (“Bear Stearns”) and the Purchaser have entered into a terms agreement, dated as of September 7, 2006, to an underwriting agreement, dated April 13, 2006 (together, the “Underwriting Agreement”) between Bear Stearns and the Purchaser.
 
Now, therefore, in consideration of the premises and the mutual agreements set forth herein, the parties hereto agree as follows:
 

* Please contact Bear Stearns for pricing information.
 
 
SECTION 1.  Definitions. Certain terms are defined herein. Capitalized terms used herein but not defined herein shall have the meanings specified in the Sale and Servicing Agreement. The following other terms are defined as follows:
 
Acquisition Price: With respect to EMC and the sale of the HELOCs, cash in an amount equal to $ * (plus $ * in accrued interest) and the retained certificates.
 
Bear Stearns: Bear, Stearns & Co. Inc.
 
Closing Date: September 15, 2006.
 
Custodial Agreement: The custodial agreement, dated as September 15, 2006, among the Depositor, the HELOC Seller, the Master Servicer, the Indenture Trustee and LaSalle Bank National Association as Custodian relating to the HELOCs identified in such custodial agreement.
 
Cut-off Date: August 15, 2006.
 
Cut-off Date Balance: Shall mean $361,200,413.29 with respect to the HELOCs.
 
Deleted HELOC: A HELOC replaced or to be replaced by a Substitute HELOC.
 
Due Date: As to any HELOC, the date in each month on which the related Scheduled Payment is due, as set forth in the related Mortgage Note.
 
EMC: EMC Mortgage Corporation.
 
HELOC: The HELOCs identified as such on the Mortgage Loan Schedule for which EMC is the applicable HELOC Seller.
 
LaSalle Bank: LaSalle Bank National Association, or its successors in interest.
 
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.
 
Moody’s: Moody’s Investors Service, Inc., or its successors in interest.
 
Mortgage: The mortgage or deed of trust or other instrument creating a first or junior lien on an interest in an estate in fee simple in real property securing a Mortgage Note.
 
Mortgage File: The items referred to in Exhibit 1 pertaining to a particular HELOC and any additional documents required to be added to such documents pursuant to this Agreement.
 
Mortgage Rate: The annual rate of interest borne by a Mortgage Note as stated herein.
 
Mortgagor: The obligor(s) on a Mortgage Note.
 
Net Mortgage Rate: As to each HELOC, and at any time, the per annum rate equal to the Mortgage Rate less the sum of (i) the Servicing Fee Rate, (ii) the Indenture Trustee Fee Rate and (iii) the rate at which the LPMI Fee is calculated, if any.
 
Opinion of Counsel: A written opinion of counsel, who may be counsel for the HELOC Seller or the Purchaser, reasonably acceptable to the Indenture Trustee.
 
Person: Any legal person, including any individual, corporation, partnership, joint venture, association, joint stock company, trust, unincorporated organization or government or any agency or political subdivision thereof.
 
Purchase Price: With respect to any HELOC required to be purchased by the HELOC Seller pursuant to the applicable provisions of this Agreement, an amount equal to the sum of (i) 100% of the principal remaining unpaid on such HELOC as of the date of purchase (including if a foreclosure has already occurred, the principal balance of the related HELOC at the time the Mortgaged Property was acquired), (ii) accrued and unpaid interest thereon at the Mortgage Interest Rate through and including the last day of the month of purchase and (iii) any costs and damages (if any) incurred by the Trust in connection with any violation of such HELOC of any anti-predatory lending laws.
 
Rating Agency: Each of Moody’s and Standard & Poor’s.
 
Substitute HELOC: A home equity line of credit substituted for a Deleted HELOC which must (i) have a Stated Principal Balance, after deduction of the principal portion of the Monthly Payment due in the month of substitution, not in excess of, and not less than 95% of, the Stated Principal Balance of the Deleted HELOC; (ii) have the same or higher credit quality characteristics than that of the Deleted HELOC; (iii) have a Combined Loan-to-Value Ratio no higher than that of the Deleted HELOC; (iv) have a remaining term to maturity no greater than (and not more than one year less than) that of the Deleted HELOC; (v) have the same lien priority as the Deleted HELOC; (vi) constitute the same occupancy type as the Deleted HELOC or be owner occupied, (vii) have a maximum Mortgage Rate determined in accordance with then current underwriting standards; (viii) have a Margin that is not less than the Margin of the Deleted HELOC; and (ix) comply with each representation and warranty set forth in Section 7 hereof; provided Substitute HELOCs shall have at least the same seasoning as the Deleted HELOC being replaced. Upon such substitution, such home equity line of credit shall be a “HELOC” hereunder.
 
Securities Act: The Securities Act of 1933, as amended.
 
Standard & Poor’s: Standard & Poor’s, a division of The McGraw-Hill Companies, Inc. or its successors in interest.
 
Value: The value of the Mortgaged Property at the time of origination of the related HELOC, such value being the lesser of (i) the value of such property set forth in an appraisal accepted by the applicable originator of the HELOC or (ii) the sales price of such property at the time of origination.
 
SECTION 2.  Purchase and Sale of the HELOCs and Related Rights.
 
(a)  Upon satisfaction of the conditions set forth in Section 11 hereof, the HELOC Seller agrees to sell, and the Purchaser agrees to purchase the HELOCs sold by such HELOC Seller having an aggregate outstanding principal balance as of the Cut-off Date equal to the aggregate Cut-off Date Balances of the HELOCs (including all additional balances resulting from Draws made pursuant to the related HELOC prior to the termination of the Trust; provided however, that the Purchaser does not assume any obligation under any HELOC to fund any such future Draws, and the Purchaser will not be obligated or permitted to fund such future Draws).
 
(b)  The closing for the purchase and sale of the HELOCs and the closing for the issuance of the Securities will take place on the Closing Date at the office of the Purchaser’s counsel in New York, New York, or such other place as the parties shall agree.
 
(c)  Upon the satisfaction of the conditions set forth in Section 10 hereof, on the Closing Date, the Purchaser shall pay to the HELOC Seller the cash portion of the Acquisition Price for the HELOCs sold by the HELOC Seller in immediately available funds by wire transfer to such account or accounts as shall be designated by the HELOC Seller and shall deliver the Securities to the HELOC Seller or its designee.
 
SECTION 3.  Mortgage Loan Schedule. The HELOC Seller agrees to provide to the Purchaser as of the date hereof a listing of the HELOCs (the “Mortgage Loan Schedule”) setting forth the information listed on Exhibit 2 to this Agreement with respect to each of the HELOCs being sold by the HELOC Seller.
 
SECTION 4.  HELOC Transfer. (a) The Purchaser will be entitled to all scheduled payments of principal and interest on the HELOCs due after the Cut-off Date (regardless of when actually collected) and all payments thereof. The HELOC Seller will be entitled to all scheduled payments of principal and interest on the HELOCs sold by it to the Purchaser due on or before the Cut-off Date (including payments collected after the Cut-off Date) and all payments thereof. Such principal amounts and any interest thereon belonging to the HELOC Seller as described above will not be included in the aggregate outstanding principal balance of the HELOCs as of the Cut-off Date as set forth on the Mortgage Loan Schedule.
 
(b)  Pursuant to various conveyancing documents to be executed on the Closing Date and pursuant to the Sale and Servicing Agreement, the Purchaser will sell, assign and transfer on the Closing Date all of its right, title and interest in and to the HELOCs to the Issuer and, pursuant to the Indenture, the Issuer will assign all of its right, title and interest to the HELOCs to the Indenture Trustee for the benefit of the Noteholders and the Note Insurer, to secure the Notes issued pursuant to the Indenture. In connection with such transfers and assignments of the HELOCs, the HELOC Seller has delivered or will deliver or cause to be delivered to the Indenture Trustee, or the Custodian on its behalf, by the Closing Date or such later date as is agreed to by the Purchaser and the HELOC Seller (each of the Closing Date and such later date is referred to as a “Mortgage File Delivery Date”), the items of each Mortgage File, provided, however, that in lieu of the foregoing, the HELOC Seller may deliver the following documents, under the circumstances set forth below: (i) in lieu of the original Security Instrument (including the Mortgage), assignments to the Indenture Trustee or intervening assignments thereof which have been delivered, are being delivered or will, upon receipt of recording information relating to the Security Instruments required to be included thereon, be delivered to recording offices for recording and have not been returned to the HELOC Seller in time to permit their delivery as specified above, the HELOC Seller may deliver a true copy thereof with a certification by the HELOC Seller, on the face of such copy, substantially as follows: “Certified to be a true and correct copy of the original, which has been transmitted for recording”; (ii) in lieu of the Security Instrument, assignments to the Indenture Trustee or intervening assignments thereof, if the applicable jurisdiction retains the originals of such documents (as evidenced by a certification from the HELOC Seller to such effect) the HELOC Seller may deliver photocopies of such documents containing an original certification by the judicial or other governmental authority of the jurisdiction where such documents were recorded; (iii) in lieu of the Mortgage Notes relating to the HELOCs, each identified in the list delivered by the Purchaser to the Indenture Trustee on the Closing Date and attached hereto as Exhibit 5, the HELOC Seller may deliver lost note affidavits and indemnities of the HELOC Seller; and (iv) the HELOC Seller shall not be required to deliver intervening assignments or Mortgage Note endorsements between the related originator and the HELOC Seller, between the HELOC Seller and the Depositor, between the Depositor and the Issuer and between the Issuer and the Indenture Trustee; and provided further, however, that in the case of HELOCs which have been prepaid in full after the Cut-off Date and prior to the Closing Date, the HELOC Seller, in lieu of delivering the above documents, may deliver to the Indenture Trustee and the Custodian a certification by the HELOC Seller or the Master Servicer to such effect and shall deposit all amounts paid in respect of such HELOCs in the Master Servicer Collection Account on the Closing Date. The HELOC Seller shall deliver such original documents (including any original documents as to which certified copies had previously been delivered) or such certified copies to the Indenture Trustee promptly after they are received. The HELOC Seller shall cause the Mortgage and intervening assignments, if any, and the assignment of the Security Instrument to be recorded not later than 180 days after the Closing Date, unless such assignment is not required to be recorded under the terms set forth in Section 6(a) hereof.
 
(c)  In connection with the assignment of any HELOC registered on the MERS® System, the HELOC Seller further agrees that it will cause, at the HELOC Seller’s own expense, within 30 days after the Closing Date, the MERS® System to indicate that such HELOCs have been assigned by the HELOC Seller to the Purchaser, by the Purchaser to the Issuer and by the Issuer to the Indenture Trustee in accordance with this Agreement for the benefit of the Noteholders by including (or deleting, in the case of HELOCs which are repurchased in accordance with this Agreement) in such computer files (a) the code in the field which identifies the specific Indenture Trustee and (b) the code in the field “Pool Field” which identifies the series of the Notes issued in connection with such HELOCs. The HELOC Seller further agrees that it will not, and will not permit any Servicer or the Master Servicer to, and the Master Servicer agrees that it will not, alter the codes referenced in this paragraph with respect to any HELOC during the term of the Indenture unless and until such HELOC is repurchased in accordance with the terms of the Sale and Servicing Agreement.
 
(d)  The HELOC Seller and the Purchaser acknowledge hereunder that all of the HELOCs will ultimately be assigned to Citibank, N.A., as Indenture Trustee for the benefit of the Noteholders, on the date hereof.
 
SECTION 5.  Examination of Mortgage Files. (a) On or before the Mortgage File Delivery Date, the HELOC Seller will have made the related Mortgage Files available to the Purchaser or its agent for examination which may be at the offices of the Indenture Trustee or such HELOC Seller and/or such HELOC Seller’s custodian. The fact that the Purchaser or its agent has conducted or has failed to conduct any partial or complete examination of the related Mortgage Files shall not affect the Purchaser’s rights to demand cure, repurchase, substitution or other relief as provided in this Agreement. In furtherance of the foregoing, the HELOC Seller shall make the related Mortgage Files available to the Purchaser or its agent from time to time so as to permit the Purchaser to confirm such HELOC Seller’s compliance with the delivery and recordation requirements of this Agreement and the Sale and Servicing Agreement. In addition, upon request of the Purchaser, the HELOC Seller agrees to provide to the Purchaser, Bear Stearns and to any investors or prospective investors in the Certificates information regarding the HELOCs and their servicing, to make the related Mortgage Files available to the Purchaser, Bear Stearns and to such investors or prospective investors (which may be at the offices of the HELOC Seller and/or such HELOC Seller’s custodian) and to make available personnel knowledgeable about the related HELOCs for discussions with the Purchaser, Bear Stearns and such investors or prospective investors, upon reasonable request during regular business hours, sufficient to permit the Purchaser, Bear Stearns and such investors or potential investors to conduct such due diligence as any such party reasonably believes is appropriate.
 
(b)  Pursuant to the Custodial Agreement, on the Closing Date the Custodian, on behalf of the Indenture Trustee, for the benefit of the Noteholders and the Note Insurer, will acknowledge receipt of each HELOC, by delivery to the HELOC Seller, the Purchaser, the Note Insurer and the Issuer of an initial certification in the form attached as Exhibit One to the Custodial Agreement.
 
(c)  Pursuant to the Custodial Agreement and in accordance with the provisions of Section 2.02 of the Sale and Servicing Agreement, within 90 days of the Closing Date, the Indenture Trustee will review or shall cause the Custodian to review items of the Mortgage Files as set forth on Exhibit 1 and will deliver to the HELOC Seller, the Purchaser, the Note Insurer and the Indenture Trustee an interim certification substantially in the form of Exhibit Two to the Custodial Agreement to the effect that all such documents have been executed and received and that such documents relate to the HELOCs identified on the Mortgage Loan Schedule, except for any exceptions listed on Schedule A attached to such Interim Certification. The Custodian shall be under no duty or obligation to inspect, review or examine said documents, instruments, certificates or other papers to determine that the same are genuine, enforceable, or appropriate for the represented purpose or that they have actually been recorded or that they are other than what they purport to be on their face.
 
(d)  The Indenture Trustee or the Custodian on its behalf will review the Mortgage Files within 180 days of the Closing Date and will deliver to the HELOC Seller, the Note Insurer and the Master Servicer, and if reviewed by the Custodian, the Indenture Trustee, a final certification substantially in the form of Exhibit 3 to the Custodial Agreement. If the Indenture Trustee or the related Custodian on its behalf is unable to deliver a final certification with respect to the items listed in Exhibit 1 due to any document that is missing, has not been executed, is unrelated, determined on the basis of the Mortgagor name, original principal balance and loan number, to the HELOCs identified in the Mortgage Loan Schedule (a “Material Defect”), the Indenture Trustee or the Custodian on its behalf shall notify the HELOC Seller, the Note Insurer and the Indenture Trustee in writing of such Material Defect. The HELOC Seller shall correct or cure any such Material Defect within 90 days from the date of notice from the Indenture Trustee, the Depositor or the Master Servicer of the Material Defect and if the HELOC Seller does not correct or cure such Material Defect within such period and such defect materially and adversely affects the interests of the Noteholders or the Note Insurer in the related HELOC, the HELOC Seller will, in accordance with the terms of the Sale and Servicing Agreement, within 90 days of the date of notice, provide the Indenture Trustee with a Substitute HELOC (if within two years of the Closing Date) or purchase the related HELOC at the applicable Purchase Price; provided, however, that if such defect relates solely to the inability of the HELOC Seller to deliver the original security instrument or intervening assignments thereof, or a certified copy because the originals of such documents, or a certified copy, have not been returned by the applicable jurisdiction, the HELOC Seller shall not be required to purchase such HELOC if the HELOC Seller delivers such original documents or certified copy promptly upon receipt, but in no event later than 360 days after the Closing Date. The foregoing repurchase obligation shall not apply in the event that the HELOC Seller cannot deliver such original or copy of any document submitted for recording to the appropriate recording office in the applicable jurisdiction because such document has not been returned by such office; provided that the HELOC Seller shall instead deliver a recording receipt of such recording office or, if such receipt is not available, a certificate of the HELOC Seller or a Servicing Officer confirming that such documents have been accepted for recording, and delivery to the Indenture Trustee shall be effected by the HELOC Seller within thirty days of its receipt of the original recorded document.
 
(e)  At the time of any substitution, the HELOC Seller shall deliver or cause to be delivered the Substitute HELOC, the related Mortgage File and any other documents and payments required to be delivered in connection with a substitution pursuant to the Sale and Servicing Agreement. At the time of any purchase or substitution, the Indenture Trustee in accordance with the terms of the Sale and Servicing Agreement shall (i) assign to the HELOC Seller and cause the Custodian to release the documents (including, but not limited to, the Mortgage, Mortgage Note and other contents of the Mortgage File) in the possession of the Custodian relating to the Deleted HELOC and (ii) execute and deliver such instruments of transfer or assignment, in each case without recourse, as shall be necessary to vest in the HELOC Seller title to such Deleted HELOC.
 
SECTION 6.  Recordation of Assignments of Mortgage. (a) The HELOC Seller shall cause each assignment of the Security Instrument from the HELOC Seller to the Indenture Trustee to be recorded not later than 180 days after the Closing Date, unless (a) such recordation is not required by the Rating Agencies or an Opinion of Counsel has been provided to the Indenture Trustee (with a copy to the Custodian and the Note Insurer) which states that the recordation of such assignments is not necessary to protect the interests of the Noteholders and the Note Insurer in the related HELOCs or (b) MERS is identified on the Mortgage or on a properly recorded assignment of the Mortgage, as the Mortgagee of record solely as nominee for the HELOC Seller and its successors and assigns; provided, however, notwithstanding the delivery of any such Opinion of Counsel, each assignment of Mortgage shall be submitted for recording by the HELOC Seller in the manner described above, at no expense to the Issuer or the Indenture Trustee, upon the earliest to occur of (i) reasonable direction by the Holders of Notes aggregating at least 25% of the Note Principal Balance of the Notes, (ii) the occurrence of a Master Servicer Event of Default or an Event of Default, (iii) the occurrence of a bankruptcy, insolvency or foreclosure relating to the HELOC Seller and, (iv) the occurrence of a master servicing transfer as described in Section 7.02 of the Sale and Servicing Agreement.
 
While each such Mortgage or assignment is being recorded, if necessary, the HELOC Seller shall leave or cause to be left with the Indenture Trustee a certified copy of such Mortgage or assignment. In the event that, within 180 days of the Closing Date, the Indenture Trustee has not been provided with an Opinion of Counsel as described above or received evidence of recording with respect to each HELOC delivered to the Purchaser pursuant to the terms hereof or as set forth above and the related HELOC is not a MOM Loan, the failure to provide evidence of recording or such Opinion of Counsel shall be considered a Material Defect, and the provisions of Section 5(c) and (d) shall apply. All customary recording fees and reasonable expenses relating to the recordation of the assignments of mortgage to the Indenture Trustee or the Opinion of Counsel, as the case may be, shall be borne by the HELOC Seller.
 
(b)  It is the express intent of the parties hereto that the conveyance of the HELOCs by the HELOC Seller to the Purchaser, as contemplated by this Agreement be, and be treated as, a sale. It is, further, not the intention of the parties that such conveyance be deemed a pledge of the HELOCs by the HELOC Seller to the Purchaser to secure a debt or other obligation of the HELOC Seller. However, in the event that, notwithstanding the intent of the parties, the HELOCs are held by a court to continue to be property of the HELOC Seller, then (i) this Agreement shall also be deemed to be a security agreement within the meaning of Articles 8 and 9 of the applicable Uniform Commercial Code; (ii) the transfer of the HELOCs provided for herein shall be deemed to be a grant by the HELOC Seller to the Purchaser of a security interest in all of the HELOC Seller’s right, title and interest in and to the HELOCs and all amounts payable to the holders of the HELOCs 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, to the extent the Purchaser would otherwise be entitled to own such HELOCs and proceeds pursuant to Section 4 hereof, including all amounts, other than investment earnings, from time to time held or invested in any accounts created pursuant to the Indenture or the Sale and Servicing Agreement, whether in the form of cash, instruments, securities or other property; (iii) the possession by the Purchaser, the Issuer or the Indenture Trustee of Mortgage Notes and such other items of property as constitute instruments, money, negotiable documents or chattel paper shall be deemed to be “possession by the secured party” for purposes of perfecting the security interest pursuant to Section 9-313 (or comparable provision) of the applicable Uniform Commercial Code; and (iv) notifications to persons holding such property, and acknowledgments, receipts or confirmations from persons holding such property, shall be deemed notifications to, or acknowledgments, receipts or confirmations from, financial intermediaries, bailees or agents (as applicable) of the Purchaser for the purpose of perfecting such security interest under applicable law. Any assignment of the interest of the Purchaser pursuant to any provision hereof or pursuant to the Sale and Servicing Agreement and any subsequent assignment pursuant to the Indenture shall also be deemed to be an assignment of any security interest created hereby. The HELOC Seller and the Purchaser shall, to the extent consistent with this Agreement, take such actions as may be reasonably necessary to ensure that, if this Agreement were deemed to create a security interest in the HELOCs, such security interest would be deemed to be a perfected security interest of first priority under applicable law and will be maintained as such throughout the term of the Indenture.
 
SECTION 7.  Representations and Warranties of the HELOC Seller Concerning the HELOCs. The HELOC Seller hereby represents and warrants to the Purchaser as of the Closing Date, or such other date as may be specified below with respect to each HELOC being sold by it, that:
 
(a)  The information set forth in the Mortgage Loan Schedule on the Closing Date is complete, true and correct.
 
(b)  Each HELOC is a revolving home equity loan. Each Mortgage Note provides for (a) Monthly Payments which are at least equal to accrued interest during such Accrual Period and (b) at the maturity of the related HELOC, payment in full of the principal balance of such Mortgage Note.
 
(c)  The Mortgage Note bears a variable Mortgage rate.
 
(d)  No HELOC had a Combined Loan to Value Ratio at the time of origination of more than 100%.
 
(e)  As of the Closing Date, the HELOC Seller has not received a notice of default of a senior or junior lien which has not been cured.
 
(f)  All payments required to be made prior to the Cut-off Date with respect to each HELOC have been made and no HELOC is delinquent thirty one or more days; and the HELOC Seller has not advanced funds, or induced, solicited or knowingly received any advance of funds from a party other than the owner of the Mortgaged Property subject to the Mortgage, directly or indirectly, for the payment of any amount required under any HELOC.
 
(g)  The Mortgaged Property is a fee simple property located in the state identified in the Mortgage Loan Schedule except that with respect to real property located in jurisdictions in which the use of leasehold estates for residential properties is a widely-accepted practice, the Mortgaged Property may be a leasehold estate and consists of a single parcel of real property with a detached single family residence erected thereon, or a two- to four-family dwelling or a high-rise dwelling, or an individual residential condominium unit in a low-rise condominium project or a cooperative dwelling, or an individual unit in a planned unit development and that no residence or dwelling is (i) a mobile home or (ii) a manufactured home.
 
(h)  If any of the HELOCs are secured by a leasehold interest, with respect to each leasehold interest: the use of leasehold estates for residential properties is an accepted practice in the area where the related Mortgaged Property is located; residential property in such area consisting of leasehold estates is readily marketable; the lease is recorded and no party is in any way in breach of any provision of such lease; the leasehold is in full force and effect and is not subject to any prior lien or encumbrance by which the leasehold could be terminated or subject to any charge or penalty; and the remaining term of the lease does not terminate less than ten years after the maturity date of such HELOC.
 
(i)  Except with respect to taxes, insurance and other amounts previously advanced by a prior servicer with respect to any HELOC, there are no delinquent taxes, water charges, sewer rents, assessments, insurance premiums, leasehold payments, including assessments payable in future installments, or other outstanding charges affecting the related Mortgaged Property.
 
(j)  With respect to the HELOCs, the Mortgage Note and the Mortgage and any other agreement executed and delivered by a Mortgagor in connection with a HELOC are genuine, and each is the legal, valid and binding obligation of the maker thereof enforceable in accordance with its terms, except as such enforcement may be limited by bankruptcy, insolvency, reorganization, receivership, moratorium or other similar laws relating to or affecting the rights of creditors generally, and by general equity principles (regardless of whether such enforcement is considered a proceeding in equity or a law). All parties to the Mortgage Note, the Mortgage and any other such related agreement had legal capacity to enter into the HELOC and to execute and deliver the Mortgage Note, the Mortgage and any such agreement, and the Mortgage Note, the Mortgage and any other such related agreement have been duly and properly executed by other such related parties. No fraud, error, omission, misrepresentation, gross negligence or similar occurrence with respect to a HELOC 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 or servicing of the HELOC.
 
(k)  The terms of the Mortgage Note and the Mortgage have not been impaired, waived, altered or modified in any respect, except by written instruments which in the case of the HELOCs are in the Mortgage File and have been or will be recorded, if necessary to protect the interests of the Indenture Trustee, and which have been or will be delivered to the Indenture Trustee, all in accordance with this Agreement. The substance of any such waiver, alteration or modification has been approved by the title insurer, to the extent required by the related policy. 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 in the case of the HELOCs is part of the Mortgage File.
 
(l)  The Mortgage Note and the Mortgage are not subject to any right of rescission, set-off, counterclaim or defense, including the defense of usury, nor will the operation of any of the terms of the Mortgage Note and the Mortgage, or the exercise of any right thereunder, render the Mortgage unenforceable, in whole or in part, or subject to any right of rescission, set-off, counterclaim or defense, including the defense of usury and no such right of rescission, set-off, recoupment, counterclaim or defense has been asserted with respect thereto.
 
(m)  All buildings upon, or comprising part of, the Mortgaged Property are insured by an insurer acceptable to Fannie Mae and Freddie Mac against loss by fire, hazards of extended coverage and such other hazards as are customary in the area where the Mortgaged Property is located, and such insurer is licensed to do business in the state where the Mortgaged Property is located. All such insurance policies contain a standard mortgagee clause naming the originator, its successors and assigns as mortgagee and the HELOC Seller has not received any notice that all premiums thereon have not been paid. If upon origination of the HELOC, the Mortgaged Property was, or was subsequently deemed to be, in an area identified in the Federal Register by the Federal Emergency Management Agency as having special flood hazards (and such flood insurance has been made available), which require under applicable law that a flood insurance policy meeting the requirements of the current guidelines of the Federal Insurance Administration (or any successor thereto) be obtained, such flood insurance policy is in effect which policy is with a generally acceptable carrier in an amount representing coverage not less than the least of (A) the Stated Principal Balance of the related HELOC, (B) the minimum amount required to compensate for damage or loss on a replacement cost basis, or (C) the maximum amount of insurance that is available under the Flood Disaster Protection Act of 1973. The Mortgage obligates the Mortgagor thereunder to maintain all such insurance at 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 obtain reimbursement therefor from the Mortgagor.
 
(n)  Each 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 anti-predatory lending laws.
 
(o)  The Mortgage has not been satisfied, canceled, subordinated, or rescinded, in whole or in part, and the Mortgaged Property has not been released from the lien of the Mortgage, in whole or in part, nor has any instrument been executed that would effect any such release, cancellation, subordination or rescission.
 
(p)  The Mortgage is a valid, existing and enforceable first or second lien on the Mortgaged Property, including all improvements on the Mortgaged Property, if any, subject only to (1) the lien of current real property taxes and assessments not yet due and payable, (2) 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 HELOC and which do not adversely affect the Appraised Value of the Mortgaged Property and (3) 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. The HELOC Seller has full right to sell and assign the Mortgage to the Purchaser.
 
(q)  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, except as the enforceability thereof may be limited by bankruptcy, insolvency or reorganization or general principles of equity.
 
(r)  All parties to the Mortgage Note and the Mortgage had the legal capacity to enter into the HELOC transaction 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.
 
(s)  The proceeds of the HELOC have been fully disbursed and there is no requirement for future advances 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 HELOC and the recording of the Mortgage were paid, and the Mortgagor is not entitled to any refund of any amounts paid or due under the Mortgage Note or Mortgage.
 
(t)  Immediately prior to the conveyance of the HELOCs by the HELOC Seller to the Purchaser hereunder, such HELOC Seller was the sole owner and holder of the HELOC; the related originator or such HELOC Seller was the custodian of the related escrow account, if applicable; the HELOC had neither been assigned nor pledged, and such HELOC Seller had good and marketable title thereto, and had full right to transfer and sell the HELOC and the related servicing rights to the Purchaser free and clear of any encumbrance, equity, lien, pledge, charge, claim or security interest subject to the applicable servicing agreement and had full right and authority subject to no interest or participation of, or agreement with, any other party, to sell and assign the HELOC and the related servicing rights, subject to the applicable servicing agreement, to the Purchaser pursuant to the terms of this Agreement.
 
(u)  All parties which have had any interest in the Mortgage, whether as mortgagee, assignee, pledgee or otherwise, are (or, during the period in which they held and disposed of such interest, were) (1) in compliance with any and all applicable licensing requirements of the laws of the state wherein the Mortgaged Property is located, and (2) organized under the laws of such state, qualified to do business in such state, a federal savings and loan association or national bank having principal offices in such state or not deemed to be doing business in such state under applicable law.
 
(v)  The HELOC is covered by an ALTA lender’s title insurance policy or equivalent form acceptable to the Department of Housing and Urban Development, or any successor thereto, and qualified to do business in the jurisdiction where the Mortgaged Property is located, insuring (subject to the exceptions contained in clause (i) above) the HELOC Seller (as assignee), its successors and assigns as to the first priority lien of the Mortgage in the original principal amount of the HELOC. Additionally, such lender’s title insurance policy affirmatively insures ingress and egress, and against encroachments by or upon the Mortgaged Property or any interest therein. With respect to each HELOC, the HELOC Seller (as assignee) is the sole insured of such lender’s title insurance policy, and such lender’s title insurance policy is in full force and effect. No claims have been made under such lender’s title insurance policy, and no prior holder of the related Mortgage, including the HELOC Seller, has done, by act or omission, anything which would impair the coverage of such lender’s title insurance policy.
 
(w)  Except as provided in clause (f), immediately prior to the Cut-off Date, there was no default, breach, violation or event of acceleration existing under the Mortgage or the Mortgage Note and there was 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 HELOC Seller has not waived any default, breach, violation or event of acceleration.
 
(x)  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 with, the lien of the related Mortgage.
 
(y)  At the time of origination, each Mortgaged Property was the subject of an appraisal which conformed to the underwriting requirements of the originator of the HELOC and, the appraisal is in a form acceptable to Fannie Mae or Freddie Mac.
 
(z)  The origination, servicing and collection practices with respect to each Mortgage Note and Mortgage, including the establishment, maintenance and servicing of the escrow accounts and escrow payments, if any, since origination, have been conducted in all respects in accordance with the terms of Mortgage Note and in compliance with all applicable laws and regulations and, unless otherwise required by law or Fannie Mae/Freddie Mac standards, in accordance with the proper, prudent and customary practices in the mortgage origination and servicing business. With respect to the escrow accounts and escrow payments, if any, and a HELOC all such payments are in the possession or under the control of the HELOC Seller (including pursuant to a Subservicing Agreement) and there exists no deficiencies in connection therewith for which customary arrangements for repayment thereof have not been made. Any interest required to be paid pursuant to state and local law has been properly paid and credited.
 
(aa)  The Mortgaged Property is free of material damage and waste and there is no proceeding pending for the total or partial condemnation thereof.
 
(bb)  The Mortgage contains customary and enforceable provisions to render the rights and remedies of the holder thereof adequate for the realization against the Mortgaged Property of the benefits of the security intended to be provided thereby, including, (1) in the case of a Mortgage designated as a deed of trust, by indenture trustee’s sale, and (2) otherwise by judicial foreclosure. There is no other exemption available to the Mortgagor which would interfere with the right to sell the Mortgaged Property at a indenture trustee’s sale or the right to foreclose the Mortgage. The Mortgagor has not notified the HELOC Seller and the HELOC Seller has no knowledge of any relief requested or allowed to the Mortgagor under the Servicemembers Civil Relief Act.
 
(cc)  The Mortgage Note is not and has not been secured by any collateral except the lien of the applicable Mortgage.
 
(dd)  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 Certificateholders to the indenture trustee under the deed of trust, except in connection with a indenture trustee’s sale after default by the Mortgagor.
 
(ee)  The Mortgagor has received all disclosure materials required by applicable law with respect to the making of the HELOC.
 
(ff)  No HELOC was made in connection with the construction or rehabilitation of a Mortgaged Property.
 
(gg)  The Mortgaged Property is lawfully occupied under applicable law and 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.
 
(hh)  The assignment of Mortgage with respect to a HELOC is in recordable form and is acceptable for recording under the laws of the jurisdiction in which the Mortgaged Property is located.
 
(ii)  The Mortgaged Property consists of a single parcel of real property with or without a detached single family residence erected thereon, or an individual condominium unit, a 2-4 family dwelling or an individual unit in a planned unit development as defined by Fannie Mae, or a townhouse, each structure of which is permanently affixed to the Mortgaged Property, and is legally classified as real estate.
 
(jj)  Each HELOC at the time of origination was underwritten in general in accordance with guidelines not inconsistent with the guidelines set forth in the Prospectus Supplement and generally accepted credit underwriting guidelines.
 
(kk)  No error, omission, misrepresentation, fraud or similar occurrence with respect to a HELOC has taken place on the part of either HELOC Seller or the related Originator.
 
(ll)  None of the HELOCs are (a) loans subject to 12 CFR Part 226.31, 12 CFR Part 226.32 or 12 CFR Part 226.34 of Regulation Z, the regulation implementing TILA, which implements the Home Ownership and Equity Protection Act of 1994 (“HOEPA”) or (b) classified and/or defined as a “high cost home loan” (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) under any federal, state, or local law, rule, regulation or ordinance, including, but not limited to, the States of Georgia or North Carolina.
 
(mm)  None of the HELOCs originated on or after October 1, 2002 and before March 7, 2003 was secured by property located in the State of Georgia.
 
(nn)  None of the HELOCs contains provisions pursuant to which monthly payments are (a) paid or partially paid with funds deposited in any separate account established by the HELOC 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. None of the HELOCs is a graduated payment mortgage loan and no HELOC has a shared appreciation or other contingent interest feature.
 
(oo)  Each HELOC that contains a provision for the assumption or substitution of liability, pursuant to which the original mortgagor is released from liability and another person is substituted as the mortgagor and becomes liable under the Mortgage Note, shall be effective only if such person satisfies the then current underwriting practices and procedures of prudent mortgage lenders in a state in which the mortgaged property is located and the assumption is of equivalent credit quality as the assigning mortgagor.
 
(pp)  The Mortgaged Property and all improvements thereon comply with all requirements of any applicable zoning and subdivision laws and ordinances.
 
(qq)  Each Mortgage is a valid and enforceable first or second lien on the property securing the related Mortgage Note and each Mortgaged Property is owned by the Mortgagor in fee simple (except with respect to common areas in the case of condominiums, PUDs and de minimis PUDs) or by leasehold for a term longer than the term of the related Mortgage, subject only to (i) the lien of current real property taxes and assessments, (ii) covenants, conditions and restrictions, rights of way, easements and other matters of public record as of the date of recording of such Mortgage, such exceptions being acceptable to mortgage lending institutions generally or specifically reflected in the appraisal obtained in connection with the origination of the related HELOC or referred to in the lender’s title insurance policy delivered to the originator of the related HELOC and (iii) other matters to which like properties are commonly subject which do not materially interfere with the benefits of the security intended to be provided by such Mortgage Appraisal Form 1004 or Form 2055 with an interior inspection for first lien HELOCs has been obtained. Form 704, 2065 or 2055 with an exterior only inspection for junior lien HELOCs has been obtained.
 
(rr)  None of the HELOCs that are secured by property located in the State of Illinois are in violation of the provisions of the Illinois Interest Act.
 
(ss)  Each Prepayment Charge is enforceable and was originated in compliance with all applicable federal, state and local laws.
 
(tt)  With respect to any HELOC that contains a provision permitting imposition of a premium upon a prepayment prior to maturity, the prepayment premium is disclosed to the borrower in the loan documents pursuant to applicable state and federal law.
 
(uu)  No HELOC is a High Cost Loan or Covered Loan, as applicable (as such terms are defined in the then current Standard & Poor’s LEVELS® Glossary which is now Version 5.7, Appendix E attached hereto as Exhibit 6).
 
It is understood and agreed that the representations and warranties set forth in this Section 7 will inure to the benefit of the Purchaser, its successors and assigns, notwithstanding any restrictive or qualified endorsement on any Mortgage Note or assignment of Mortgage or the examination of any Mortgage File. Upon any substitution for a HELOC, the representations and warranties set forth above shall be deemed to be made by the HELOC Seller as to any Substitute HELOC as of the date of substitution.
 
Upon discovery or receipt of notice by the HELOC Seller, the Purchaser, the Issuer, the Note Insurer or the Indenture Trustee of a breach of any representation or warranty of the HELOC Seller set forth in this Section 7 which materially and adversely affects the value of the interests of the Purchaser, the Issuer, the Note Insurer, the Noteholders or the Indenture Trustee in any of the HELOCs delivered to the Purchaser pursuant to this Agreement or which adversely affects the interests of the Note Insurer, the party discovering or receiving notice of such breach shall give prompt written notice to the others. In the case of any such breach of a representation or warranty set forth in this Section 7, within 90 days from the date of discovery by the HELOC Seller, or the date the HELOC Seller is notified by the party discovering or receiving notice of such breach (whichever occurs earlier), the HELOC Seller will (i) cure such breach in all material respects, (ii) purchase the affected HELOC at the applicable Purchase Price, or (iii) if within two years of the Closing Date, substitute a qualifying Substitute HELOC in exchange for such HELOC; provided that, (A) in the case of a breach of the representation and warranty concerning the Mortgage Loan Schedule contained in clause (a) of this Section 7, if such breach is material and relates to any field on the Mortgage Loan Schedule which identifies any Prepayment Charge or (B) in the case of a breach of the representation contained in clause (kk) of this Section 7, then, in each case, in lieu of purchasing such HELOC from the Trust Estate at the Purchase Price, the HELOC Seller shall pay the amount of the Prepayment Charge (net of any amount previously collected by or paid to the Trust Estate in respect of such Prepayment Charge) from its own funds and without reimbursement therefor, and the HELOC Seller shall have no obligation to repurchase or substitute for such HELOC. The obligations of the HELOC Seller to cure, purchase or substitute a qualifying Substitute HELOC shall constitute the Purchaser’s, the Indenture Trustee’s, the Note Insuer’s and the Noteholder’s sole and exclusive remedy under this Agreement or otherwise respecting a breach of representations or warranties hereunder with respect to the HELOCs, except for the obligation of the HELOC Seller to indemnify the Purchaser for such breach as set forth in and limited by Section 14 hereof.
 
Any cause of action against the HELOC Seller or relating to or arising out of a breach by the HELOC Seller of any representations and warranties made in this Section 7 shall accrue as to any HELOC upon (i) discovery of such breach by the HELOC Seller or notice thereof by the party discovering such breach and (ii) failure by the HELOC Seller to cure such breach, purchase such HELOC or substitute a qualifying Substitute HELOC pursuant to the terms hereof.
 
SECTION 8.  Representations and Warranties Concerning the HELOC Seller. (a) As of the date hereof and as of the Closing Date, the HELOC Seller represents and warrants to the Purchaser as to itself in the capacity indicated as follows:
 
(b)  The HELOC Seller (i) is a corporation duly organized, validly existing and in good standing under the laws of the State of Delaware and (ii) is qualified and in good standing to do business in each jurisdiction where such qualification is necessary, except where the failure so to qualify would not reasonably be expected to have a material adverse effect on the HELOC Seller’s business as presently conducted or on the HELOC Seller’s ability to enter into this Agreement and to consummate the transactions contemplated hereby;
 
(c)  the HELOC Seller has full power to own its property, to carry on its business as presently conducted and to enter into and perform its obligations under this Agreement;
 
(d)  the execution and delivery by the HELOC Seller of this Agreement has been duly authorized by all necessary action on the part of the HELOC Seller; and neither the execution and delivery of this Agreement, nor the consummation of the transactions herein contemplated, nor compliance with the provisions hereof or thereof, will conflict with or result in a breach of, or constitute a default under, any of the provisions of any law, governmental rule, regulation, judgment, decree or order binding on the HELOC Seller or its properties or the charter or by-laws of the HELOC Seller, except those conflicts, breaches or defaults which would not reasonably be expected to have a material adverse effect on the HELOC Seller’s ability to enter into this Agreement and to consummate the transactions contemplated hereby;
 
(e)  the execution, delivery and performance by the HELOC Seller of this Agreement and the consummation of the transactions contemplated hereby do not require the consent or approval of, the giving of notice to, the registration with, or the taking of any other action in respect of, any state, federal or other governmental authority or agency, except those consents, approvals, notices, registrations or other actions as have already been obtained, given or made and, in connection with the recordation of the Mortgages, powers of attorney or assignments of Mortgages not yet completed;
 
(f)  this Agreement has been duly executed and delivered by the HELOC Seller and, assuming due authorization, execution and delivery by the Purchaser or the parties thereto, constitutes a valid and binding obligation of the HELOC Seller enforceable against it in accordance with its terms (subject to applicable bankruptcy and insolvency laws and other similar laws affecting the enforcement of the rights of creditors generally);
 
(g)  there are no actions, suits or proceedings pending or, to the knowledge of the HELOC Seller, threatened against the HELOC Seller, before or by any court, administrative agency, arbitrator or governmental body (i) with respect to any of the transactions contemplated by this Agreement or (ii) with respect to any other matter which in the judgment of the HELOC Seller could reasonably be expected to be determined adversely to the HELOC Seller and if determined adversely to the HELOC Seller materially and adversely affect the HELOC Seller’s ability to perform its obligations under this Agreement; and the HELOC Seller is not in default with respect to any order of any court, administrative agency, arbitrator or governmental body so as to materially and adversely affect the transactions contemplated by this Agreement; and
 
(h)  the HELOC Seller’s Information (as defined in Section 13(a) hereof) does not include any untrue statement of a material fact or omit to state a material fact necessary in order to make the statements made, in light of the circumstances under which they were made, not misleading.
 
SECTION 9.  Representations and Warranties Concerning the Purchaser. As of the date hereof and as of the Closing Date, the Purchaser represents and warrants to the HELOC Seller as follows:
 
(a)  the Purchaser (i) is a limited liability company duly organized, validly existing and in good standing under the laws of the State of Delaware and (ii) is qualified and in good standing to do business in each jurisdiction where such qualification is necessary, except where the failure so to qualify would not reasonably be expected to have a material adverse effect on the Purchaser’s business as presently conducted or on the Purchaser’s ability to enter into this Agreement and to consummate the transactions contemplated hereby;
 
(b)  the Purchaser has full power to own its property, to carry on its business as presently conducted and to enter into and perform its obligations under this Agreement;
 
(c)  the execution and delivery by the Purchaser of this Agreement has been duly authorized by all necessary action on the part of the Purchaser; and neither the execution and delivery of this Agreement, nor the consummation of the transactions herein contemplated, nor compliance with the provisions hereof, will conflict with or result in a breach of, or constitute a default under, any of the provisions of any law, governmental rule, regulation, judgment, decree or order binding on the Purchaser or its properties or the certificate of formation or limited liability company agreement of the Purchaser, except those conflicts, breaches or defaults which would not reasonably be expected to have a material adverse effect on the Purchaser’s ability to enter into this Agreement and to consummate the transactions contemplated hereby or thereby;
 
(d)  the execution, delivery and performance by the Purchaser of this Agreement and the consummation of the transactions contemplated hereby or thereby do not require the consent or approval of, the giving of notice to, the registration with, or the taking of any other action in respect of, any state, federal or other governmental authority or agency, except those consents, approvals, notices, registrations or other actions as have already been obtained, given or made;
 
(e)  this Agreement has been duly executed and delivered by the Purchaser and, assuming due authorization, execution and delivery by the HELOC Seller, constitutes a valid and binding obligation of the Purchaser enforceable against it in accordance with its terms (subject to applicable bankruptcy and insolvency laws and other similar laws affecting the enforcement of the rights of creditors generally);
 
(f)  there are no actions, suits or proceedings pending or, to the knowledge of the Purchaser, threatened against the Purchaser, before or by any court, administrative agency, arbitrator or governmental body (i) with respect to any of the transactions contemplated by this Agreement or (ii) with respect to any other matter which in the judgment of the Purchaser could reasonably be expected to be determined adversely to the Purchaser and if determined adversely to the Purchaser materially and adversely affect the Purchaser’s ability to perform its obligations under this Agreement; and the Purchaser is not in default with respect to any order of any court, administrative agency, arbitrator or governmental body so as to materially and adversely affect the transactions contemplated by this Agreement; and
 
(g)  the Purchaser’s Information (as defined in Section 13(b) hereof) does not include any untrue statement of a material fact or omit to state a material fact necessary in order to make the statements made, in light of the circumstances under which they were made, not misleading.
 
SECTION 10.  Conditions to Closing. (a) The obligations of the Purchaser under this Agreement will be subject to the satisfaction, on or prior to the Closing Date, of the following conditions:
 
(1)  Each of the obligations of the HELOC Seller required to be performed at or prior to the Closing Date pursuant to the terms of this Agreement shall have been duly performed and complied with in all material respects; all of the representations and warranties of the HELOC Seller under this Agreement shall be true and correct as of the date or dates specified in all material respects; and no event shall have occurred which, with notice or the passage of time, would constitute a default under this Agreement or the Sale and Servicing Agreement; and the Purchaser shall have received certificates to that effect signed by authorized officers of the HELOC Seller.
 
(2)  The Purchaser shall have received all of the following closing documents, in such forms as are agreed upon and reasonably acceptable to the Purchaser, duly executed by all signatories other than the Purchaser as required pursuant to the respective terms thereof:
 
(i)  The Trust Agreement, in form and substance reasonably satisfactory to the Purchaser, and all documents required thereby duly executed by all signatories;
 
(ii)  The Sale and Servicing Agreement, in form and substance reasonably satisfactory to the HELOC Seller, Issuer, Indenture Trustee, Securities Administrator and the Purchaser, and all documents required thereby duly executed by all signatories;
 
(iii)  The Indenture, in form and substance reasonably satisfactory to the Indenture Trustee, Securities Administrator, the Issuer and the Purchaser, and all documents required thereby duly executed by all signatories;
 
(iv)  A certificate of an officer of the HELOC Seller dated as of the Closing Date, in a form reasonably acceptable to the Purchaser, and attached thereto the resolutions of the HELOC Seller authorizing the transactions contemplated by this Agreement, together with copies of the charter and by-laws of the HELOC Seller;
 
(v)  One or more opinions of counsel from the HELOC Seller’s counsel otherwise in form and substance reasonably satisfactory to the Purchaser, the Issuer, the Note Insurer, the Indenture Trustee and each Rating Agency;
 
(vi)  A letter from each of the Rating Agencies giving each Class of Notes set forth on Schedule A the rating set forth on Schedule A; and
 
(vii)  Such other documents, certificates (including additional representations and warranties) and opinions as may be reasonably necessary to secure the intended ratings from each Rating Agency for the Notes.
 
(2)  The Notes to be sold to Bear Stearns pursuant to the Underwriting Agreement and the Purchase Agreement shall have been issued and sold to Bear Stearns.
 
(3)  The HELOC Seller shall have furnished to the Purchaser such other certificates of its officers or others and such other documents and opinions of counsel to evidence fulfillment of the conditions set forth in this Agreement and the transactions contemplated hereby as the Purchaser and its counsel may reasonably request.
 
(b)  The obligations of the HELOC Seller under this Agreement shall be subject to the satisfaction, on or prior to the Closing Date, of the following conditions:
 
(1)  The obligations of the Purchaser required to be performed by it on or prior to the Closing Date pursuant to the terms of this Agreement shall have been duly performed and complied with in all material respects, and all of the representations and warranties of the Purchaser under this Agreement shall be true and correct in all material respects as of the date hereof and as of the Closing Date, and no event shall have occurred which would constitute a breach by it of the terms of this Agreement, and the HELOC Seller shall have received a certificate to that effect signed by an authorized officer of the Purchaser.
 
(2)  The HELOC Seller shall have received copies of all of the following closing documents, in such forms as are agreed upon and reasonably acceptable to the HELOC Seller, duly executed by all signatories other than the HELOC Seller as required pursuant to the respective terms thereof:
 
(i)  The Trust Agreement, in form and substance reasonably satisfactory to the HELOC Seller, and all documents required thereby duly executed by all signatories;
 
(ii)  The Sale and Servicing Agreement, in form and substance reasonably satisfactory to the HELOC Seller, Issuer, the Note Insurer, Indenture Trustee, Securities Administrator and the Purchaser, and all documents required thereby duly executed by all signatories;
 
(iii)  The Indenture, in form and substance reasonably satisfactory to the Indenture Trustee, the Note Insurer, Securities Administrator, the Issuer and the Purchaser, and all documents required thereby duly executed by all signatories;
 
(iv)  A certificate of an officer of the Purchaser dated as of the Closing Date, in a form reasonably acceptable to the HELOC Seller, and attached thereto the resolutions of the Purchaser authorizing the transactions contemplated by this Agreement and the Sale and Servicing Agreement, together with copies of the Purchaser’s articles of incorporation, and evidence as to the good standing of the Purchaser dated as of a recent date;
 
(v)  One or more opinions of counsel from the Purchaser’s counsel in form and substance reasonably satisfactory to the HELOC Seller; and
 
(vi)  Such other documents, certificates (including additional representations and warranties) and opinions as may be reasonably necessary to secure the intended rating from each Rating Agency for the Notes;
 
SECTION 11.  Fees and Expenses. Subject to Section 16 hereof, the HELOC Seller shall pay on the Closing Date or such later date as may be agreed to by the Purchaser (i) the fees and expenses of the HELOC Seller’s attorneys and the reasonable fees and expenses of the Purchaser’s attorneys, (ii) the fees and expenses of Deloitte & Touche LLP, (iii) the fee for the use of Purchaser’s Registration Statement based on the aggregate original principal amount of the Notes and the filing fee of the Commission as in effect on the date on which the Registration Statement was declared effective, (iv) the fees and expenses including counsel’s fees and expenses in connection with any “blue sky” and legal investment matters, (v) the fees and expenses of the Indenture Trustee which shall include without limitation the fees and expenses of the Indenture Trustee (and the fees and disbursements of its counsel) with respect to (A) legal and document review of this Agreement, the Trust Agreement, the Indenture, the Sale and Servicing Agreement, the Notes and related agreements, (B) attendance at the Closing and (C) review of the HELOCs to be performed by the Custodian, (vi) the expenses for printing or otherwise reproducing the Notes, the Prospectus and the Prospectus Supplement, (vii) the fees and expenses of each Rating Agency (both initial and ongoing), (viii) the fees and expenses relating to the preparation and recordation of mortgage assignments (including intervening assignments, if any and if available, to evidence a complete chain of title from the originator to the Indenture Trustee) from the HELOC Seller to the Indenture Trustee or the expenses relating to the Opinion of Counsel referred to in Section 6(a) hereof, as the case may be, and (ix) Mortgage File due diligence expenses and other out-of-pocket expenses incurred by the Purchaser in connection with the purchase of the HELOCs and by Bear Stearns in connection with the sale of the Notes. The HELOC Seller additionally agrees to pay directly to any third party on a timely basis the fees provided for above which are charged by such third party and which are billed periodically.
 
SECTION 12.  Accountants’ Letters. (a) Deloitte & Touche LLP will review the characteristics of a sample of the HELOCs described in the Mortgage Loan Schedule and will compare those characteristics to the description of the HELOCs contained in the Free Writing Prospectus under the captions “Summary—HELOCs” and “The Mortgage Pool” and in Schedule A thereto. Deloitte & Touche LLP will review the characteristics of a sample of the HELOCs described in the Mortgage Loan Schedule and will compare those characteristics to the description of the HELOCs contained in the Prospectus Supplement under the captions “Summary—HELOCs” and “The Mortgage Pool” and in Schedule A thereto. The HELOC Seller will cooperate with the Purchaser in making available all information and taking all steps reasonably necessary to permit such accountants to complete the review and to deliver the letters required of them under the Underwriting Agreement. Deloitte & Touche LLP will also confirm certain calculations as set forth under the caption “Yield, Prepayment and Maturity Considerations” in the Prospectus Supplement.
 
(b)  To the extent statistical information with respect to the Master Servicer’s or a Servicer’s servicing portfolio is included in the Prospectus Supplement under the caption “Servicing of the HELOCs—The Master Servicer—Delinquency and Foreclosure Experience of EMC,” a letter from the certified public accountant for the Master Servicer and such Servicer or Servicers will be delivered to the Purchaser dated the date of the Prospectus Supplement, in the form previously agreed to by the HELOC Seller and the Purchaser, with respect to such statistical information.
 
SECTION 13.  Indemnification.
 
(a)  The HELOC Seller shall indemnify and hold harmless the Purchaser and its directors, officers and controlling persons (as defined in Section 15 of the Securities Act) from and against any loss, claim, damage or liability or action in respect thereof, to which they or any of them may become subject, under the Securities Act or otherwise, insofar as such loss, claim, damage, liability or action arises out of, or is based upon (i) any untrue statement of a material fact contained in the HELOC Seller’s Information as identified in Exhibit 3, the omission to state in the Free Writing Prospectus, the Prospectus Supplement or Prospectus (or any amendment thereof or supplement thereto approved by the HELOC Seller and in which additional HELOC Seller’s Information is identified), in reliance upon and in conformity with HELOC Seller’s Information a material fact required to be stated therein or necessary to make the statements therein in light of the circumstances in which they were made, not misleading, (ii) any representation or warranty assigned or made by the HELOC Seller in Section 7 or Section 8 hereof being, or alleged to be, untrue or incorrect, or (iii) any failure by the HELOC Seller to perform its obligations under this Agreement; and the HELOC Seller shall reimburse the Purchaser and each other indemnified party for any legal and other expenses reasonably incurred by them in connection with investigating or defending or preparing to defend against any such loss, claim, damage, liability or action.
 
The foregoing indemnity agreement is in addition to any liability which the HELOC Seller otherwise may have to the Purchaser or any other such indemnified party.
 
(b)  The Purchaser shall indemnify and hold harmless the HELOC Seller and its respective directors, officers and controlling persons (as defined in Section 15 of the Securities Act) from and against any loss, claim, damage or liability or action in respect thereof, to which they or any of them may become subject, under the Securities Act or otherwise, insofar as such loss, claim, damage, liability or action arises out of, or is based upon (i) any untrue statement of a material fact contained in the Purchaser’s Information as identified in Exhibit 4, or the omission to state in the Prospectus Supplement or Prospectus (or any amendment thereof or supplement thereto approved by the Purchaser and in which additional Purchaser’s Information is identified), in reliance upon and in conformity with the Purchaser’s Information, a material fact required to be stated therein or necessary to make the statements therein, in light of the circumstances in which they were made, not misleading, (ii) any representation or warranty made by the Purchaser in Section 9 hereof being, or alleged to be, untrue or incorrect, or (iii) any failure by the Purchaser to perform its obligations under this Agreement; and the Purchaser shall reimburse the HELOC Seller, and each other indemnified party for any legal and other expenses reasonably incurred by them in connection with investigating or defending or preparing to defend any such loss, claim, damage, liability or action. The foregoing indemnity agreement is in addition to any liability which the Purchaser otherwise may have to the HELOC Seller, or any other such indemnified party.
 
(c) Promptly after receipt by an indemnified party under subsection (a) or (b) above of notice of the commencement of any action, such indemnified party shall, if a claim in respect thereof is to be made against the indemnifying party under such subsection, notify each party against whom indemnification is to be sought in writing of the commencement thereof (but the failure so to notify an indemnifying party shall not relieve it from any liability which it may have under this Section 14 except to the extent that it has been prejudiced in any material respect by such failure or from any liability which it may have otherwise). In case any such action is brought against any indemnified party, and it notifies an indemnifying party of the commencement thereof, the indemnifying party will be entitled to participate therein and, to the extent it may elect by written notice delivered to the indemnified party promptly (but, in any event, within 30 days) after receiving the aforesaid notice from such indemnified party, to assume the defense thereof with counsel reasonably satisfactory to such indemnified party. Notwithstanding the foregoing, the indemnified party or parties shall have the right to employ its or their own counsel in any such case, but the fees and expenses of such counsel shall be at the expense of such indemnified party or parties unless (i) the employment of such counsel shall have been authorized in writing by one of the indemnifying parties in connection with the defense of such action, (ii) the indemnifying parties shall not have employed counsel to have charge of the defense of such action within a reasonable time after notice of commencement of the action, or (iii) such indemnified party or parties shall have reasonably concluded that there is a conflict of interest between itself or themselves and the indemnifying party in the conduct of the defense of any claim or that the interests of the indemnified party or parties are not substantially co-extensive with those of the indemnifying party (in which case the indemnifying parties shall not have the right to direct the defense of such action on behalf of the indemnified party or parties), in any of which events such fees and expenses shall be borne by the indemnifying parties (provided, however, that the indemnifying party shall be liable only for the fees and expenses of one counsel in addition to one local counsel in the jurisdiction involved). Anything in this subsection to the contrary notwithstanding, an indemnifying party shall not be liable for any settlement or any claim or action effected without its written consent; provided, however, that such consent was not unreasonably withheld.
 
(d)  If the indemnification provided for in paragraphs (a) and (b) of this Section 13 shall for any reason be unavailable to an indemnified party in respect of any loss, claim, damage or liability, or any action in respect thereof, referred to in Section 13, then the indemnifying party shall in lieu of indemnifying the indemnified party contribute to the amount paid or payable by such indemnified party as a result of such loss, claim, damage or liability, or action in respect thereof, in such proportion as shall be appropriate to reflect the relative benefits received by the HELOC Seller on the one hand and the Purchaser on the other from the purchase and sale of the HELOCs, the offering of the Notes and the other transactions contemplated hereunder. No person found liable for a fraudulent misrepresentation shall be entitled to contribution from any person who is not also found liable for such fraudulent misrepresentation.
 
(e)  The parties hereto agree that reliance by an indemnified party on any publicly available information or any information or directions furnished by an indemnifying party shall not constitute negligence, bad faith or willful misconduct by such indemnified party.
 
SECTION 14.  Notices. All demands, notices and communications hereunder shall be in writing but may be delivered by facsimile transmission subsequently confirmed in writing. Notices to the HELOC Seller shall be directed to EMC Mortgage Corporation, 2780 Lake Vista Drive, Lewisville, TX 75067, Attention: President (Telecopy: (469)759-4714); notices to the Purchaser shall be directed to Bear Stearns Asset Backed Securities I LLC, 383 Madison Avenue, New York, New York 10179, (Telecopy # (212) 272-2619), Attention: Chief Counsel; and notices to the Note Insurer shall be directed to One State Street Plaza, New York, New York 10004, Attn: Consumer Asset-Backed Securities Group - SACO I Trust 2006-8, Policy No. AB1020BE), with a copy to the General Counsel at the above address, or to any other address as may hereafter be furnished by one party to the other party by like notice. Any such demand, notice or communication hereunder shall be deemed to have been received on the date received at the premises of the addressee (as evidenced, in the case of registered or certified mail, by the date noted on the return receipt) provided that it is received on a business day during normal business hours and, if received after normal business hours, then it shall be deemed to be received on the next business day.
 
SECTION 15.  Transfer of HELOCs. The Purchaser retains the right to assign the HELOCs and any or all of its interest under this Agreement to the Issuer, with the understanding that the Issuer will then assign such rights to the Indenture Trustee pursuant to the Indenture, without the consent of the HELOC Seller, and, upon such assignment, the Indenture Trustee, as the ultimate assignee, shall succeed to the applicable rights and obligations of the Purchaser hereunder; provided, however, the Purchaser shall remain entitled to the benefits set forth in Sections 11, 13 and 17 hereto and as provided in Section 2(a). Notwithstanding the foregoing, the sole and exclusive right and remedy of the Issuer or the Indenture Trustee with respect to a breach of representation or warranty of the HELOC Seller shall be the cure, purchase or substitution obligations of the HELOC Seller contained in Sections 5 and 7 hereof.
 
SECTION 16.  Termination. This Agreement may be terminated (a) by the mutual consent of the parties hereto prior to the Closing Date, (b) by the Purchaser, if the conditions to the Purchaser’s obligation to close set forth under Section 11(a) hereof are not fulfilled as and when required to be fulfilled or (c) by the HELOC Seller, if the conditions to the HELOC Seller’s obligation to close set forth under Section 11(b) hereof are not fulfilled as and when required to be fulfilled. In the event of termination pursuant to clause (b), the HELOC Seller shall pay, and in the event of termination pursuant to clause (c), the Purchaser shall pay, all reasonable out-of-pocket expenses incurred by the other in connection with the transactions contemplated by this Agreement. In the event of a termination pursuant to clause (a), each party shall be responsible for its own expenses. 
 
SECTION 17.  Representations, Warranties and Agreements to Survive Delivery. All representations, warranties and agreements contained in this Agreement, or contained in certificates of officers of the HELOC Seller submitted pursuant hereto, shall remain operative and in full force and effect and shall survive delivery of the HELOCs to the Purchaser (and by the Purchaser to the Indenture Trustee). Subsequent to the delivery of the HELOCs to the Purchaser, each of the HELOC Seller’s representations and warranties contained herein with respect to the HELOCs shall be deemed to relate to the HELOCs actually delivered to the Purchaser and included in the Mortgage Loan Schedule and any Substitute HELOC.
 
SECTION 18.  Severability. If any provision of this Agreement shall be prohibited or invalid under applicable law, this Agreement shall be ineffective only to such extent, without invalidating the remainder of this Agreement.
 
SECTION 19.  Counterparts. This Agreement may be executed in counterparts, each of which will be an original, but which together shall constitute one and the same agreement.
 
SECTION 20.  Amendment. This Agreement cannot be amended or modified in any manner without the prior written consent of each party.
 
SECTION 21.  GOVERNING LAW. THIS AGREEMENT SHALL BE GOVERNED BY, AND CONSTRUED IN ACCORDANCE WITH, THE LAWS OF THE STATE OF NEW YORK, WITHOUT REGARD TO CONFLICT OF LAWS PRINCIPLES THEREOF OTHER THAN SECTION 5-1401 OF THE NEW YORK GENERAL OBLIGATIONS LAW.
 
SECTION 22.  Further Assurances. Each of the parties agrees to execute and deliver such instruments and take such actions as another party may, from time to time, reasonably request in order to effectuate the purpose and to carry out the terms of this Agreement including any amendments hereto which may be required by either Rating Agency.
 
SECTION 23.  Successors and Assigns. This Agreement shall bind and inure to the benefit of and be enforceable by the HELOC Seller and the Purchaser and their permitted successors and assigns and, to the extent specified in Section 14 hereof, Bear Stearns, and their directors, officers and controlling persons (within the meaning of federal securities laws). The HELOC Seller acknowledges and agrees that the Purchaser may assign its rights under this Agreement (including, without limitation, with respect to the HELOC Seller’s representations and warranties respecting the HELOCs) to the Indenture Trustee. Any person into which any HELOC Seller may be merged or consolidated (or any person resulting from any merger or consolidation involving such HELOC Seller), any person resulting from a change in form of such HELOC Seller or any person succeeding to the business of such HELOC Seller, shall be considered the “successor” of such HELOC Seller hereunder and shall be considered a party hereto without the execution or filing of any paper or any further act or consent on the part of any party hereto. Except as provided in the two preceding sentences, this Agreement cannot be assigned, pledged or hypothecated by either party hereto without the written consent of the other parties to this Agreement and any such assignment or purported assignment shall be deemed null and void.
 
SECTION 24.  The HELOC Seller. The HELOC Seller will keep in full force and effect its existence, all rights and franchises as a corporation under the laws of the State of its incorporation and will obtain and preserve its qualification to do business as a foreign corporation in each jurisdiction in which such qualification is necessary to perform its obligations under this Agreement.
 
SECTION 25.  Entire Agreement. This Agreement contains the entire agreement and understanding between the parties with respect to the subject matter hereof, and supersedes all prior and contemporaneous agreements, understandings, inducements and conditions, express or implied, oral or written, of any nature whatsoever with respect to the subject matter hereof.
 
SECTION 26.  No Partnership. Nothing herein contained shall be deemed or construed to create a partnership or joint venture between the parties hereto.
 
SECTION 27.  Benefit of Agreement. The Note Insurer and any successor and assign shall be a third-party beneficiary to the provisions of this Agreement. To the extent that this Agreement confers upon or gives or grants to the Note Insurer any right, remedy or claim under or by reason of this Agreement, the Note Insurer may enforce any such right, remedy or claim conferred, given or granted hereunder. Nothing in this Agreement, express or implied, shall give to any Person, other than the parties hereto and their successors hereunder, and the Noteholders and the Note Insurer, any benefit of any legal or equitable right, remedy or claim under this Agreement.
 
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IN WITNESS WHEREOF, the parties hereto have caused their names to be signed hereto by their respective duly authorized officers as of the date first above written.
 

 
EMC MORTGAGE CORPORATION
 
By:________________________________________
 
Name: 
 
Title: 
   
   
   
 
BEAR STEARNS ASSET BACKED SECURITIES LLC
 
By:________________________________________
 
Name:
 
Title:  





EXHIBIT 1
 
CONTENTS OF MORTGAGE FILE
 
With respect to each HELOC, the Mortgage File shall include each of the following items, which shall be available for inspection by the Purchaser or its designee, and which shall be delivered to the Purchaser or its designee pursuant to the terms of this Agreement.
 
(i)  The original Mortgage Note, including any riders thereto, endorsed without recourse to the order of Citibank, N.A., as Indenture Trustee for Noteholders of SACO I Trust 2006-8, Mortgage-Backed Notes, Series 2006-8,” showing to the extent available to the HELOC Seller an unbroken chain of endorsements from the original payee thereof to the Person endorsing it to the Indenture Trustee.
 
(ii)  The original Mortgage and if the related HELOC is a MOM Loan, noting the presence of the MIN and language indicating that such HELOC is a MOM Loan, which shall have been recorded (or if the original is not available, a copy), with evidence of such recording indicated thereon (or if clause (x) in the proviso below applies, shall be in recordable form);
 
(iii)  unless the HELOC is a MOM Loan, the assignment (either an original or a copy, which may be in the form of a blanket assignment if permitted in the jurisdiction in which the Mortgaged Property is located) to the Indenture Trustee of the Mortgage with respect to each HELOC in the name of “Citibank, N.A., as Indenture Trustee for Noteholders of SACO I Trust 2006-8, Mortgage-Backed Notes, Series 2006-8,” which shall have been recorded (or if clause (x) in the proviso below applies, shall be in recordable form);
 
(iv)  an original or a copy of all intervening assignments of the Mortgage, if any, to the extent available to the HELOC Seller, with evidence of recording thereon;
 
(v)  the original policy of title insurance or mortgagee’s certificate of title insurance or commitment or binder for title insurance, if available, or a copy thereof, or, in the event that such original title insurance policy is unavailable, a photocopy thereof, or in lieu thereof, a current lien search on the related Mortgaged Property and
 
(vi)  originals or copies of all available assumption, modification or substitution agreements, if any.
 
Provided, however, that in lieu of the foregoing, the HELOC Seller may deliver the following documents, under the circumstances set forth below: (x) if any Mortgage, assignment thereof to the Indenture Trustee or intervening assignments thereof have been delivered or are being delivered to recording offices for recording and have not been returned in time to permit their delivery as specified above, the Purchaser may deliver a true copy thereof with a certification by the HELOC Seller or the title company issuing the commitment for title insurance, on the face of such copy, substantially as follows: “Certified to be a true and correct copy of the original, which has been transmitted for recording”; and (y) in lieu of the Mortgage Notes relating to the HELOCs identified in the list set forth in Exhibit 1 to the Sale and Servicing Agreement, the Purchaser may deliver a lost note affidavit and indemnity and a copy of the original note, if available; and provided, further, however, that in the case of HELOCs which have been prepaid in full after the Cut-Off Date and prior to the Closing Date, the Purchaser, in lieu of delivering the above documents, may deliver to the Indenture Trustee and its Custodian a certification of a Servicing Officer to such effect and in such case shall deposit all amounts paid in respect of such HELOCs, in the Protected Account or in the Distribution Account on the Closing Date. In the case of the documents referred to in clause (x) above, the Purchaser shall deliver such documents to the Indenture Trustee or its related Custodian promptly after they are received. The HELOC Seller shall cause, at its expense, the Mortgage and intervening assignments, if any, and to the extent required in accordance with the foregoing, the assignment of the Mortgage to the Indenture Trustee to be submitted for recording promptly after the Closing Date; provided that the HELOC Seller need not cause to be recorded any assignment (a) in any jurisdiction under the laws of which, as evidenced by an Opinion of Counsel addressed to the Indenture Trustee delivered by the HELOC Seller to the Indenture Trustee, and the Rating Agencies, the recordation of such assignment is not necessary to protect the Indenture Trustee’s interest in the related HELOCor (b) if MERS is identified on the Mortgage or on a properly recorded assignment of the Mortgage as mortgagee of record solely as nominee for the HELOC Seller and its successors and assigns. In the event that the HELOC Seller, the Purchaser or the Master Servicer gives written notice to the Indenture Trustee that a court has recharacterized the sale of the HELOCs as a financing, the HELOC Seller shall submit or cause to be submitted for recording as specified above or, should the HELOC Seller fail to perform such obligations, the Master Servicer shall cause each such previously unrecorded assignment to be submitted for recording as specified above at the expense of the Trust. In the event a Mortgage File is released to the HELOC Seller or the Master Servicer as a result of such Person having completed a Request for Release, the related Custodian shall, if not so completed, complete the assignment of the related Mortgage in the manner specified in clause (iii) above.
 
 



EXHIBIT 2
 
MORTGAGE LOAN SCHEDULE INFORMATION
 
The Mortgage Loan Schedule shall set forth the following information with respect to each HELOC:
 
(i)  
the HELOC identifying number;
 
(ii)  
the current mortgage rate;
 
(iii)  
the Master Servicing Fee;
 
(iv)  
the Indenture Trustee Fee;
 
(v)  
the lender paid primary mortgage insurance fee, if any;
 
(vi)  
the current net mortgage rate;
 
(vii)  
the stated maturity date;
 
(viii)  
the original principal balance;
 
(ix)  
the current principal balance;
 
(x)  
the stated original term to maturity;
 
(xi)  
the stated remaining term to maturity;
 
(xii)  
the property type;
 
(xiii)  
the MIN with respect to each MOM Loan;
 
(xiv)  
a code indicating whether the HELOC is a HELOC; and
 
(xv)  
the Custodian.
 
Such schedule shall also set forth the aggregate Cut-off Date Principal Balance for all of the HELOCs.
 
 



EXHIBIT 3
 
HELOC SELLER’S INFORMATION
 
All information in the Prospectus Supplement described under the following captions: “Summary—HELOCS”, “The Mortgage Pool”, “The Sponsor” and “Schedule A-Mortgage Pool Information.”
 




EXHIBIT 4
 
PURCHASER’S INFORMATION
 
All information in the Prospectus Supplement and the Prospectus, except the HELOC Seller’s Information.
 




EXHIBIT 5
 
SCHEDULE OF LOST NOTES
 
Available Upon Request
 
 



EXHIBIT 6
 
REVISED April 18, 2006

APPENDIX E - Standard & Poor’s Predatory Lending Categories
 
Standard & Poor’s has categorized loans governed by anti-predatory lending laws in the Jurisdictions listed below into three categories based upon a combination of factors that include (a) the risk exposure associated with the assignee liability and (b) the tests and thresholds set forth in those laws. Note that certain loans classified by the relevant statute as Covered are included in Standard & Poor’s High Cost Loan Category because they included thresholds and tests that are typical of what is generally considered High Cost by the industry.
 
Standard & Poor’s High Cost Loan Categorization
 
State/Jurisdiction
Name of Anti-Predatory Lending
Law/Effective Date
Category under
Applicable Anti-
Predatory Lending Law
Arkansas
Arkansas Home Loan Protection Act,
Ark. Code Ann. §§ 23-53-101 et seq.
 
Effective July 16, 2003
High Cost Home Loan
Cleveland Heights, OH
Ordinance No. 72-2003 (PSH), Mun.
Code §§ 757.01 et seq.
 
Effective June 2, 2003
Covered Loan
Colorado
Consumer Equity Protection, Colo. Stat.
Ann. §§ 5-3.5-101 et seq.
 
Effective for covered loans offered or entered into on or after January 1, 2003. Other provisions of the Act took effect on June 7, 2002
Covered Loan
Connecticut
Connecticut Abusive Home Loan
Lending Practices Act, Conn. Gen. Stat.
§§ 36a-746 et seq.
 
Effective October 1, 2001
High Cost Home Loan
District of Columbia
Home Loan Protection Act, D.C. Code
§§ 26-1151.01 et seq.
 
Effective for loans closed on or after January 28, 2003
Covered Loan
Florida
Fair Lending Act, Fla. Stat. Ann. §§
494.0078 et seq.
 
Effective October 2, 2002
High Cost Home Loan
State/Jurisdiction
Name of Anti-Predatory Lending
Law/Effective Date
Category under
Applicable Anti-
Predatory Lending Law
Georgia (Oct. 1, 2002 -
Mar. 6, 2003)
Georgia Fair Lending Act, Ga. Code
Ann. §§ 7-6A-1 et seq.
 
Effective October 1, 2002 - March 6 2003
High Cost Home Loan
Georgia as amended
(Mar. 7, 2003 - current)
Georgia Fair Lending Act, Ga. Code
Ann. §§ 7-6A-1 et seq.
 
Effective for loans closed on or after
March 7, 2003
High Cost Home Loan
HOEPA Section 32
Home Ownership and Equity Protection
Act of 1994, 15 U.S.C. § 1639, 12
C.F.R. §§ 226.32 and 226.34
 
Effective October 1, 1995, amendments
October 1, 2002
High Cost Loan
Illinois
High Risk Home Loan Act, Ill. Comp.
Stat. tit. 815, §§ 137/5 et seq.
 
Effective January 1, 2004 (prior to this date, regulations under Residential
Mortgage License Act effective from May 14, 2001)
High Risk Home Loan
Kansas
Consumer Credit Code, Kan. Stat. Ann.
§§ 16a-1-101 et seq.
 
Sections 16a-1-301 and 16a-3-207 became effective April 14, 1999;
Section 16a-3-308a became effective July 1, 1999
High Loan to Value Consumer Loan (id. § 16a-3-207) and;
High APR Consumer Loan (id. § 16a-3-308a)
Kentucky
2003 KY H.B. 287 - High Cost Home
Loan Act, Ky. Rev. Stat. §§ 360.100 et seq.
 
Effective June 24, 2003
High Cost Home Loan
Maine
Truth in Lending, Me. Rev. Stat. tit. 9-
A, §§ 8-101 et seq.
 
Effective September 29, 1995 and as amended from time to time
High Rate High Fee Mortgage
State/Jurisdiction
Name of Anti-Predatory Lending
Law/Effective Date
Category under
Applicable Anti-
Predatory Lending Law
Massachusetts
Part 40 and Part 32, 209 C.M.R. §§
32.00 et seq. and 209 C.M.R. §§ 40.01 et seq.
 
Effective March 22, 2001 and amended from time to time
High Cost Home Loan
Nevada
Assembly Bill No. 284, Nev. Rev. Stat.
§§ 598D.010 et seq.
 
Effective October 1, 2003
Home Loan
New Jersey
New Jersey Home Ownership Security
Act of 2002, N.J. Rev. Stat. §§ 46:10B- 22 et seq.
 
Effective for loans closed on or after November 27, 2003
High Cost Home Loan
New Mexico
Home Loan Protection Act, N.M. Rev.
Stat. §§ 58-21A-1 et seq.
 
Effective as of January 1, 2004; Revised
as of February 26, 2004
High Cost Home Loan
New York
N.Y. Banking Law Article 6-1
 
Effective for applications made on or after April 1, 2003
High Cost Home Loan
North Carolina
Restrictions and Limitations on High
Cost Home Loans, N.C. Gen. Stat. §§ 24-1.1E et seq.
 
Effective July 1, 2000; amended October 1, 2003 (adding open-end lines of credit)
High Cost Home Loan
Ohio
H.B. 386 (codified in various sections of the Ohio Code), Ohio Rev. Code Ann. §§ 1349.25 et seq.
 
Effective May 24, 2002
Covered Loan
Oklahoma
Consumer Credit Code (codified in various sections of Title 14A)
 
Effective July 1, 2000; amended effective January 1, 2004
Subsection 10 Mortgage
State/Jurisdiction
Name of Anti-Predatory Lending
Law/Effective Date
Category under
Applicable Anti-
Predatory Lending Law
South Carolina
South Carolina High Cost and
Consumer Home Loans Act, S.C. Code
Ann. §§ 37-23-10 et seq.
 
Effective for loans taken on or after January 1, 2004
High Cost Home Loan
West Virginia
West Virginia Residential Mortgage Lender, Broker and Servicer Act, W.
Va. Code Ann. §§ 31-17-1 et seq.
 
Effective June 5, 2002
West Virginia Mortgage Loan Act Loan

Standard & Poor’s Covered Loan Categorization
 
State/Jurisdiction
Name of Anti-Predatory Lending
Law/Effective Date
Category under
Applicable Anti-
Predatory Lending Law
Georgia (Oct. 1, 2002 -
Mar. 6, 2003)
Georgia Fair Lending Act, Ga. Code
Ann. §§ 7-6A-1 et seq.
 
Effective October 1, 2002 - March 6, 2003
Covered Loan
New Jersey
New Jersey Home Ownership Security
Act of 2002, N.J. Rev. Stat. §§ 46:10B 22 et seq.
 
Effective November 27, 2003 - July 5, 2004
Covered Home Loan

Standard & Poor’s Home Loan Categorization
 
State/Jurisdiction
Name of Anti-Predatory Lending
Law/Effective Date
Category under
Applicable Anti-
Predatory Lending Law
Georgia (Oct. 1, 2002 -
Mar. 6, 2003)
Georgia Fair Lending Act, Ga. Code
Ann. §§ 7-6A-1 et seq.
 
Effective October 1, 2002 - March 6, 2003
Home Loan
New Jersey
New Jersey Home Ownership Security
Act of 2002, N.J. Rev. Stat. §§ 46:10B- 22 et seq.
 
Effective for loans closed on or after November 27, 2003
Home Loan
New Mexico
Home Loan Protection Act, N.M. Rev. Stat. §§ 58-21A-1 et seq.
 
Effective as of January 1, 2004; Revised as of February 26, 2004
Home Loan
North Carolina
Restrictions and Limitations on High Cost Home Loans, N.C. Gen. Stat. §§
24-1.1E et seq.
 
Effective July 1, 2000; amended October 1, 2003 (adding open-end lines of credit)
Consumer Home Loan
South Carolina
South Carolina High Cost and Consumer Home Loans Act, S.C. Code Ann. §§ 37-23-10 et seq.
 
Effective for loans taken on or after January 1, 2004
Consumer Home Loan

 



SCHEDULE A
 
REQUIRED RATINGS FOR EACH CLASS OF NOTES
 
Public Notes

Class
S&P
Moody’s
Class A
AAA
Aaa
Class A-IO
AAA
Aaa
Class B
BB
Ba2

None of the above ratings has been lowered since the respective dates of such letters.
 


 


 

EXHIBIT D
 
Form of Company Certification
 
FORM OF BACK-UP CERTIFICATION TO FORM 10-K CERTIFICATE

 
Re:  The [ ] agreement dated as of [ ], 200[ ] (the “Agreement”), among [IDENTIFY PARTIES]
 
I, ________________________________, the _______________________ of [NAME OF COMPANY], certify to [the Purchaser], [the Depositor], and the [Master Servicer] [Securities Administrator] [Indenture Trustee], and their officers, with the knowledge and intent that they will rely upon this certification, that:
 
(1) I have reviewed the servicer compliance statement of the Company provided in accordance with Item 1123 of Regulation AB (the “Compliance Statement”), the report on assessment of the Company’s compliance with the servicing criteria set forth in Item 1122(d) of Regulation AB (the “Servicing Criteria”), provided in accordance with Rules 13a-18 and 15d-18 under Securities Exchange Act of 1934, as amended (the “Exchange Act”) and Item 1122 of Regulation AB (the “Servicing Assessment”), the registered public accounting firm’s attestation report provided in accordance with Rules 13a-18 and 15d-18 under the Exchange Act and Section 1122(b) of Regulation AB (the Attestation Report”), and all servicing reports, officer’s certificates and other information relating to the servicing of the HELOCs by the Company during 200[ ] that were delivered by the Company to the [Depositor] [Master Servicer] [Securities Administrator] [Indenture Trustee] pursuant to the Agreement (collectively, the “Company Servicing Information”);
 
(2) Based on my knowledge, the Company Servicing Information, taken as a whole, does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in the light of the circumstances under which such statements were made, not misleading with respect to the period of time covered by the Company Servicing Information;
 
(3) Based on my knowledge, all of the Company Servicing Information required to be provided by the Company under the Agreement has been provided to the [Depositor] [Master Servicer] [Securities Administrator] [Indenture Trustee];
 
(4) I am responsible for reviewing the activities performed by the Company as servicer under the Agreement, and based on my knowledge and the compliance review conducted in preparing the Compliance Statement and except as disclosed in the Compliance Statement, the Servicing Assessment or the Attestation Report, the Company has fulfilled its obligations under the Agreement in all material respects; and
 
(5) The Compliance Statement required to be delivered by the Company pursuant to the Agreement, and the Servicing Assessment and Attestation Report required to be provided by the Company and by any Subservicer or Subcontractor pursuant to the Agreement, have been provided to the [Depositor] [Master Servicer]. Any material instances of noncompliance described in such reports have been disclosed to the [Depositor] [Master Servicer]. Any material instance of noncompliance with the Servicing Criteria has been disclosed in such reports.
 

 
Date: _________________________
 
 
By:
 
Name:  ________________________________
 
Title:  ________________________________

 


 

EXHIBIT E
 
Form of Policy
 
[TO BE INCLUDED]
 
 
 

 

EXHIBIT F
 
Servicing Criteria to Be Addressed in Assessment of Compliance
 
Definitions
Primary Servicer - transaction party having borrower contact
Master Servicer - aggregator of pool assets
Securities Administrator - waterfall calculator
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
Indenture 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 indenture trustee may perform the “paying agent” and “securities administrator” functions, while in another transaction, the securities administrator may perform these functions.

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

Key:         X - obligation
[X] - under consideration for obligation
 
Reg AB Reference
Servicing Criteria
Primary Servicer
Master Servicer
Securities Admin
Custodian
IndentureTrustee
(nominal)
 
General Servicing Considerations
       
1122(d)(1)(i)
Policies and procedures are instituted to monitor any performance or other triggers and events of default in accordance with the transaction agreements.
X
X
X
   
1122(d)(1)(ii)
If any material servicing activities are outsourced to third parties, policies and procedures are instituted to monitor the third party’s performance and compliance with such servicing activities.
X
X
     
1122(d)(1)(iii)
Any requirements in the transaction agreements to maintain a back-up servicer for the Pool Assets are maintained.
         
1122(d)(1)(iv)
A fidelity bond and errors and omissions policy is in effect on the party participating in the servicing function throughout the reporting period in the amount of coverage required by and otherwise in accordance with the terms of the transaction agreements.
X
X
     
 
Cash Collection and Administration
         
1122(d)(2)(i)
Payments on pool assets are deposited into the appropriate custodial bank accounts and related bank clearing accounts no more than two business days following receipt, or such other number of days specified in the transaction agreements.
X
X
X
   
1122(d)(2)(ii)
Disbursements made via wire transfer on behalf of an obligor or to an investor are made only by authorized personnel.
X
X
X
   
1122(d)(2)(iii)
Advances of funds or guarantees regarding collections, cash flows or distributions, and any interest or other fees charged for such advances, are made, reviewed and approved as specified in the transaction agreements.
X
X
X
   
1122(d)(2)(iv)
The related accounts for the transaction, such as cash reserve accounts or accounts established as a form of over collateralization, are separately maintained (e.g., with respect to commingling of cash) as set forth in the transaction agreements.
X
X
X
   
1122(d)(2)(v)
Each custodial account is maintained at a federally insured depository institution as set forth in the transaction agreements. For purposes of this criterion, “federally insured depository institution” with respect to a foreign financial institution means a foreign financial institution that meets the requirements of Rule 13k-1(b)(1) of the Securities Exchange Act.
X
X
X
   
1122(d)(2)(vi)
Unissued checks are safeguarded so as to prevent unauthorized access.
X
       
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 indenture trustee’s records as to the total unpaid principal balance and number of Pool Assets serviced by the related 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 related 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
X
X1
 
1122(d)(4)(iv)
Payments on pool assets, including any payoffs, made in accordance with the related pool asset documents are posted to the related 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 related Servicer’s records regarding the pool assets agree with the related 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 related Servicer’s funds and not charged to the obligor, unless the late payment was due to the obligor’s error or omission.
X
       
1122(d)(4)(xiii)
Disbursements made on behalf of an obligor are posted within two business days to the obligor’s records maintained by the servicer, or such other number of days specified in the transaction agreements.
X
       
1122(d)(4)(xiv)
Delinquencies, charge-offs and uncollectible accounts are recognized and recorded in accordance with the transaction agreements.
X
X
     
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
 
X
   

___________
(1) Only with respect to the logistics of adding/removing or substituting HELOC files.
 



EXHIBIT G
 
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 party identified as responsible for preparing the Securities Exchange Act Reports pursuant to Section 4.16.

Under Item 1 of Form 10-D: a) items marked “Indenture 7.04 Statement” are required to be included in the periodic Payment Date statement under Section 7.04 of the Indenture, provided by the Securities Administrator based on information received from the Master Servicer and each applicable Servicer; and b) items marked “Form 10-D report” are required to be in the Form 10-D report but not the Indenture 7.04 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. All such information and any other Items of Form 8-K and Form 10-K set forth in this exhibit shall be sent to the Securities Administrator and the Depositor.
 

 


Form
Item
Description
Servicers
Master Servicer
Securities Administrator
Custodian
Indenture
Trustee (nominal)
Depositor
Sponsor
10-D
Must be filed within 15 days of the payment date for the asset-backed securities.
       
1
Distribution and Pool Performance Information
             
Item 1121(a) - Distribution and Pool Performance Information
             
(1) Any applicable record dates, accrual dates, determination dates for calculating distributions and actual payment dates for the payment period.
   
X
 
(Indenture 7.04 Statement)
       
(2) Cash flows received and the sources thereof for distributions, fees and expenses.
   
X
 
(Indenture 7.04 Statement)
       
(3) Calculated amounts and distribution of the flow of funds for the period itemized by type and priority of payment, including:
   
X
 
(Indenture 7.04 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.
   
X
 
(Indenture 7.04 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.
   
X
 
(Indenture 7.04 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.
   
X
 
(Indenture 7.04 Statement)
       
(iv) The amount of excess cash flow or excess spread and the disposition of excess cash flow.
   
X
 
(Indenture 7.04 Statement)
       
(4) Beginning and ending principal balances of the asset-backed securities.
   
X
 
(Indenture 7.04 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.
   
X
 
(Indenture 7.04 Statement)
       
(6) Beginning and ending balances of transaction accounts, such as reserve accounts, and material account activity during the period.
   
X
 
(Indenture 7.04 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.
   
X
 
(Indenture 7.04 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 remaining term, pool factors and prepayment amounts.
   
X
 
(Indenture 7.04 Statement)
   
Updated pool composition information fields to be as specified by Depositor from time to time
 
(9) Delinquency and loss information for the period.
   
X
 
(Indenture 7.04 Statement)
       
In addition, describe any material changes to the information specified in Item 1100(b)(5) of Regulation AB regarding the pool assets. (methodology)
X
X
         
(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.
   
X
 
(Indenture 7.04 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.
   
X
 
(Indenture 7.04 Statement)
       
(12) Material breaches of pool asset representations or warranties or transaction covenants.
X
X
X
 
(if agreed upon by the parties)
   
X
 
(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.
   
X
 
(Indenture 7.04 Statement)
       
(14) Information regarding any new issuance of asset-backed securities backed by the same asset pool,
         
X
 
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.
X
X
X
   
X
 
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.
         
X
X
Item 1121(b) - Pre-Funding or Revolving Period Information
 
Updated pool information as required under Item 1121(b).
         
X
 
2
Legal Proceedings
             
Item 1117 - Legal proceedings pending against the following entities, or their respective property, that is material to Securityholders, including proceedings known to be contemplated by governmental authorities:
             
Sponsor (Seller)
           
X
Depositor
         
X
 
Indenture Trustee
             
Issuing entity
         
X
 
Master Servicer, affiliated Servicer, other Servicer servicing 20% or more of pool assets at time of report, other material servicers
X
X
         
Securities Administrator
   
X
       
Originator of 20% or more of pool assets as of the Cut-off Date
         
X
 
Custodian
     
X
     
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.
         
X
 
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)
 
X

(only with respect to any servicer event of default)
 
       
5
Submission of Matters to a Vote of Securityholders
             
Information from Item 4 of Part II of Form 10-Q
   
X
       
6
Significant Obligors of Pool Assets
             
Item 1112(b) - Significant Obligor Financial Information*
         
X
 
*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
   
X
       
Requesting required financial information or effecting incorporation by reference
   
X
       
Item 1115(b) - Derivative Counterparty Financial Information*
             
Determining current maximum probable exposure
         
X
 
Determining current significance percentage
   
X
       
Requesting required financial information or effecting incorporation by reference
   
X
       
*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
   
X
       
Exhibits required by Item 601 of Regulation S-K, such as material agreements
         
X
 
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
X
X
X
   
X
X
1.02
Termination of a Material Definitive Agreement
X
X
X
   
X
X
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.
             
1.03
Bankruptcy or Receivership
             
Disclosure is required regarding the bankruptcy or receivership, if known to the Master Servicer, with respect to any of the following:
 
Sponsor (Seller), Depositor, Master Servicer, affiliated Servicer, other Servicer servicing 20% or more of pool assets at time of report, other material servicers, Securities Administrator, Trustee, significant obligor, credit enhancer (10% or more), derivatives counterparty, Custodian
X
X
X
X
 
X
X
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 6.06 statement
[X]
 
X
   
[X]
 
3.03
Material Modification to Rights of Securityholders
             
Disclosure is required of any material modification to documents defining the rights of Securityholders, including the Sale and Servicing Agreement, the Indenture and the Trust Agreement
   
X
   
X
 
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”
         
X
 
5.06
Change in Shell Company Status
             
[Not applicable to ABS issuers]
         
X
 
6.01
ABS Informational and Computational Material
             
[Not included in reports to be filed under Section 4.16]
         
X
 
6.02
Change of Servicer or Trustee
             
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, securities administrator or trustee.
X
X
X
   
X
 
 
Reg AB disclosure about any new servicer is also required.
X
           
 
Reg AB disclosure about any new trustee is also required.
       
X (to the extent required by successor indenture trustee)
   
 
Reg AB disclosure about any new securities administrator is also required.
   
X
       
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.
   
X
   
X
 
 
Reg AB disclosure about any new enhancement provider is also required.
   
X
   
X
 
6.04
Failure to Make a Required Distribution
   
X
       
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.
         
X
 
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.
         
X
 
7.01
Regulation FD Disclosure
X
X
X
X
 
X
 
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 Securityholders.
         
X
 
9.01
Financial Statements and Exhibits
The Responsible Party applicable to reportable event.
10-K
Must be filed within 90 days of the fiscal year end for the registrant.
       
9B
Other Information
             
   
Disclose any information required to be reported on Form 8-K during the fourth quarter covered by the Form 10-K but not reported
The Responsible Party for the applicable Form 8-K Item as indicated above.
 
15
Exhibits and Financial Statement Schedules
             
Item 1112(b) - Significant Obligor Financial Information
         
X
 
Item 1114(b)(2) - Credit Enhancement Provider Financial Information
             
Determining applicable disclosure threshold
   
X
       
Requesting required financial information or effecting incorporation by reference
   
X
       
Item 1115(b) - Derivative Counterparty Financial Information
             
Determining current maximum probable exposure
         
X
 
   
Determining current significance percentage
   
X
       
Requesting required financial information or effecting incorporation by reference
   
X
       
Item 1117 - Legal proceedings pending against the following entities, or their respective property, that is material to Securityholders, including proceedings known to be contemplated by governmental authorities:
             
Sponsor (Seller)
           
X
Depositor
         
X
 
Trustee
             
Issuing entity
         
X
 
Master Servicer, affiliated Servicer, other Servicer servicing 20% or more of pool assets at time of report, other material servicers
X
X
         
Securities Administrator
   
X
       
Originator of 20% or more of pool assets as of the Cut-off Date
         
X
 
Custodian
     
X
     
Item 1119 - Affiliations and relationships between the following entities, or their respective affiliates, that are material to Securityholders:
             
Sponsor (Seller)
           
X
Depositor
         
X
 
Indenture Trustee
             
Master Servicer, affiliated Servicer, other Servicer servicing 20% or more of pool assets at time of report, other material servicers
X
X
         
Securities Administrator
   
X
       
Originator
         
X
 
Custodian
     
X
     
Credit Enhancer/Support Provider
         
X
 
Significant Obligor
         
X
 
Item 1122 - Assessment of Compliance with Servicing Criteria
X
X
X
X
     
Item 1123 - Servicer Compliance Statement
X
X
X
       

 
 

 

EXHIBIT H
 
Additional Disclosure Notification
 
Bear Stearns Asset Backed Securities I LLC
383 Madison Avenue
New York, New York 10179
Fax: (212) 272-2000
E-mail: regabnotifications@bear.com

LaSalle Bank National Association, as Securities Administrator
135 S. LaSalle St., Suite 1511
Chicago, Illinois 60603
Fax: (312) 904-1368
E-mail: edgar@abnamro.com

Attn: Global Securities and Trust Services Group - SACO I TRUST 2006-8 - SEC REPORT PROCESSING

RE: **Additional Form [ ] Disclosure**Required
 
 
Ladies and Gentlemen:
 
In accordance with Section 4.16 of the Sale and Servicing Agreement, dated as of September 15, 2006, among Bear Stearns Asset Backed Securities I LLC, as depositor, SACO I Trust 2006-8, as issuing entity, Citibank, N.A., as indenture trustee, LaSalle Bank National Association, as master servicer and as securities administrator, and EMC Mortgage Corporation, as seller and company, the Undersigned, as [Name of Party], hereby notifies you that certain events have come to our attention that [will][may] need to be disclosed on Form [ ].

Description of Additional Form [ ] Disclosure:


List of Any Attachments hereto to be included in the Additional Form [ ] Disclosure:


Any inquiries related to this notification should be directed to [ ], phone number: [ ]; email address: [ ].


[NAME OF PARTY],
as [role]
 
By: __________________________________
Name: 
Title: